RIO vs. STZ
RIO (Rio Tinto Group) and STZ (Constellation Brands, Inc.) are both stocks. RIO operates in Other Industrial Metals & Mining (Basic Materials), while STZ operates in Beverages - Wineries & Distilleries (Consumer Defensive). Over the past 10 years, RIO returned 21.75%/yr vs 0.71%/yr for STZ. At a 0.20 correlation, their price movements are largely independent.
Performance
RIO vs. STZ - Performance Comparison
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Returns By Period
In the year-to-date period, RIO achieves a 29.64% return, which is significantly higher than STZ's 3.44% return. Over the past 10 years, RIO has outperformed STZ with an annualized return of 21.75%, while STZ has yielded a comparatively lower 0.71% annualized return.
RIO
- 1D
- 0.24%
- 1M
- -4.22%
- YTD
- 29.64%
- 6M
- 42.09%
- 1Y
- 80.02%
- 3Y*
- 23.43%
- 5Y*
- 10.94%
- 10Y*
- 21.75%
STZ
- 1D
- -0.04%
- 1M
- -4.97%
- YTD
- 3.44%
- 6M
- 0.51%
- 1Y
- -15.85%
- 3Y*
- -14.74%
- 5Y*
- -8.24%
- 10Y*
- 0.71%
RIO vs. STZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RIO Rio Tinto Group | 29.64% | 44.47% | -15.36% | 11.06% | 18.48% | -3.67% | 36.22% | 33.18% | -2.93% | 44.87% |
STZ Constellation Brands, Inc. | 3.44% | -35.99% | -7.11% | 5.83% | -6.43% | 16.12% | 17.41% | 19.85% | -28.73% | 50.69% |
Correlation
The correlation between RIO and STZ is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 1992 | 0.20 |
Fundamentals
RIO:
$165.37B
STZ:
$24.46B
RIO:
$13.11
STZ:
$11.23
RIO:
7.70
STZ:
12.54
RIO:
1.48
STZ:
2.69
RIO:
2.66
STZ:
2.92
RIO:
$111.41B
STZ:
$9.14B
RIO:
$31.10B
STZ:
$4.71B
RIO:
$40.42B
STZ:
$3.05B
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Return for Risk
RIO vs. STZ — Risk / Return Rank
RIO
STZ
RIO vs. STZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rio Tinto Group (RIO) and Constellation Brands, Inc. (STZ). 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.
| RIO | STZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.32 | ||
| Sortino ratioReturn per unit of downside risk | +3.94 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 0.93 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 5.30 | -0.60 | +5.90 |
| Martin ratioReturn relative to average drawdown | 20.21 | -1.07 | +21.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RIO | STZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.79 | -0.53 | +3.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | -0.34 | +0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.03 | +0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.45 | -0.12 |
Drawdowns
RIO vs. STZ - Drawdown Comparison
The maximum RIO drawdown since its inception was -88.97%, which is greater than STZ's maximum drawdown of -67.39%. Use the drawdown chart below to compare losses from any high point for RIO and STZ.
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Drawdown Indicators
| RIO | STZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.97% | -67.39% | -21.58% |
Max Drawdown (1Y)Largest decline over 1 year | -15.19% | -26.51% | +11.32% |
Max Drawdown (3Y)Largest decline over 3 years | -24.19% | -51.28% | +27.09% |
Max Drawdown (5Y)Largest decline over 5 years | -35.25% | -51.28% | +16.03% |
Max Drawdown (10Y)Largest decline over 10 years | -37.47% | -53.53% | +16.06% |
Current DrawdownCurrent decline from peak | -9.92% | -45.54% | +35.62% |
Average DrawdownAverage peak-to-trough decline | -23.77% | -16.58% | -7.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 14.89% | -10.92% |
Volatility
RIO vs. STZ - Volatility Comparison
Rio Tinto Group (RIO) has a higher volatility of 11.37% compared to Constellation Brands, Inc. (STZ) at 8.70%. This indicates that RIO's price experiences larger fluctuations and is considered to be riskier than STZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RIO | STZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.37% | 8.70% | +2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 23.90% | 23.49% | +0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.93% | 29.97% | -1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.23% | 24.50% | +4.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.63% | 26.94% | +3.69% |
Dividends
RIO vs. STZ - Dividend Comparison
RIO's dividend yield for the trailing twelve months is around 3.98%, more than STZ's 2.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RIO Rio Tinto Group | 3.98% | 4.66% | 7.40% | 5.40% | 10.48% | 10.23% | 5.13% | 7.68% | 6.32% | 4.47% | 3.93% | 7.58% |
STZ Constellation Brands, Inc. | 2.90% | 2.95% | 1.77% | 1.44% | 1.36% | 1.21% | 1.37% | 1.58% | 1.70% | 0.86% | 0.98% | 0.65% |
Financials
RIO vs. STZ - Financials Comparison
This section allows you to compare key financial metrics between Rio Tinto Group and Constellation Brands, Inc.. 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. STZ - Profitability Comparison
RIO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.
STZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Constellation Brands, Inc. reported a gross profit of 941.60M and revenue of 1.92B. Therefore, the gross margin over that period was 49.0%.
RIO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rio Tinto Group reported an operating income of 8.15B and revenue of 30.65B, resulting in an operating margin of 26.6%.
STZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Constellation Brands, Inc. reported an operating income of 357.10M and revenue of 1.92B, resulting in an operating margin of 18.6%.
RIO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rio Tinto Group reported a net income of 5.42B and revenue of 30.65B, resulting in a net margin of 17.7%.
STZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Constellation Brands, Inc. reported a net income of 477.70M and revenue of 1.92B, resulting in a net margin of 24.9%.
Frequently Asked Questions
RIO and STZ have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RIO has higher volatility (11.37%) compared to STZ (8.70%). In terms of maximum drawdown, RIO dropped -88.97% vs STZ's -67.39%.
RIO currently has the higher Sharpe Ratio (2.79 vs -0.53), 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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