IGC vs. BRK-B
Compare and contrast key facts about India Globalization Capital, Inc. (IGC) and Berkshire Hathaway Inc. (BRK-B).
Performance
IGC vs. BRK-B - Performance Comparison
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IGC vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGC India Globalization Capital, Inc. | -3.55% | -16.25% | 19.96% | -11.95% | -67.42% | -37.40% | 147.62% | 125.00% | -72.00% | 257.14% |
BRK-B Berkshire Hathaway Inc. | -4.80% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 2.37% | 10.93% | 3.01% | 21.62% |
Fundamentals
IGC:
$25.79M
BRK-B:
$1.03T
IGC:
-$0.06
BRK-B:
$31.03
IGC:
20.26
BRK-B:
2.78
IGC:
3.47
BRK-B:
1.44
IGC:
$1.20M
BRK-B:
$371.37B
IGC:
$401.00K
BRK-B:
$116.89B
IGC:
-$7.60M
BRK-B:
$87.30B
Returns By Period
In the year-to-date period, IGC achieves a -3.55% return, which is significantly higher than BRK-B's -4.80% return. Over the past 10 years, IGC has underperformed BRK-B with an annualized return of -5.93%, while BRK-B has yielded a comparatively higher 12.78% annualized return.
IGC
- 1D
- 3.19%
- 1M
- -0.62%
- YTD
- -3.55%
- 6M
- -34.08%
- 1Y
- -4.97%
- 3Y*
- -7.19%
- 5Y*
- -31.50%
- 10Y*
- -5.93%
BRK-B
- 1D
- -0.15%
- 1M
- -0.35%
- YTD
- -4.80%
- 6M
- -3.95%
- 1Y
- -10.22%
- 3Y*
- 15.72%
- 5Y*
- 13.13%
- 10Y*
- 12.78%
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Return for Risk
IGC vs. BRK-B — Risk / Return Rank
IGC
BRK-B
IGC vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for India Globalization Capital, Inc. (IGC) and Berkshire Hathaway Inc. (BRK-B). 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.
| IGC | BRK-B | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.09 | -0.56 | +0.47 |
Sortino ratioReturn per unit of downside risk | 0.31 | -0.65 | +0.96 |
Omega ratioGain probability vs. loss probability | 1.03 | 0.91 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | -0.10 | -0.68 | +0.58 |
Martin ratioReturn relative to average drawdown | -0.19 | -1.16 | +0.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IGC | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.09 | -0.56 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.35 | 0.77 | -1.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.03 | 0.66 | -0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.14 | 0.48 | -0.62 |
Correlation
The correlation between IGC and BRK-B is 0.11, 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.
Dividends
IGC vs. BRK-B - Dividend Comparison
Neither IGC nor BRK-B has paid dividends to shareholders.
Drawdowns
IGC vs. BRK-B - Drawdown Comparison
The maximum IGC drawdown since its inception was -99.76%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for IGC and BRK-B.
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Drawdown Indicators
| IGC | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.76% | -53.86% | -45.90% |
Max Drawdown (1Y)Largest decline over 1 year | -47.15% | -14.95% | -32.20% |
Max Drawdown (5Y)Largest decline over 5 years | -91.13% | -26.58% | -64.55% |
Max Drawdown (10Y)Largest decline over 10 years | -98.09% | -29.57% | -68.52% |
Current DrawdownCurrent decline from peak | -99.54% | -11.36% | -88.18% |
Average DrawdownAverage peak-to-trough decline | -84.95% | -11.07% | -73.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.18% | 8.72% | +16.46% |
Volatility
IGC vs. BRK-B - Volatility Comparison
India Globalization Capital, Inc. (IGC) has a higher volatility of 14.49% compared to Berkshire Hathaway Inc. (BRK-B) at 4.33%. This indicates that IGC's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGC | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.49% | 4.33% | +10.16% |
Volatility (6M)Calculated over the trailing 6-month period | 36.61% | 11.14% | +25.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.48% | 18.30% | +39.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 91.03% | 17.20% | +73.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 209.34% | 19.45% | +189.89% |
Financials
IGC vs. BRK-B - Financials Comparison
This section allows you to compare key financial metrics between India Globalization Capital, Inc. and Berkshire Hathaway 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.
Total Revenue: Total amount of money received from sales and other business activities