RIO vs. MOAT
Compare and contrast key facts about Rio Tinto Group (RIO) and VanEck Vectors Morningstar Wide Moat ETF (MOAT).
MOAT is a passively managed fund by VanEck that tracks the performance of the Morningstar Wide Moat Focus Index. It was launched on Apr 24, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RIO or MOAT.
Key characteristics
| RIO | MOAT | |
|---|---|---|
| YTD Return | -9.90% | 15.46% |
| 1Y Return | 2.48% | 32.71% |
| 3Y Return (Ann) | 8.42% | 9.17% |
| 5Y Return (Ann) | 12.89% | 14.34% |
| 10Y Return (Ann) | 10.73% | 13.44% |
| Sharpe Ratio | 0.18 | 2.82 |
| Sortino Ratio | 0.41 | 3.87 |
| Omega Ratio | 1.05 | 1.51 |
| Calmar Ratio | 0.25 | 3.10 |
| Martin Ratio | 0.45 | 15.06 |
| Ulcer Index | 9.03% | 2.25% |
| Daily Std Dev | 22.97% | 11.99% |
| Max Drawdown | -88.97% | -33.31% |
| Current Drawdown | -12.49% | 0.00% |
Correlation
The correlation between RIO and MOAT is 0.50, 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. MOAT - Performance Comparison
In the year-to-date period, RIO achieves a -9.90% return, which is significantly lower than MOAT's 15.46% return. Over the past 10 years, RIO has underperformed MOAT with an annualized return of 10.73%, while MOAT has yielded a comparatively higher 13.44% 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. MOAT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rio Tinto Group (RIO) and VanEck Vectors Morningstar Wide Moat ETF (MOAT). 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. MOAT - Dividend Comparison
RIO's dividend yield for the trailing twelve months is around 6.95%, more than MOAT's 0.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RIO Rio Tinto Group | 6.95% | 5.40% | 10.48% | 14.39% | 5.13% | 10.70% | 6.32% | 4.45% | 3.96% | 7.79% | 4.46% | 3.15% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.74% | 0.86% | 1.25% | 1.08% | 1.45% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
Drawdowns
RIO vs. MOAT - Drawdown Comparison
The maximum RIO drawdown since its inception was -88.97%, which is greater than MOAT's maximum drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for RIO and MOAT. For additional features, visit the drawdowns tool.
Volatility
RIO vs. MOAT - Volatility Comparison
Rio Tinto Group (RIO) has a higher volatility of 7.62% compared to VanEck Vectors Morningstar Wide Moat ETF (MOAT) at 2.70%. This indicates that RIO's price experiences larger fluctuations and is considered to be riskier than MOAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.