RIO vs. VALE
Compare and contrast key facts about Rio Tinto Group (RIO) and Vale S.A. (VALE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RIO or VALE.
Key characteristics
| RIO | VALE | |
|---|---|---|
| YTD Return | -9.90% | -30.17% |
| 1Y Return | 2.48% | -21.78% |
| 3Y Return (Ann) | 8.42% | 1.64% |
| 5Y Return (Ann) | 12.89% | 8.19% |
| 10Y Return (Ann) | 10.73% | 8.00% |
| Sharpe Ratio | 0.18 | -0.72 |
| Sortino Ratio | 0.41 | -0.96 |
| Omega Ratio | 1.05 | 0.89 |
| Calmar Ratio | 0.25 | -0.45 |
| Martin Ratio | 0.45 | -0.92 |
| Ulcer Index | 9.03% | 21.66% |
| Daily Std Dev | 22.97% | 27.66% |
| Max Drawdown | -88.97% | -93.21% |
| Current Drawdown | -12.49% | -42.66% |
Fundamentals
| RIO | VALE | |
|---|---|---|
| Market Cap | $104.27B | $45.45B |
| EPS | $6.59 | $2.16 |
| PE Ratio | 9.50 | 4.73 |
| PEG Ratio | 0.00 | 10.64 |
| Total Revenue (TTM) | $53.96B | $40.95B |
| Gross Profit (TTM) | $15.61B | $15.89B |
| EBITDA (TTM) | $20.64B | $17.64B |
Correlation
The correlation between RIO and VALE is 0.70, 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. VALE - Performance Comparison
In the year-to-date period, RIO achieves a -9.90% return, which is significantly higher than VALE's -30.17% return. Over the past 10 years, RIO has outperformed VALE with an annualized return of 10.73%, while VALE has yielded a comparatively lower 8.00% 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. VALE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rio Tinto Group (RIO) and Vale S.A. (VALE). 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. VALE - Dividend Comparison
RIO's dividend yield for the trailing twelve months is around 6.95%, less than VALE's 13.61% 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% |
VALE Vale S.A. | 13.61% | 7.75% | 8.61% | 19.70% | 2.73% | 2.63% | 4.16% | 3.39% | 0.64% | 8.84% | 6.69% | 5.73% |
Drawdowns
RIO vs. VALE - Drawdown Comparison
The maximum RIO drawdown since its inception was -88.97%, roughly equal to the maximum VALE drawdown of -93.21%. Use the drawdown chart below to compare losses from any high point for RIO and VALE. For additional features, visit the drawdowns tool.
Volatility
RIO vs. VALE - Volatility Comparison
The current volatility for Rio Tinto Group (RIO) is 7.62%, while Vale S.A. (VALE) has a volatility of 10.21%. This indicates that RIO experiences smaller price fluctuations and is considered to be less risky than VALE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
RIO vs. VALE - Financials Comparison
This section allows you to compare key financial metrics between Rio Tinto Group and Vale 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