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

Correlation

The correlation between EME and IGC is 0.13, 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.


-0.50.00.51.00.1

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.

-40.00%-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
34.93%
-27.50%
EME
IGC

Key characteristics

Sharpe Ratio

EME:

4.09

IGC:

0.24

Sortino Ratio

EME:

4.28

IGC:

1.10

Omega Ratio

EME:

1.63

IGC:

1.14

Calmar Ratio

EME:

9.02

IGC:

0.21

Martin Ratio

EME:

23.30

IGC:

0.59

Ulcer Index

EME:

5.66%

IGC:

36.24%

Daily Std Dev

EME:

32.26%

IGC:

87.72%

Max Drawdown

EME:

-70.56%

IGC:

-99.76%

Current Drawdown

EME:

-3.84%

IGC:

-99.43%

Fundamentals

Market Cap

EME:

$23.51B

IGC:

$26.33M

EPS

EME:

$19.50

IGC:

-$0.20

PEG Ratio

EME:

1.32

IGC:

0.00

Total Revenue (TTM)

EME:

$10.80B

IGC:

$979.00K

Gross Profit (TTM)

EME:

$2.01B

IGC:

$532.00K

EBITDA (TTM)

EME:

$1.06B

IGC:

-$5.84M

Returns By Period

In the year-to-date period, EME achieves a 11.64% return, which is significantly higher than IGC's 1.16% return. Over the past 10 years, EME has outperformed IGC with an annualized return of 29.06%, while IGC has yielded a comparatively lower -5.85% annualized return.


EME

YTD

11.64%

1M

8.78%

6M

34.93%

1Y

131.95%

5Y*

43.09%

10Y*

29.06%

IGC

YTD

1.16%

1M

-7.64%

6M

-26.11%

1Y

21.39%

5Y*

-13.48%

10Y*

-5.85%

*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 9898
Overall Rank
The Sharpe Ratio Rank of EME is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of EME is 9797
Sortino Ratio Rank
The Omega Ratio Rank of EME is 9797
Omega Ratio Rank
The Calmar Ratio Rank of EME is 9999
Calmar Ratio Rank
The Martin Ratio Rank of EME is 9898
Martin Ratio Rank

IGC
The Risk-Adjusted Performance Rank of IGC is 5757
Overall Rank
The Sharpe Ratio Rank of IGC is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of IGC is 6262
Sortino Ratio Rank
The Omega Ratio Rank of IGC is 6060
Omega Ratio Rank
The Calmar Ratio Rank of IGC is 5656
Calmar Ratio Rank
The Martin Ratio Rank of IGC is 5353
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.


Sharpe ratio
The chart of Sharpe ratio for EME, currently valued at 4.09, compared to the broader market-2.000.002.004.004.090.24
The chart of Sortino ratio for EME, currently valued at 4.28, compared to the broader market-4.00-2.000.002.004.004.281.10
The chart of Omega ratio for EME, currently valued at 1.63, compared to the broader market0.501.001.502.001.631.14
The chart of Calmar ratio for EME, currently valued at 9.02, compared to the broader market0.002.004.006.009.020.21
The chart of Martin ratio for EME, currently valued at 23.30, compared to the broader market-10.000.0010.0020.0030.0023.300.59
EME
IGC

The current EME Sharpe Ratio is 4.09, which is higher than the IGC Sharpe Ratio of 0.24. 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 Ratio0.001.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
4.09
0.24
EME
IGC

Dividends

EME vs. IGC - Dividend Comparison

EME's dividend yield for the trailing twelve months is around 0.20%, while IGC has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
EME
EMCOR Group, Inc.
0.20%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%AugustSeptemberOctoberNovemberDecember2025
-3.84%
-99.43%
EME
IGC

Volatility

EME vs. IGC - Volatility Comparison

The current volatility for EMCOR Group, Inc. (EME) is 8.56%, while India Globalization Capital, Inc. (IGC) has a volatility of 13.86%. This indicates that EME experiences smaller price fluctuations and is considered to be less risky than IGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
8.56%
13.86%
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
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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.

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