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SPXSY vs. RIO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SPXSY vs. RIO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spirax-Sarco Engineering PLC (SPXSY) and Rio Tinto Group (RIO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPXSY achieves a 2.76% return, which is significantly lower than RIO's 38.54% return.


SPXSY

1D
0.32%
1M
-2.38%
YTD
2.76%
6M
4.75%
1Y
23.26%
3Y*
-10.81%
5Y*
-10.62%
10Y*

RIO

1D
-3.41%
1M
9.36%
YTD
38.54%
6M
49.27%
1Y
92.97%
3Y*
27.11%
5Y*
11.69%
10Y*
22.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXSY vs. RIO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPXSY
Spirax-Sarco Engineering PLC
2.76%9.14%-35.47%7.18%-42.06%98.57%2.19%41.14%79.09%
RIO
Rio Tinto Group
38.54%44.47%-15.36%11.06%18.48%-3.67%36.22%33.18%-6.08%

Correlation

The correlation between SPXSY and RIO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2018

0.15

The correlation between SPXSY and RIO shifts across timeframes, from 0.15 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SPXSY:

$6.84B

RIO:

$176.72B

EPS

SPXSY:

$2.40

RIO:

$13.11

PE Ratio

SPXSY:

19.35

RIO:

8.23

PS Ratio

SPXSY:

2.04

RIO:

1.59

PB Ratio

SPXSY:

5.61

RIO:

2.84

Total Revenue (TTM)

SPXSY:

$3.36B

RIO:

$111.41B

Gross Profit (TTM)

SPXSY:

$1.59B

RIO:

$31.10B

EBITDA (TTM)

SPXSY:

$767.18M

RIO:

$40.42B

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Return for Risk

SPXSY vs. RIO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPXSY
SPXSY Risk / Return Rank: 6363
Overall Rank
SPXSY Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SPXSY Sortino Ratio Rank: 6161
Sortino Ratio Rank
SPXSY Omega Ratio Rank: 5757
Omega Ratio Rank
SPXSY Calmar Ratio Rank: 6464
Calmar Ratio Rank
SPXSY Martin Ratio Rank: 6767
Martin Ratio Rank

RIO
RIO Risk / Return Rank: 9494
Overall Rank
RIO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
RIO Sortino Ratio Rank: 9393
Sortino Ratio Rank
RIO Omega Ratio Rank: 9292
Omega Ratio Rank
RIO Calmar Ratio Rank: 9393
Calmar Ratio Rank
RIO Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPXSY vs. RIO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spirax-Sarco Engineering PLC (SPXSY) 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.


SPXSYRIODifference

Sharpe ratio

Return per unit of total volatility

0.70

3.29

-2.59

Sortino ratio

Return per unit of downside risk

1.30

3.81

-2.51

Omega ratio

Gain probability vs. loss probability

1.15

1.50

-0.35

Calmar ratio

Return relative to maximum drawdown

1.14

6.16

-5.01

Martin ratio

Return relative to average drawdown

3.09

24.21

-21.13

SPXSY vs. RIO - Sharpe Ratio Comparison

The current SPXSY Sharpe Ratio is 0.70, which is lower than the RIO Sharpe Ratio of 3.29. The chart below compares the historical Sharpe Ratios of SPXSY and RIO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SPXSYRIODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

3.29

-2.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

0.40

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.34

-0.07

Drawdowns

SPXSY vs. RIO - Drawdown Comparison

The maximum SPXSY drawdown since its inception was -67.73%, smaller than the maximum RIO drawdown of -88.97%. Use the drawdown chart below to compare losses from any high point for SPXSY and RIO.


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Drawdown Indicators


SPXSYRIODifference

Max Drawdown

Largest peak-to-trough decline

-67.73%

-88.97%

+21.24%

Max Drawdown (1Y)

Largest decline over 1 year

-20.46%

-15.19%

-5.27%

Max Drawdown (3Y)

Largest decline over 3 years

-49.76%

-24.19%

-25.57%

Max Drawdown (5Y)

Largest decline over 5 years

-67.73%

-35.25%

-32.48%

Max Drawdown (10Y)

Largest decline over 10 years

-37.47%

Current Drawdown

Current decline from peak

-55.86%

-3.73%

-52.13%

Average Drawdown

Average peak-to-trough decline

-35.17%

-23.78%

-11.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.55%

3.85%

+3.70%

Volatility

SPXSY vs. RIO - Volatility Comparison

Spirax-Sarco Engineering PLC (SPXSY) and Rio Tinto Group (RIO) have volatilities of 10.95% and 11.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPXSYRIODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.95%

11.49%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

22.89%

23.38%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

33.44%

28.44%

+5.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.43%

29.16%

+9.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.04%

30.66%

+25.38%

Dividends

SPXSY vs. RIO - Dividend Comparison

SPXSY's dividend yield for the trailing twelve months is around 2.46%, less than RIO's 3.73% yield.


PositionTTM20252024202320222021202020192018201720162015
RIO
Rio Tinto Group
3.73%4.66%7.40%5.40%10.48%10.23%5.13%7.68%6.32%4.47%3.93%7.58%
SPXSY
Spirax-Sarco Engineering PLC
2.46%2.38%2.40%1.39%1.39%0.75%0.34%0.35%0.00%0.00%0.00%0.00%

Financials

SPXSY vs. RIO - Financials Comparison

This section allows you to compare key financial metrics between Spirax-Sarco Engineering PLC 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


0.005.00B10.00B15.00B20.00B25.00B30.00B35.00B20212022202320242025
875.27M
30.65B
(SPXSY) Total Revenue
(RIO) Total Revenue
Values in USD except per share items

SPXSY vs. RIO - Profitability Comparison

The chart below illustrates the profitability comparison between Spirax-Sarco Engineering PLC and Rio Tinto Group over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%20212022202320242025
18.6%
26.6%
Portfolio components
SPXSY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Spirax-Sarco Engineering PLC reported a gross profit of 162.89M and revenue of 875.27M. Therefore, the gross margin over that period was 18.6%.

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%.

SPXSY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Spirax-Sarco Engineering PLC reported an operating income of 162.89M and revenue of 875.27M, resulting in an operating margin of 18.6%.

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%.

SPXSY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Spirax-Sarco Engineering PLC reported a net income of 100.08M and revenue of 875.27M, resulting in a net margin of 11.4%.

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%.


Frequently Asked Questions


SPXSY and RIO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RIO has higher volatility (11.49%) compared to SPXSY (10.95%). In terms of maximum drawdown, SPXSY dropped -67.73% vs RIO's -88.97%.

RIO currently has the higher Sharpe Ratio (3.29 vs 0.70), 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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