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

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.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-11.10%
-26.20%
RIO
IEP

Returns By Period

In the year-to-date period, RIO achieves a -10.21% return, which is significantly higher than IEP's -20.93% return. Over the past 10 years, RIO has outperformed IEP with an annualized return of 10.82%, while IEP has yielded a comparatively lower -8.55% annualized return.


RIO

YTD

-10.21%

1M

-3.94%

6M

-11.10%

1Y

-4.81%

5Y (annualized)

12.12%

10Y (annualized)

10.82%

IEP

YTD

-20.93%

1M

-23.42%

6M

-26.20%

1Y

-17.22%

5Y (annualized)

-16.35%

10Y (annualized)

-8.55%

Fundamentals


RIOIEP
Market Cap$100.76B$5.55B
EPS$6.58-$1.03
PEG Ratio0.000.00
Total Revenue (TTM)$53.96B$10.06B
Gross Profit (TTM)$15.61B$864.00M
EBITDA (TTM)$21.49B-$78.00M

Key characteristics


RIOIEP
Sharpe Ratio-0.15-0.40
Sortino Ratio-0.05-0.29
Omega Ratio0.990.96
Calmar Ratio-0.21-0.24
Martin Ratio-0.37-1.01
Ulcer Index9.33%17.57%
Daily Std Dev22.84%44.43%
Max Drawdown-88.97%-84.21%
Current Drawdown-12.78%-69.90%

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Correlation

-0.50.00.51.00.2

The correlation between RIO and IEP is 0.16, 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.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for RIO, currently valued at -0.15, compared to the broader market-4.00-2.000.002.004.00-0.15-0.40
The chart of Sortino ratio for RIO, currently valued at -0.05, compared to the broader market-4.00-2.000.002.004.00-0.05-0.29
The chart of Omega ratio for RIO, currently valued at 0.99, compared to the broader market0.501.001.502.000.990.96
The chart of Calmar ratio for RIO, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.21-0.24
The chart of Martin ratio for RIO, currently valued at -0.37, compared to the broader market-10.000.0010.0020.0030.00-0.37-1.01
RIO
IEP

The current RIO Sharpe Ratio is -0.15, which is higher than the IEP Sharpe Ratio of -0.40. 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.15
-0.40
RIO
IEP

Dividends

RIO vs. IEP - Dividend Comparison

RIO's dividend yield for the trailing twelve months is around 6.97%, less than IEP's 31.76% yield.


TTM20232022202120202019201820172016201520142013
RIO
Rio Tinto Group
6.97%5.40%10.48%14.39%5.13%10.70%6.32%4.45%3.96%7.79%4.46%3.15%
IEP
Icahn Enterprises L.P.
31.76%34.90%15.79%16.13%15.79%13.01%12.26%11.32%10.01%9.79%6.49%4.11%

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%JuneJulyAugustSeptemberOctoberNovember
-12.78%
-69.90%
RIO
IEP

Volatility

RIO vs. IEP - Volatility Comparison

The current volatility for Rio Tinto Group (RIO) is 7.93%, while Icahn Enterprises L.P. (IEP) has a volatility of 24.07%. 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%JuneJulyAugustSeptemberOctoberNovember
7.93%
24.07%
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