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

Correlation

The correlation between TX 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.


-0.50.00.51.00.6

Performance

TX vs. RIO - Performance Comparison

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

200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
163.06%
267.62%
TX
RIO

Key characteristics

Sharpe Ratio

TX:

-1.01

RIO:

-0.58

Sortino Ratio

TX:

-1.45

RIO:

-0.69

Omega Ratio

TX:

0.84

RIO:

0.92

Calmar Ratio

TX:

-0.78

RIO:

-0.74

Martin Ratio

TX:

-1.69

RIO:

-1.32

Ulcer Index

TX:

15.69%

RIO:

10.04%

Daily Std Dev

TX:

26.26%

RIO:

23.07%

Max Drawdown

TX:

-89.66%

RIO:

-88.97%

Current Drawdown

TX:

-34.12%

RIO:

-18.02%

Fundamentals

Market Cap

TX:

$5.95B

RIO:

$99.27B

EPS

TX:

$0.40

RIO:

$6.58

PE Ratio

TX:

75.78

RIO:

9.34

PEG Ratio

TX:

4.03

RIO:

0.00

Total Revenue (TTM)

TX:

$18.59B

RIO:

$53.96B

Gross Profit (TTM)

TX:

$3.28B

RIO:

$15.61B

EBITDA (TTM)

TX:

$1.74B

RIO:

$21.49B

Returns By Period

In the year-to-date period, TX achieves a -26.14% return, which is significantly lower than RIO's -15.60% return. Over the past 10 years, TX has outperformed RIO with an annualized return of 11.58%, while RIO has yielded a comparatively lower 10.76% annualized return.


TX

YTD

-26.14%

1M

-13.21%

6M

-18.99%

1Y

-26.55%

5Y*

13.95%

10Y*

11.58%

RIO

YTD

-15.60%

1M

-6.01%

6M

-9.12%

1Y

-15.08%

5Y*

8.78%

10Y*

10.76%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

TX vs. RIO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ternium S.A. (TX) 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 TX, currently valued at -1.01, compared to the broader market-4.00-2.000.002.00-1.01-0.58
The chart of Sortino ratio for TX, currently valued at -1.45, compared to the broader market-4.00-2.000.002.004.00-1.45-0.69
The chart of Omega ratio for TX, currently valued at 0.84, compared to the broader market0.501.001.502.000.840.92
The chart of Calmar ratio for TX, currently valued at -0.78, compared to the broader market0.002.004.006.00-0.78-0.74
The chart of Martin ratio for TX, currently valued at -1.69, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.69-1.32
TX
RIO

The current TX Sharpe Ratio is -1.01, which is lower than the RIO Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of TX 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 Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-1.01
-0.58
TX
RIO

Dividends

TX vs. RIO - Dividend Comparison

TX's dividend yield for the trailing twelve months is around 10.70%, more than RIO's 7.42% yield.


TTM20232022202120202019201820172016201520142013
TX
Ternium S.A.
10.70%6.83%8.84%6.66%4.13%5.45%4.06%3.17%3.73%7.24%4.25%2.08%
RIO
Rio Tinto Group
7.42%5.40%10.48%14.39%5.13%10.70%6.32%4.45%3.96%7.79%4.46%3.15%

Drawdowns

TX vs. RIO - Drawdown Comparison

The maximum TX drawdown since its inception was -89.66%, roughly equal to the maximum RIO drawdown of -88.97%. Use the drawdown chart below to compare losses from any high point for TX and RIO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-34.12%
-18.02%
TX
RIO

Volatility

TX vs. RIO - Volatility Comparison

Ternium S.A. (TX) has a higher volatility of 8.58% compared to Rio Tinto Group (RIO) at 7.46%. This indicates that TX'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%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.58%
7.46%
TX
RIO

Financials

TX vs. RIO - Financials Comparison

This section allows you to compare key financial metrics between Ternium S.A. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab