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

Performance

RIO vs. SCCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rio Tinto Group (RIO) and Southern Copper Corporation (SCCO). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-10.11%
-9.49%
RIO
SCCO

Returns By Period

In the year-to-date period, RIO achieves a -10.21% return, which is significantly lower than SCCO's 23.81% return. Over the past 10 years, RIO has underperformed SCCO with an annualized return of 10.82%, while SCCO has yielded a comparatively higher 16.77% annualized return.


RIO

YTD

-10.21%

1M

-3.94%

6M

-11.10%

1Y

-4.81%

5Y (annualized)

12.12%

10Y (annualized)

10.82%

SCCO

YTD

23.81%

1M

-7.22%

6M

-9.57%

1Y

40.09%

5Y (annualized)

28.05%

10Y (annualized)

16.77%

Fundamentals


RIOSCCO
Market Cap$100.76B$81.41B
EPS$6.58$3.83
PE Ratio9.4826.89
PEG Ratio0.001.20
Total Revenue (TTM)$53.96B$10.94B
Gross Profit (TTM)$15.61B$5.25B
EBITDA (TTM)$21.49B$6.01B

Key characteristics


RIOSCCO
Sharpe Ratio-0.151.11
Sortino Ratio-0.051.75
Omega Ratio0.991.20
Calmar Ratio-0.211.61
Martin Ratio-0.373.47
Ulcer Index9.33%12.24%
Daily Std Dev22.84%38.27%
Max Drawdown-88.97%-78.57%
Current Drawdown-12.78%-18.39%

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Correlation

-0.50.00.51.00.6

The correlation between RIO and SCCO is 0.56, 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.

Risk-Adjusted Performance

RIO vs. SCCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rio Tinto Group (RIO) and Southern Copper Corporation (SCCO). 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-4.00-2.000.002.004.00-0.151.11
The chart of Sortino ratio for RIO, currently valued at -0.05, compared to the broader market-4.00-2.000.002.004.00-0.051.75
The chart of Omega ratio for RIO, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.20
The chart of Calmar ratio for RIO, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.211.61
The chart of Martin ratio for RIO, currently valued at -0.37, compared to the broader market-10.000.0010.0020.0030.00-0.373.47
RIO
SCCO

The current RIO Sharpe Ratio is -0.15, which is lower than the SCCO Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of RIO and SCCO, 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
-0.15
1.11
RIO
SCCO

Dividends

RIO vs. SCCO - Dividend Comparison

RIO's dividend yield for the trailing twelve months is around 6.97%, more than SCCO's 2.02% 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%
SCCO
Southern Copper Corporation
2.02%4.67%5.81%5.21%2.32%4.83%4.56%1.25%0.56%1.30%1.64%2.37%

Drawdowns

RIO vs. SCCO - Drawdown Comparison

The maximum RIO drawdown since its inception was -88.97%, which is greater than SCCO's maximum drawdown of -78.57%. Use the drawdown chart below to compare losses from any high point for RIO and SCCO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.78%
-18.39%
RIO
SCCO

Volatility

RIO vs. SCCO - Volatility Comparison

The current volatility for Rio Tinto Group (RIO) is 7.93%, while Southern Copper Corporation (SCCO) has a volatility of 9.87%. This indicates that RIO experiences smaller price fluctuations and is considered to be less risky than SCCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
7.93%
9.87%
RIO
SCCO

Financials

RIO vs. SCCO - Financials Comparison

This section allows you to compare key financial metrics between Rio Tinto Group and Southern Copper Corporation. 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