Rio Tinto Group

10-Year Study

RIO1.XETRA · Basic Materials · DE · Common Stock

Executive Summary: Rio Tinto Group has compounded at 21.2% annually over the last 10 years, with a maximum drawdown of 23.4% and an annualized volatility of 31.4%.

1Y CAGR
+73.0%
3Y CAGR
+21.4%
5Y CAGR
+10.8%
10Y CAGR
+21.2%

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 →
23.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.83
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.64
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +40.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -9.8%
% 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.
202612.37.6-4.86.3————————22.3%
20253.4-0.7-2.0-5.00.2-5.25.45.24.311.4-0.711.629.4%
2024-3.7-7.73.08.40.1-4.1-2.9-2.412.1-6.1-0.1-5.0-9.8%
20239.9-8.9-1.3-8.4-3.84.63.1-1.54.50.53.47.27.6%
20226.210.810.8-5.8-1.1-14.52.4-1.81.3-5.723.20.423.4%
20212.413.4-4.67.22.8-2.82.7-6.7-8.0-5.50.08.06.8%
2020-7.2-14.96.00.312.35.41.94.0-0.3-5.711.714.326.4%
201915.05.99.7-0.2-1.86.1-4.8-8.44.0-2.05.37.540.0%
20180.50.4-4.09.07.7-2.6-0.8-10.86.5-1.6-6.34.70.8%
201710.3-1.9-3.7-2.5-2.02.38.15.6-2.92.4-1.811.126.2%
2016———19.3-13.58.35.6-6.310.56.811.34.952.4%

