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

Performance

RIO vs. SQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rio Tinto Group (RIO) and Sociedad Química y Minera de Chile S.A. (SQM). The values are adjusted to include any dividend payments, if applicable.

3,000.00%3,500.00%4,000.00%4,500.00%5,000.00%JuneJulyAugustSeptemberOctoberNovember
2,764.39%
3,942.82%
RIO
SQM

Returns By Period

In the year-to-date period, RIO achieves a -12.23% return, which is significantly higher than SQM's -36.37% return. Over the past 10 years, RIO has outperformed SQM with an annualized return of 10.62%, while SQM has yielded a comparatively lower 9.03% annualized return.


RIO

YTD

-12.23%

1M

-7.54%

6M

-14.75%

1Y

-3.40%

5Y (annualized)

11.52%

10Y (annualized)

10.62%

SQM

YTD

-36.37%

1M

-2.63%

6M

-20.29%

1Y

-18.30%

5Y (annualized)

14.82%

10Y (annualized)

9.03%

Fundamentals


RIOSQM
Market Cap$101.73B$10.33B
EPS$6.59$0.09
PE Ratio9.29411.44
PEG Ratio0.000.67
Total Revenue (TTM)$53.96B$3.69B
Gross Profit (TTM)$15.61B$1.15B
EBITDA (TTM)$20.64B$1.23B

Key characteristics


RIOSQM
Sharpe Ratio-0.16-0.52
Sortino Ratio-0.07-0.53
Omega Ratio0.990.94
Calmar Ratio-0.22-0.38
Martin Ratio-0.40-0.85
Ulcer Index9.22%29.25%
Daily Std Dev22.82%47.65%
Max Drawdown-88.97%-77.80%
Current Drawdown-14.75%-61.50%

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Correlation

-0.50.00.51.00.4

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.

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.


Sharpe ratio
The chart of Sharpe ratio for RIO, currently valued at -0.16, compared to the broader market-4.00-2.000.002.00-0.16-0.52
The chart of Sortino ratio for RIO, currently valued at -0.07, compared to the broader market-4.00-2.000.002.004.00-0.07-0.53
The chart of Omega ratio for RIO, currently valued at 0.99, compared to the broader market0.501.001.502.000.990.94
The chart of Calmar ratio for RIO, currently valued at -0.22, compared to the broader market0.002.004.006.00-0.22-0.38
The chart of Martin ratio for RIO, currently valued at -0.40, compared to the broader market0.0010.0020.0030.00-0.40-0.85
RIO
SQM

The current RIO Sharpe Ratio is -0.16, which is higher than the SQM Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of RIO and SQM, 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
-0.16
-0.52
RIO
SQM

Dividends

RIO vs. SQM - Dividend Comparison

RIO's dividend yield for the trailing twelve months is around 7.13%, more than SQM's 1.88% yield.


TTM20232022202120202019201820172016201520142013
RIO
Rio Tinto Group
7.13%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.
1.88%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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-14.75%
-61.50%
RIO
SQM

Volatility

RIO vs. SQM - Volatility Comparison

The current volatility for Rio Tinto Group (RIO) is 7.70%, while Sociedad Química y Minera de Chile S.A. (SQM) has a volatility of 12.36%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
7.70%
12.36%
RIO
SQM

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items