RIO vs. GLEN.L

In the year-to-date period, RIO achieves a 8.72% return, which is significantly higher than GLEN.L's -24.24% return. Over the past 10 years, RIO has outperformed GLEN.L with an annualized return of 11.26%, while GLEN.L has yielded a comparatively lower 4.24% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Rio Tinto Group (RIO) and Glencore plc (GLEN.L). 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.

The current RIO Sharpe Ratio is -0.09, which is higher than the GLEN.L Sharpe Ratio of -1.35. The chart below compares the historical Sharpe Ratios of RIO and GLEN.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

RIO's dividend yield for the trailing twelve months is around 6.52%, more than GLEN.L's 4.86% yield.

The maximum RIO drawdown since its inception was -88.97%, roughly equal to the maximum GLEN.L drawdown of -84.83%. Use the drawdown chart below to compare losses from any high point for RIO and GLEN.L. For additional features, visit the drawdowns tool.

The current volatility for Rio Tinto Group (RIO) is 12.21%, while Glencore plc (GLEN.L) has a volatility of 17.74%. This indicates that RIO experiences smaller price fluctuations and is considered to be less risky than GLEN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Rio Tinto Group and Glencore plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.