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 31.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 23.7% of variance. Idiosyncratic stock-specific factors contribute 19.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111928.034063220419
2016-05-0110323.321656233848
2016-06-0111184.336825524444
2016-07-0111808.82919985889
2016-08-0111065.952367278964
2016-09-0112227.235809042504
2016-10-0113054.696409086808
2016-11-0114527.323592389923
2016-12-0115238.040544420834
2017-01-0116800.748209465833
2017-02-0116487.681617182567
2017-03-0115883.617330237674
2017-04-0115481.618823374984
2017-05-0115172.244054113922
2017-06-0115523.787646339764
2017-07-0116782.289094354794
2017-08-0117722.555397855464
2017-09-0117213.74014488354
2017-10-0117629.84961974223
2017-11-0117310.79407011182
2017-12-0119229.63959603252
2018-01-0119330.95962786424
2018-02-0119404.30384523878
2018-03-0118630.98998285353
2018-04-0120303.057649867504
2018-05-0121868.062449237434
2018-06-0121301.818838142273
2018-07-0121141.265556932012
2018-08-0118852.007121116407
2018-09-0120082.286633139447
2018-10-0119759.867422533247
2018-11-0118522.69650753542
2018-12-0119384.86024398848
2019-01-0122295.903717255584
2019-02-0123622.170627856038
2019-03-0125906.424592463758
2019-04-0125867.12718740514
2019-05-0125400.07055483998
2019-06-0126948.585211377384
2019-07-0125665.55365039256
2019-08-0123510.26737002732
2019-09-0124455.784266270686
2019-10-0123977.898286173717
2019-11-0125247.147041208947
2019-12-0127138.26287420728
2020-01-0125193.24642508471
2020-02-0121428.981631129453
2020-03-0122713.982164392775
2020-04-0122783.96272079153
2020-05-0125591.881270971608
2020-06-0126966.30596188398
2020-07-0127482.75098243513
2020-08-0128579.96078463545
2020-09-0128491.68519414887
2020-10-0126877.866290374186
2020-11-0130014.521170554024
2020-12-0134301.466063942375
2021-01-0135140.16621407651
2021-02-0139846.42016227613
2021-03-0138011.09187716895
2021-04-0140734.42665988465
2021-05-0141888.408496115386
2021-06-0140734.42665988465
2021-07-0141830.73401645733
2021-08-0139042.58722957396
2021-09-0135901.91236432551
2021-10-0133931.299275582285
2021-11-0133931.299275582285
2021-12-0136640.93329286001
2022-01-0138919.44442165542
2022-02-0143106.956214978956
2022-03-0147762.18096496049
2022-04-0144991.83696909534
2022-05-0144514.85343462601
2022-06-0138059.413738504074
2022-07-0138980.728683824076
2022-08-0138285.27126695162
2022-09-0138776.52985044014
2022-10-0136579.48494966815
2022-11-0145067.560361306416
2022-12-0145231.31322246925
2023-01-0149707.361495106285
2023-02-0145285.952203197936
2023-03-0144684.43117211279
2023-04-0140937.88712866414
2023-05-0139402.58099449508
2023-06-0141219.53220500283
2023-07-0142487.22219031758
2023-08-0141829.74953031807
2023-09-0143711.7588665283
2023-10-0143921.61849521293
2023-11-0145419.9243586483
2023-12-0148684.398355908146
2024-01-0146874.830791444816
2024-02-0143255.69566251815
2024-03-0144565.9646733557
2024-04-0148309.227096340175
2024-05-0148339.41800461068
2024-06-0146373.56326554053
2024-07-0145040.40495196528
2024-08-0143937.698435487444
2024-09-0149255.7284787228
2024-10-0146244.51354078644
2024-11-0146190.28476261578
2024-12-0143898.97531401005
2025-01-0145377.50941414871
2025-02-0145060.176715262
2025-03-0144152.89069742639
2025-04-0141940.42218047272
2025-05-0142012.53579017319
2025-06-0139808.107243356775
2025-07-0141940.42218047272
2025-08-0144104.97903864928
2025-09-0146008.3189078767
2025-10-0151267.11570173351
2025-11-0150897.93339951268
2025-12-0156804.85023504606
2026-01-0163778.293721439644
2026-02-0168626.88795727331
2026-03-0165320.6553396067
2026-04-0169455.49712448007
Annual Return Matrix
YearAnnual Return
20170.2619496279705822
20180.008071947848049321
20190.3999720675119771
20200.2639521631483326
20210.06820312649484328
20220.2344476288567463
20230.07634280075961919
2024-0.09829479676248998
20250.2939903455313042
20260.2227036395147315
Total Factor Risk
0.3143160899678301
VTI.US Exposure
-0.09657102867565624
VEA.US Exposure
0.021558691461775713
VWO.US Exposure
0.17232210307939308
QQQ.US Exposure
-0.004081945690622766
VTV.US Exposure
0.053817080120455774
IJR.US Exposure
0.043495536543203574
QUAL.US Exposure
0.08240794025687924
SHV.US Exposure
0.23711407329234102
TLT.US Exposure
0.06284826528288538
LQD.US Exposure
-0.028090864013246244
HYG.US Exposure
0.07793591513623156
GLD.US Exposure
0.022079867044640017
USO.US Exposure
-0.00007543036485892179
VNQ.US Exposure
-0.0038111918714443848
BTC-USD.CC Exposure
-0.0037097437650822035
CPER.US Exposure
0.14876759986378696
VIX.INDX Exposure
0.027790579869403812
UUP.US Exposure
-0.0004768130706963188
TIP.US Exposure
-0.005200967188971509
Idiosyncratic Exposure
0.1918803326895826
Value Score
43.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
59
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
31.4%

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 →4.92%
Market Cap$132.3B
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
$1,792
Avg Yield on Cost
17.92%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,792.0917.92%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 →
+5.6%
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 →
+30.9%
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 →
1.3% 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 Group a high-risk investment?

Rio Tinto Group (RIO1.XETRA) has an annualized volatility of 31.4% and experienced a maximum drawdown of 23.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of RIO1.XETRA?

Over the past 10 years, RIO1.XETRA has generated a Compound Annual Growth Rate (CAGR) of 21.2%. 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.

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