IGC vs. BRK-B

Last updated Jun 3, 2026

IGC (India Globalization Capital, Inc.) and BRK-B (Berkshire Hathaway Inc.) are both stocks. IGC operates in Conglomerates (Industrials), while BRK-B operates in Insurance - Diversified (Financial Services). Over the past 10 years, IGC returned -4.41%/yr vs 12.82%/yr for BRK-B. At a 0.11 correlation, their price movements are largely independent.

Performance

IGC vs. BRK-B - Performance Comparison

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

Returns By Period

In the year-to-date period, IGC achieves a 3.06% return, which is significantly higher than BRK-B's -6.20% return. Over the past 10 years, IGC has underperformed BRK-B with an annualized return of -4.41%, while BRK-B has yielded a comparatively higher 12.82% annualized return.

IGC

• 1D: -1.69%
• 1M: -13.41%
• YTD: 3.06%
• 6M: -5.23%
• 1Y: -2.68%
• 3Y*: -1.12%
• 5Y*: -27.12%
• 10Y*: -4.41%

BRK-B

• 1D: 0.26%
• 1M: -0.32%
• YTD: -6.20%
• 6M: -6.94%
• 1Y: -6.23%
• 3Y*: 12.69%
• 5Y*: 10.06%
• 10Y*: 12.82%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IGC vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IGC India Globalization Capital, Inc.	3.06%	-16.25%	19.96%	-11.95%	-67.42%	-37.40%	147.62%	125.00%	-72.00%	257.14%
BRK-B Berkshire Hathaway Inc.	-6.20%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	3.01%	21.62%

Correlation

The correlation between IGC and BRK-B is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.03
Correlation (5Y) Calculated over the trailing 5-year period	0.11
Correlation (10Y) Calculated over the trailing 10-year period	0.12
Correlation (All Time) Calculated using the full available price history since Apr 17, 2006	0.11

The correlation between IGC and BRK-B shifts across timeframes, from -0.01 (1 year) to 0.12 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap IGC : $28.47B BRK-B : $1.02T
EPS IGC : -$0.00 BRK-B : $33.62
PS Ratio IGC : 6.02K BRK-B : 2.71
PB Ratio IGC : 4.65K BRK-B : 1.40
Total Revenue (TTM) IGC : $1.19M BRK-B : $375.39B
Gross Profit (TTM) IGC : $302.00K BRK-B : $94.36B
EBITDA (TTM) IGC : -$8.80M BRK-B : $71.92B

Return for Risk

IGC vs. BRK-B — Risk / Return Rank

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

IGC

IGC Risk / Return Rank: 37
IGC Sharpe Ratio Rank: 38
IGC Sortino Ratio Rank: 38
IGC Omega Ratio Rank: 37
IGC Calmar Ratio Rank: 35
IGC Martin Ratio Rank: 35

BRK-B

BRK-B Risk / Return Rank: 17
BRK-B Sharpe Ratio Rank: 21
BRK-B Sortino Ratio Rank: 19
BRK-B Omega Ratio Rank: 19
BRK-B Calmar Ratio Rank: 15
BRK-B Martin Ratio Rank: 8

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio Return per unit of total volatility	-0.05	-0.44	+0.39
Sortino ratio Return per unit of downside risk	0.38	-0.51	+0.89
Omega ratio Gain probability vs. loss probability	1.04	0.94	+0.10
Calmar ratio Return relative to maximum drawdown	-0.16	-0.68	+0.52
Martin ratio Return relative to average drawdown	-0.27	-1.36	+1.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IGC vs. BRK-B - Sharpe Ratio Comparison

The current IGC Sharpe Ratio is -0.05, which is higher than the BRK-B Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of IGC and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IGC	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.05	-0.44	+0.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.30	0.59	-0.89
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.02	0.66	-0.68
Sharpe Ratio (All Time) Calculated using the full available price history	-0.14	0.48	-0.62

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.

Drawdown Indicators

	IGC	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-99.76%	-53.86%	-45.90%
Max Drawdown (1Y) Largest decline over 1 year	-47.15%	-9.42%	-37.73%
Max Drawdown (3Y) Largest decline over 3 years	-63.99%	-14.95%	-49.04%
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 Drawdown Current decline from peak	-99.51%	-12.65%	-86.86%
Average Drawdown Average peak-to-trough decline	-85.07%	-11.07%	-74.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	28.87%	4.73%	+24.14%

Volatility

IGC vs. BRK-B - Volatility Comparison

India Globalization Capital, Inc. (IGC) has a higher volatility of 8.56% compared to Berkshire Hathaway Inc. (BRK-B) at 3.79%. 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.

Volatility by Period

	IGC	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.56%	3.79%	+4.77%
Volatility (6M) Calculated over the trailing 6-month period	37.81%	10.68%	+27.13%
Volatility (1Y) Calculated over the trailing 1-year period	58.05%	14.31%	+43.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	90.77%	17.11%	+73.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	208.83%	19.43%	+189.40%

Dividends

IGC vs. BRK-B - Dividend Comparison

Neither IGC nor BRK-B has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both IGC and BRK-B in my portfolio?

IGC and BRK-B have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IGC or BRK-B?

IGC has higher volatility (8.56%) compared to BRK-B (3.79%). In terms of maximum drawdown, IGC dropped -99.76% vs BRK-B's -53.86%.

Which has better risk-adjusted returns?

IGC currently has the higher Sharpe Ratio (-0.05 vs -0.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.