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RIO vs. IEP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RIO and IEP is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

RIO vs. IEP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rio Tinto Group (RIO) and Icahn Enterprises L.P. (IEP). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%NovemberDecember2025FebruaryMarchApril
3,538.99%
602.43%
RIO
IEP

Key characteristics

Sharpe Ratio

RIO:

-0.13

IEP:

-0.85

Sortino Ratio

RIO:

-0.01

IEP:

-1.13

Omega Ratio

RIO:

1.00

IEP:

0.85

Calmar Ratio

RIO:

-0.13

IEP:

-0.49

Martin Ratio

RIO:

-0.26

IEP:

-1.36

Ulcer Index

RIO:

11.84%

IEP:

28.24%

Daily Std Dev

RIO:

24.56%

IEP:

44.97%

Max Drawdown

RIO:

-88.97%

IEP:

-84.21%

Current Drawdown

RIO:

-12.25%

IEP:

-75.53%

Fundamentals

Market Cap

RIO:

$100.23B

IEP:

$4.52B

EPS

RIO:

$7.07

IEP:

-$0.94

PEG Ratio

RIO:

0.00

IEP:

0.00

PS Ratio

RIO:

1.87

IEP:

0.45

PB Ratio

RIO:

1.81

IEP:

1.83

Total Revenue (TTM)

RIO:

$53.66B

IEP:

$7.37B

Gross Profit (TTM)

RIO:

$16.18B

IEP:

$607.00M

EBITDA (TTM)

RIO:

$19.83B

IEP:

$221.00M

Returns By Period

In the year-to-date period, RIO achieves a 6.73% return, which is significantly higher than IEP's 3.32% return. Over the past 10 years, RIO has outperformed IEP with an annualized return of 11.05%, while IEP has yielded a comparatively lower -9.52% annualized return.


RIO

YTD

6.73%

1M

-3.67%

6M

-3.85%

1Y

-4.71%

5Y*

14.47%

10Y*

11.05%

IEP

YTD

3.32%

1M

-9.08%

6M

-39.13%

1Y

-39.27%

5Y*

-15.83%

10Y*

-9.52%

*Annualized

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Risk-Adjusted Performance

RIO vs. IEP — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RIO
The Risk-Adjusted Performance Rank of RIO is 4242
Overall Rank
The Sharpe Ratio Rank of RIO is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of RIO is 3737
Sortino Ratio Rank
The Omega Ratio Rank of RIO is 3737
Omega Ratio Rank
The Calmar Ratio Rank of RIO is 4444
Calmar Ratio Rank
The Martin Ratio Rank of RIO is 4646
Martin Ratio Rank

IEP
The Risk-Adjusted Performance Rank of IEP is 1313
Overall Rank
The Sharpe Ratio Rank of IEP is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of IEP is 1111
Sortino Ratio Rank
The Omega Ratio Rank of IEP is 1111
Omega Ratio Rank
The Calmar Ratio Rank of IEP is 2020
Calmar Ratio Rank
The Martin Ratio Rank of IEP is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RIO vs. IEP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rio Tinto Group (RIO) and Icahn Enterprises L.P. (IEP). 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 chart of Sharpe ratio for RIO, currently valued at -0.13, compared to the broader market-2.00-1.000.001.002.003.00
RIO: -0.13
IEP: -0.85
The chart of Sortino ratio for RIO, currently valued at -0.01, compared to the broader market-6.00-4.00-2.000.002.004.00
RIO: -0.01
IEP: -1.13
The chart of Omega ratio for RIO, currently valued at 1.00, compared to the broader market0.501.001.502.00
RIO: 1.00
IEP: 0.85
The chart of Calmar ratio for RIO, currently valued at -0.13, compared to the broader market0.001.002.003.004.005.00
RIO: -0.13
IEP: -0.49
The chart of Martin ratio for RIO, currently valued at -0.26, compared to the broader market-5.000.005.0010.0015.0020.00
RIO: -0.26
IEP: -1.36

The current RIO Sharpe Ratio is -0.13, which is higher than the IEP Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of RIO and IEP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.13
-0.85
RIO
IEP

Dividends

RIO vs. IEP - Dividend Comparison

RIO's dividend yield for the trailing twelve months is around 6.64%, less than IEP's 35.25% yield.


TTM20242023202220212020201920182017201620152014
RIO
Rio Tinto Group
6.64%7.40%5.40%10.48%14.39%5.13%10.70%6.32%4.45%3.96%7.79%4.46%
IEP
Icahn Enterprises L.P.
35.25%40.37%34.90%15.79%16.13%15.79%13.01%12.26%11.32%10.01%9.79%6.49%

Drawdowns

RIO vs. IEP - Drawdown Comparison

The maximum RIO drawdown since its inception was -88.97%, which is greater than IEP's maximum drawdown of -84.21%. Use the drawdown chart below to compare losses from any high point for RIO and IEP. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.25%
-75.53%
RIO
IEP

Volatility

RIO vs. IEP - Volatility Comparison

The current volatility for Rio Tinto Group (RIO) is 12.33%, while Icahn Enterprises L.P. (IEP) has a volatility of 14.41%. This indicates that RIO experiences smaller price fluctuations and is considered to be less risky than IEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
12.33%
14.41%
RIO
IEP

Financials

RIO vs. IEP - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items