RIO vs. SQM
Compare and contrast key facts about Rio Tinto Group (RIO) and Sociedad Química y Minera de Chile S.A. (SQM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RIO or SQM.
Key characteristics
| RIO | SQM | |
|---|---|---|
| YTD Return | -7.27% | -38.82% |
| 1Y Return | 7.12% | -21.30% |
| 3Y Return (Ann) | 10.01% | -12.25% |
| 5Y Return (Ann) | 12.70% | 12.08% |
| 10Y Return (Ann) | 11.13% | 9.24% |
| Sharpe Ratio | 0.30 | -0.47 |
| Sortino Ratio | 0.59 | -0.44 |
| Omega Ratio | 1.07 | 0.95 |
| Calmar Ratio | 0.42 | -0.35 |
| Martin Ratio | 0.77 | -0.79 |
| Ulcer Index | 8.99% | 28.75% |
| Daily Std Dev | 22.80% | 47.99% |
| Max Drawdown | -88.97% | -77.80% |
| Current Drawdown | -9.93% | -62.98% |
Fundamentals
| RIO | SQM | |
|---|---|---|
| Market Cap | $106.81B | $10.35B |
| EPS | $6.59 | $0.09 |
| PE Ratio | 10.24 | 407.44 |
| PEG Ratio | 0.00 | 0.66 |
| Total Revenue (TTM) | $53.96B | $3.69B |
| Gross Profit (TTM) | $15.61B | $1.15B |
| EBITDA (TTM) | $20.64B | $1.23B |
Correlation
The correlation between RIO and SQM is 0.37, 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.
Performance
RIO vs. SQM - Performance Comparison
In the year-to-date period, RIO achieves a -7.27% return, which is significantly higher than SQM's -38.82% return. Over the past 10 years, RIO has outperformed SQM with an annualized return of 11.13%, while SQM has yielded a comparatively lower 9.24% 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. SQM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rio Tinto Group (RIO) and Sociedad Química y Minera de Chile S.A. (SQM). 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. SQM - Dividend Comparison
RIO's dividend yield for the trailing twelve months is around 6.75%, more than SQM's 1.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RIO Rio Tinto Group | 6.75% | 5.40% | 10.48% | 14.39% | 5.13% | 10.70% | 6.32% | 4.45% | 3.96% | 7.79% | 4.46% | 3.15% |
SQM Sociedad Química y Minera de Chile S.A. | 1.95% | 8.51% | 9.79% | 3.90% | 1.65% | 4.59% | 5.41% | 2.39% | 5.31% | 2.41% | 5.83% | 3.96% |
Drawdowns
RIO vs. SQM - Drawdown Comparison
The maximum RIO drawdown since its inception was -88.97%, which is greater than SQM's maximum drawdown of -77.80%. Use the drawdown chart below to compare losses from any high point for RIO and SQM. For additional features, visit the drawdowns tool.
Volatility
RIO vs. SQM - Volatility Comparison
The current volatility for Rio Tinto Group (RIO) is 7.19%, while Sociedad Química y Minera de Chile S.A. (SQM) has a volatility of 12.28%. This indicates that RIO experiences smaller price fluctuations and is considered to be less risky than SQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
RIO vs. SQM - Financials Comparison
This section allows you to compare key financial metrics between Rio Tinto Group and Sociedad Química y Minera de Chile S.A.. 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