RIO vs. JPM
RIO (Rio Tinto Group) and JPM (JPMorgan Chase & Co.) are both stocks. RIO operates in Other Industrial Metals & Mining (Basic Materials), while JPM operates in Banks - Diversified (Financial Services). Over the past 10 years, RIO returned 18.86%/yr vs 21.27%/yr for JPM. At a 0.31 correlation, their price movements are largely independent.
Performance
RIO vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, RIO achieves a 14.41% return, which is significantly higher than JPM's 6.66% return. Over the past 10 years, RIO has underperformed JPM with an annualized return of 18.86%, while JPM has yielded a comparatively higher 21.27% annualized return.
RIO
- 1D
- -1.20%
- 1M
- -11.00%
- 6M
- 7.55%
- YTD
- 14.41%
- 1Y
- 54.91%
- 3Y*
- 17.24%
- 5Y*
- 9.21%
- 10Y*
- 18.86%
- ALL TIME*
- 11.71%
JPM
- 1D
- -0.65%
- 1M
- 4.67%
- 6M
- 9.49%
- YTD
- 6.66%
- 1Y
- 18.57%
- 3Y*
- 32.69%
- 5Y*
- 20.23%
- 10Y*
- 21.27%
- ALL TIME*
- 12.35%
RIO vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RIO Rio Tinto Group | 14.41% | 44.47% | -15.36% | 11.06% | 18.48% | -3.67% | 36.22% | 33.18% | -2.93% | 44.87% |
JPM JPMorgan Chase & Co. | 6.66% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between RIO and JPM is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 1990 | 0.31 |
The correlation between RIO and JPM shifts across timeframes, from 0.23 (3 years) to 0.37 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
RIO:
$144.65B
JPM:
$908.01B
RIO:
$13.11
JPM:
$23.29
RIO:
6.79
JPM:
14.55
RIO:
1.31
JPM:
3.18
RIO:
2.35
JPM:
2.68
RIO:
$111.41B
JPM:
$297.63B
RIO:
$31.10B
JPM:
$186.33B
RIO:
$40.42B
JPM:
$90.84B
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Return for Risk
RIO vs. JPM — Risk / Return Rank
RIO
JPM
RIO vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rio Tinto Group (RIO) and JPMorgan Chase & Co. (JPM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RIO | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.16 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 1.21 | +1.45 |
| Martin ratioReturn relative to average drawdown | 8.59 | 2.85 | +5.74 |
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Drawdowns
RIO vs. JPM - Drawdown Comparison
The maximum RIO drawdown since its inception was -88.97%, which is greater than JPM's maximum drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for RIO and JPM.
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Drawdown Indicators
| RIO | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.97% | -76.16% | -12.81% |
Max Drawdown (1Y)Largest decline over 1 year | -20.74% | -15.47% | -5.27% |
Max Drawdown (3Y)Largest decline over 3 years | -24.19% | -24.42% | +0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -35.25% | -38.77% | +3.52% |
Max Drawdown (10Y)Largest decline over 10 years | -37.47% | -43.63% | +6.16% |
Current DrawdownCurrent decline from peak | -20.50% | -2.32% | -18.18% |
Average DrawdownAverage peak-to-trough decline | -23.74% | -17.58% | -6.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.41% | 6.53% | -0.12% |
Volatility
RIO vs. JPM - Volatility Comparison
Rio Tinto Group (RIO) has a higher volatility of 8.38% compared to JPMorgan Chase & Co. (JPM) at 6.42%. This indicates that RIO's price experiences larger fluctuations and is considered to be riskier than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RIO | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.38% | 6.42% | +1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 24.96% | 16.66% | +8.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.72% | 22.17% | +7.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.33% | 24.41% | +4.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.42% | 27.31% | +3.11% |
Dividends
RIO vs. JPM - Dividend Comparison
RIO's dividend yield for the trailing twelve months is around 4.51%, more than JPM's 1.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.77% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
RIO Rio Tinto Group | 4.51% | 4.66% | 7.40% | 5.40% | 10.48% | 10.23% | 5.13% | 7.68% | 6.32% | 4.47% | 3.93% | 7.58% |
Financials
RIO vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Rio Tinto Group and JPMorgan Chase & Co.. 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
RIO vs. JPM - Profitability Comparison
RIO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Rio Tinto Group reported a gross profit of 8.15B and revenue of 30.65B. Therefore, the gross margin over that period was 26.6%.
JPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, JPMorgan Chase & Co. reported a gross profit of 54.83B and revenue of 82.46B. Therefore, the gross margin over that period was 66.5%.
RIO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Rio Tinto Group reported an operating income of 8.15B and revenue of 30.65B, resulting in an operating margin of 26.6%.
JPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, JPMorgan Chase & Co. reported an operating income of 27.52B and revenue of 82.46B, resulting in an operating margin of 33.4%.
RIO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Rio Tinto Group reported a net income of 5.42B and revenue of 30.65B, resulting in a net margin of 17.7%.
JPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, JPMorgan Chase & Co. reported a net income of 21.16B and revenue of 82.46B, resulting in a net margin of 25.7%.
Frequently Asked Questions
RIO and JPM have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RIO has higher volatility (8.38%) compared to JPM (6.42%). In terms of maximum drawdown, RIO dropped -88.97% vs JPM's -76.16%.
RIO currently has the higher Sharpe Ratio (1.86 vs 0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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