RIO vs. BHP
Compare and contrast key facts about Rio Tinto Group (RIO) and BHP Group (BHP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RIO or BHP.
Key characteristics
| RIO | BHP | |
|---|---|---|
| YTD Return | -12.75% | -19.25% |
| 1Y Return | -4.20% | -9.05% |
| 3Y Return (Ann) | 7.24% | 7.69% |
| 5Y Return (Ann) | 11.41% | 8.96% |
| 10Y Return (Ann) | 10.37% | 6.45% |
| Sharpe Ratio | -0.04 | -0.22 |
| Sortino Ratio | 0.11 | -0.13 |
| Omega Ratio | 1.01 | 0.98 |
| Calmar Ratio | -0.06 | -0.23 |
| Martin Ratio | -0.10 | -0.40 |
| Ulcer Index | 9.12% | 13.81% |
| Daily Std Dev | 23.06% | 25.53% |
| Max Drawdown | -88.97% | -75.95% |
| Current Drawdown | -15.26% | -19.93% |
Fundamentals
| RIO | BHP | |
|---|---|---|
| Market Cap | $101.73B | $136.38B |
| EPS | $6.59 | $3.11 |
| PE Ratio | 9.29 | 16.91 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | $53.96B | $55.53B |
| Gross Profit (TTM) | $15.61B | $19.00B |
| EBITDA (TTM) | $20.64B | $24.28B |
Correlation
The correlation between RIO and BHP is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
RIO vs. BHP - Performance Comparison
In the year-to-date period, RIO achieves a -12.75% return, which is significantly higher than BHP's -19.25% return. Over the past 10 years, RIO has outperformed BHP with an annualized return of 10.37%, while BHP has yielded a comparatively lower 6.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
RIO vs. BHP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rio Tinto Group (RIO) and BHP Group (BHP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
RIO vs. BHP - Dividend Comparison
RIO's dividend yield for the trailing twelve months is around 7.18%, more than BHP's 5.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RIO Rio Tinto Group | 7.18% | 5.40% | 10.48% | 14.39% | 5.13% | 10.70% | 6.32% | 4.45% | 3.96% | 7.79% | 4.46% | 3.15% |
BHP BHP Group | 5.58% | 4.98% | 10.27% | 9.98% | 3.67% | 8.59% | 4.89% | 3.61% | 1.68% | 9.32% | 5.11% | 3.40% |
Drawdowns
RIO vs. BHP - Drawdown Comparison
The maximum RIO drawdown since its inception was -88.97%, which is greater than BHP's maximum drawdown of -75.95%. Use the drawdown chart below to compare losses from any high point for RIO and BHP. For additional features, visit the drawdowns tool.
Volatility
RIO vs. BHP - Volatility Comparison
Rio Tinto Group (RIO) and BHP Group (BHP) have volatilities of 7.66% and 7.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
RIO vs. BHP - Financials Comparison
This section allows you to compare key financial metrics between Rio Tinto Group and BHP Group. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities