WPP vs. RIO
WPP (WPP plc) and RIO (Rio Tinto Group) are both stocks. WPP operates in Advertising Agencies (Communication Services), while RIO operates in Other Industrial Metals & Mining (Basic Materials). Over the past 10 years, WPP returned -12.62%/yr vs 21.75%/yr for RIO. At a 0.32 correlation, their price movements are largely independent.
Performance
WPP vs. RIO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WPP achieves a -20.08% return, which is significantly lower than RIO's 29.64% return. Over the past 10 years, WPP has underperformed RIO with an annualized return of -12.62%, while RIO has yielded a comparatively higher 21.75% annualized return.
WPP
- 1D
- -1.36%
- 1M
- -5.37%
- YTD
- -20.08%
- 6M
- -9.61%
- 1Y
- -51.45%
- 3Y*
- -27.77%
- 5Y*
- -20.45%
- 10Y*
- -12.62%
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%
WPP vs. RIO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WPP WPP plc | -20.08% | -53.53% | 13.55% | 1.49% | -31.96% | 43.52% | -17.24% | 36.53% | -36.30% | -14.98% |
RIO Rio Tinto Group | 29.64% | 44.47% | -15.36% | 11.06% | 18.48% | -3.67% | 36.22% | 33.18% | -2.93% | 44.87% |
Correlation
The correlation between WPP and RIO is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 1990 | 0.32 |
The correlation between WPP and RIO shifts across timeframes, from 0.14 (1 year) to 0.36 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
WPP:
$3.75B
RIO:
$165.37B
WPP:
$1.51
RIO:
$13.11
WPP:
11.58
RIO:
7.70
WPP:
0.13
RIO:
1.48
WPP:
1.48
RIO:
2.66
WPP:
$28.29B
RIO:
$111.41B
WPP:
$4.60B
RIO:
$31.10B
WPP:
$2.22B
RIO:
$40.42B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WPP vs. RIO — Risk / Return Rank
WPP
RIO
WPP vs. RIO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WPP plc (WPP) 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.
| WPP | RIO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.86 | ||
| Sortino ratioReturn per unit of downside risk | -4.82 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.43 | -0.64 |
| Calmar ratioReturn relative to maximum drawdown | -0.87 | 5.30 | -6.17 |
| Martin ratioReturn relative to average drawdown | -1.22 | 20.21 | -21.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| WPP | RIO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.07 | 2.79 | -3.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.59 | 0.38 | -0.97 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.36 | 0.71 | -1.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.33 | -0.32 |
Drawdowns
WPP vs. RIO - Drawdown Comparison
The maximum WPP drawdown since its inception was -95.30%, which is greater than RIO's maximum drawdown of -88.97%. Use the drawdown chart below to compare losses from any high point for WPP and RIO.
Loading charts...
Drawdown Indicators
| WPP | RIO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.30% | -88.97% | -6.33% |
Max Drawdown (1Y)Largest decline over 1 year | -59.39% | -15.19% | -44.20% |
Max Drawdown (3Y)Largest decline over 3 years | -71.59% | -24.19% | -47.40% |
Max Drawdown (5Y)Largest decline over 5 years | -77.69% | -35.25% | -42.44% |
Max Drawdown (10Y)Largest decline over 10 years | -79.99% | -37.47% | -42.52% |
Current DrawdownCurrent decline from peak | -76.22% | -9.92% | -66.30% |
Average DrawdownAverage peak-to-trough decline | -42.50% | -23.77% | -18.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.31% | 3.97% | +38.34% |
Volatility
WPP vs. RIO - Volatility Comparison
WPP plc (WPP) has a higher volatility of 13.71% compared to Rio Tinto Group (RIO) at 11.37%. This indicates that WPP'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.
Loading charts...
Volatility by Period
| WPP | RIO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.71% | 11.37% | +2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 32.91% | 23.90% | +9.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.22% | 28.93% | +19.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.80% | 29.23% | +5.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.12% | 30.63% | +4.49% |
Dividends
WPP vs. RIO - Dividend Comparison
WPP's dividend yield for the trailing twelve months is around 5.79%, more than RIO's 3.98% 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% |
WPP WPP plc | 5.79% | 9.09% | 4.85% | 5.09% | 4.38% | 2.45% | 5.66% | 5.47% | 7.35% | 4.32% | 3.01% | 2.81% |
Financials
WPP vs. RIO - Financials Comparison
This section allows you to compare key financial metrics between WPP 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.
Total Revenue: Total amount of money received from sales and other business activities
WPP vs. RIO - Profitability Comparison
WPP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, WPP plc reported a gross profit of 1.31B and revenue of 6.89B. Therefore, the gross margin over that period was 19.0%.
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%.
WPP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, WPP plc reported an operating income of 161.00M and revenue of 6.89B, resulting in an operating margin of 2.3%.
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%.
WPP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, WPP plc reported a net income of -259.00M and revenue of 6.89B, resulting in a net margin of -3.8%.
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
WPP and RIO have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WPP has higher volatility (13.71%) compared to RIO (11.37%). In terms of maximum drawdown, WPP dropped -95.30% vs RIO's -88.97%.
RIO currently has the higher Sharpe Ratio (2.79 vs -1.07), 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.
Find the right allocation for WPP and RIO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer