Rio Tinto PLC

10-Year Study

RIO.LSE · Basic Materials · GB · Common Stock

Executive Summary: Rio Tinto PLC has compounded at 23.0% annually over the last 10 years, with a maximum drawdown of 22.9% and an annualized volatility of 29.1%.

1Y CAGR
+79.9%
3Y CAGR
+22.4%
5Y CAGR
+12.1%
10Y CAGR
+23.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
22.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.87
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.75
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +35.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -13.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202612.48.9-5.36.1————————22.9%
20253.6-2.0-0.8-3.0-1.0-3.66.15.55.312.2-1.210.534.8%
2024-5.8-7.72.99.10.1-5.0-3.4-2.411.1-5.3-1.6-4.3-13.4%
20239.0-9.6-1.0-7.8-5.34.33.3-2.76.21.62.78.27.0%
20226.011.711.8-6.20.8-14.50.21.42.6-7.323.13.832.0%
20212.210.7-6.19.5-0.2-1.92.6-5.5-8.7-7.21.16.10.3%
2020-9.3-11.77.9-0.917.15.51.52.90.4-6.410.913.230.4%
201912.33.510.80.11.67.6-3.7-7.91.4-4.64.77.235.6%
2018-0.50.1-4.99.37.5-0.9-0.1-10.66.0-2.0-6.44.80.3%
201710.5-2.8-2.7-4.61.34.58.69.0-7.32.2-1.312.631.4%
2016———17.6-15.618.17.3-5.211.910.35.35.663.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 29.1%. The dominant macroeconomic risk driver is VWO.US, accounting for 19.5% of variance. Idiosyncratic stock-specific factors contribute 23.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111764.254084977032
2016-05-019933.520058506894
2016-06-0111731.015166361356
2016-07-0112587.572798250432
2016-08-0111928.012995078867
2016-09-0113345.793017870128
2016-10-0114719.510851730454
2016-11-0115499.678521411022
2016-12-0116373.155469907428
2017-01-0118096.78152113084
2017-02-0117581.12797057316
2017-03-0117114.5373869972
2017-04-0116327.999064866079
2017-05-0116543.963656874454
2017-06-0117287.84228053155
2017-07-0118770.26627643834
2017-08-0120450.435113984175
2017-09-0118957.523477511386
2017-10-0119369.643141406075
2017-11-0119113.091548748223
2017-12-0121517.580949108327
2018-01-0121408.409745214936
2018-02-0121430.243565141263
2018-03-0120382.769420994493
2018-04-0122273.721105987348
2018-05-0123933.242927234314
2018-06-0123713.102427781476
2018-07-0123687.701884187536
2018-08-0121172.414685600677
2018-09-0122451.207167620545
2018-10-0122008.548352936457
2018-11-0120593.7753201871
2018-12-0121583.24864556562
2019-01-0124230.52355820982
2019-02-0125089.803052673564
2019-03-0127796.404468989025
2019-04-0127821.3283972964
2019-05-0128266.843747307204
2019-06-0130410.301581741995
2019-07-0129273.146958168647
2019-08-0126968.52476837076
2019-09-0127355.228106708375
2019-10-0126087.87965222024
2019-11-0127306.483935381908
2019-12-0129265.999833132046
2020-01-0126542.825251267263
2020-02-0123449.195388173695
2020-03-0125310.621124410165
2020-04-0125079.194417056893
2020-05-0129357.190120364823
2020-06-0130963.56565470264
2020-07-0131412.805548012362
2020-08-0132329.730241008467
2020-09-0132472.720087629874
2020-10-0130390.64462059687
2020-11-0133717.781253784386
2020-12-0138153.9648342089
2021-01-0138984.00455951437
2021-02-0143155.13322554603
2021-03-0140523.40565084764
2021-04-0144364.00214171761
2021-05-0144276.38383880682
2021-06-0143436.70975107531
2021-07-0144546.540535814485
2021-08-0142084.19971927044
2021-09-0138420.79469338855
2021-10-0135660.53460242762
2021-11-0136063.23559072572
2021-12-0138252.676805069925
2022-01-0140543.77174820278
2022-02-0145282.34931565725
2022-03-0150621.937707328965
2022-04-0147500.20963707692
2022-05-0147866.492167253884
2022-06-0140927.932086214554
2022-07-0140994.52881423483
2022-08-0141557.68291742425
2022-09-0142646.492127272904
2022-10-0139519.431857744334
2022-11-0148648.010772978465
2022-12-0150503.34256718461
2023-01-0155041.500776314766
2023-02-0149754.24116586201
2023-03-0149247.53809266137
2023-04-0145390.8040184245
2023-05-0142990.45790945172
2023-06-0144819.93463952576
2023-07-0146298.799276681064
2023-08-0145055.89392669025
2023-09-0147843.85767573137
2023-10-0148592.862281013426
2023-11-0149924.42754348167
2023-12-0154020.83808326585
2024-01-0150886.11304030998
2024-02-0146965.39467901644
2024-03-0148332.723974201326
2024-04-0152716.09900172771
2024-05-0152754.63329503928
2024-06-0150105.34144750693
2024-07-0148419.4279753814
2024-08-0147260.2606696329
2024-09-0152501.49271067948
2024-10-0149697.58286609079
2024-11-0148909.91139900685
2024-12-0146794.59385696554
2025-01-0148459.10593495454
2025-02-0147498.04856025886
2025-03-0147133.64513582536
2025-04-0145700.05789876208
2025-05-0145237.611658704314
2025-06-0143624.18474323956
2025-07-0146280.68684366103
2025-08-0148839.91523612815
2025-09-0151422.89653523834
2025-10-0157719.899824515094
2025-11-0157046.53606425827
2025-12-0163064.72467155368
2026-01-0170892.57838453932
2026-02-0177173.79971068505
2026-03-0173059.967987866
2026-04-0177531.5242083215
Annual Return Matrix
YearAnnual Return
20170.3141987803545838
20180.003051815936587321
20190.3559589806766592
20200.30369592878268215
20210.0025872008660163814
20220.3202564313222389
20230.06964876654256935
2024-0.13376771784180808
20250.34769253184075377
20260.22939606272939606
Total Factor Risk
0.2907842997315009
VTI.US Exposure
-0.08560804188445394
VEA.US Exposure
0.038427755618249904
VWO.US Exposure
0.19473311302763774
QQQ.US Exposure
-0.018386420206482068
VTV.US Exposure
0.023819382259391685
IJR.US Exposure
0.049681954468634895
QUAL.US Exposure
0.10756163634105105
SHV.US Exposure
0.11816059871276523
TLT.US Exposure
0.0987922155780613
LQD.US Exposure
-0.024194461165214187
HYG.US Exposure
0.04410160914384834
GLD.US Exposure
0.03374707899995472
USO.US Exposure
-0.0004012123779107374
VNQ.US Exposure
-0.001264759213639191
BTC-USD.CC Exposure
-0.0032382718074593386
CPER.US Exposure
0.15588271298962308
VIX.INDX Exposure
0.03220479809858283
UUP.US Exposure
-0.007852208906358068
TIP.US Exposure
0.007084511025533501
Idiosyncratic Exposure
0.23674800929818307
Value Score
43.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
67.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
29.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →15.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.65%
Market Cap$115.5B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$20
Avg Yield on Cost
0.20%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$19.90.20%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+30.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.64
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Rio Tinto PLC a high-risk investment?

Rio Tinto PLC (RIO.LSE) has an annualized volatility of 29.1% and experienced a maximum drawdown of 22.9% over the last 10 years. Its primary macro risk driver is VWO.US.

What is the 10-year return of RIO.LSE?

Over the past 10 years, RIO.LSE has generated a Compound Annual Growth Rate (CAGR) of 23.0%. It has had a positive return in 90% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on Rio Tinto PLC

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest