PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SCCO vs. RIO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

SCCO vs. RIO - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%20,000.00%JuneJulyAugustSeptemberOctoberNovember
16,937.92%
1,950.11%
SCCO
RIO

Returns By Period

In the year-to-date period, SCCO achieves a 19.89% return, which is significantly higher than RIO's -10.26% return. Over the past 10 years, SCCO has outperformed RIO with an annualized return of 16.59%, while RIO has yielded a comparatively lower 10.92% annualized return.


SCCO

YTD

19.89%

1M

-11.29%

6M

-13.07%

1Y

37.17%

5Y (annualized)

27.18%

10Y (annualized)

16.59%

RIO

YTD

-10.26%

1M

-3.32%

6M

-10.70%

1Y

-4.34%

5Y (annualized)

12.09%

10Y (annualized)

10.92%

Fundamentals


SCCORIO
Market Cap$81.41B$100.76B
EPS$3.83$6.58
PE Ratio26.899.48
PEG Ratio1.200.00
Total Revenue (TTM)$10.94B$53.96B
Gross Profit (TTM)$5.25B$15.61B
EBITDA (TTM)$6.01B$21.49B

Key characteristics


SCCORIO
Sharpe Ratio0.97-0.19
Sortino Ratio1.59-0.11
Omega Ratio1.180.99
Calmar Ratio1.41-0.26
Martin Ratio3.01-0.46
Ulcer Index12.36%9.40%
Daily Std Dev38.32%22.79%
Max Drawdown-78.57%-88.97%
Current Drawdown-20.97%-12.84%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.6

The correlation between SCCO and RIO 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

SCCO vs. RIO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Southern Copper Corporation (SCCO) and Rio Tinto Group (RIO). 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 SCCO, currently valued at 0.97, compared to the broader market-4.00-2.000.002.004.000.97-0.19
The chart of Sortino ratio for SCCO, currently valued at 1.59, compared to the broader market-4.00-2.000.002.004.001.59-0.11
The chart of Omega ratio for SCCO, currently valued at 1.18, compared to the broader market0.501.001.502.001.180.99
The chart of Calmar ratio for SCCO, currently valued at 1.41, compared to the broader market0.002.004.006.001.41-0.26
The chart of Martin ratio for SCCO, currently valued at 3.01, compared to the broader market0.0010.0020.0030.003.01-0.46
SCCO
RIO

The current SCCO Sharpe Ratio is 0.97, which is higher than the RIO Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of SCCO and RIO, 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
0.97
-0.19
SCCO
RIO

Dividends

SCCO vs. RIO - Dividend Comparison

SCCO's dividend yield for the trailing twelve months is around 2.09%, less than RIO's 6.98% yield.


TTM20232022202120202019201820172016201520142013
SCCO
Southern Copper Corporation
2.09%4.67%5.82%5.20%2.31%4.83%4.57%1.25%0.57%1.30%1.64%2.38%
RIO
Rio Tinto Group
6.98%5.40%10.48%14.39%5.13%10.70%6.32%4.45%3.96%7.79%4.46%3.15%

Drawdowns

SCCO vs. RIO - Drawdown Comparison

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-20.97%
-12.84%
SCCO
RIO

Volatility

SCCO vs. RIO - Volatility Comparison

Southern Copper Corporation (SCCO) has a higher volatility of 9.97% compared to Rio Tinto Group (RIO) at 7.82%. This indicates that SCCO's price experiences larger fluctuations and is considered to be riskier than RIO 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
9.97%
7.82%
SCCO
RIO

Financials

SCCO vs. RIO - Financials Comparison

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