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EME vs. IGC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EME and IGC is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

EME vs. IGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EMCOR Group, Inc. (EME) and India Globalization Capital, Inc. (IGC). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
1,604.29%
-94.37%
EME
IGC

Key characteristics

Sharpe Ratio

EME:

0.49

IGC:

-0.42

Sortino Ratio

EME:

0.86

IGC:

-0.27

Omega Ratio

EME:

1.13

IGC:

0.97

Calmar Ratio

EME:

0.57

IGC:

-0.30

Martin Ratio

EME:

1.49

IGC:

-0.81

Ulcer Index

EME:

13.90%

IGC:

37.62%

Daily Std Dev

EME:

42.54%

IGC:

72.22%

Max Drawdown

EME:

-70.56%

IGC:

-99.76%

Current Drawdown

EME:

-25.21%

IGC:

-99.48%

Fundamentals

Market Cap

EME:

$17.47B

IGC:

$25.01M

EPS

EME:

$22.16

IGC:

-$0.12

PEG Ratio

EME:

1.32

IGC:

0.00

PS Ratio

EME:

1.20

IGC:

20.23

PB Ratio

EME:

5.89

IGC:

3.74

Total Revenue (TTM)

EME:

$11.13B

IGC:

$941.00K

Gross Profit (TTM)

EME:

$2.18B

IGC:

$465.00K

EBITDA (TTM)

EME:

$1.23B

IGC:

-$5.71M

Returns By Period

In the year-to-date period, EME achieves a -11.64% return, which is significantly lower than IGC's -7.74% return. Over the past 10 years, EME has outperformed IGC with an annualized return of 24.60%, while IGC has yielded a comparatively lower -5.05% annualized return.


EME

YTD

-11.64%

1M

-2.76%

6M

-10.09%

1Y

18.50%

5Y*

45.52%

10Y*

24.60%

IGC

YTD

-7.74%

1M

0.00%

6M

-20.51%

1Y

-29.38%

5Y*

-9.15%

10Y*

-5.05%

*Annualized

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Risk-Adjusted Performance

EME vs. IGC — Risk-Adjusted Performance Rank

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

EME
The Risk-Adjusted Performance Rank of EME is 6969
Overall Rank
The Sharpe Ratio Rank of EME is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of EME is 6363
Sortino Ratio Rank
The Omega Ratio Rank of EME is 6565
Omega Ratio Rank
The Calmar Ratio Rank of EME is 7676
Calmar Ratio Rank
The Martin Ratio Rank of EME is 6969
Martin Ratio Rank

IGC
The Risk-Adjusted Performance Rank of IGC is 3232
Overall Rank
The Sharpe Ratio Rank of IGC is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of IGC is 3030
Sortino Ratio Rank
The Omega Ratio Rank of IGC is 3131
Omega Ratio Rank
The Calmar Ratio Rank of IGC is 3333
Calmar Ratio Rank
The Martin Ratio Rank of IGC is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EME vs. IGC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for EMCOR Group, Inc. (EME) and India Globalization Capital, Inc. (IGC). 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.


The chart of Sharpe ratio for EME, currently valued at 0.49, compared to the broader market-2.00-1.000.001.002.003.00
EME: 0.49
IGC: -0.42
The chart of Sortino ratio for EME, currently valued at 0.86, compared to the broader market-6.00-4.00-2.000.002.004.00
EME: 0.86
IGC: -0.27
The chart of Omega ratio for EME, currently valued at 1.13, compared to the broader market0.501.001.502.00
EME: 1.13
IGC: 0.97
The chart of Calmar ratio for EME, currently valued at 0.57, compared to the broader market0.001.002.003.004.005.00
EME: 0.57
IGC: -0.30
The chart of Martin ratio for EME, currently valued at 1.49, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
EME: 1.49
IGC: -0.81

The current EME Sharpe Ratio is 0.49, which is higher than the IGC Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of EME and IGC, 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-1.000.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.49
-0.42
EME
IGC

Dividends

EME vs. IGC - Dividend Comparison

EME's dividend yield for the trailing twelve months is around 0.25%, while IGC has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
EME
EMCOR Group, Inc.
0.25%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%
IGC
India Globalization Capital, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EME vs. IGC - Drawdown Comparison

The maximum EME drawdown since its inception was -70.56%, smaller than the maximum IGC drawdown of -99.76%. Use the drawdown chart below to compare losses from any high point for EME and IGC. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-25.21%
-99.48%
EME
IGC

Volatility

EME vs. IGC - Volatility Comparison

EMCOR Group, Inc. (EME) and India Globalization Capital, Inc. (IGC) have volatilities of 18.21% and 17.62%, 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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
18.21%
17.62%
EME
IGC

Financials

EME vs. IGC - Financials Comparison

This section allows you to compare key financial metrics between EMCOR Group, Inc. and India Globalization Capital, Inc.. 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