IGC vs. CHIN.DE
Compare and contrast key facts about India Globalization Capital, Inc. (IGC) and KraneShares ICBCCS China S&P 500 UCITS ETF (CHIN.DE).
CHIN.DE is a passively managed fund by Waystone Management that tracks the performance of the S&P China 500. It was launched on Oct 16, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IGC or CHIN.DE.
Performance
IGC vs. CHIN.DE - Performance Comparison
Returns By Period
In the year-to-date period, IGC achieves a 25.89% return, which is significantly higher than CHIN.DE's 22.82% return.
IGC
25.89%
-14.25%
-28.06%
10.16%
-14.72%
-7.41%
CHIN.DE
22.82%
0.04%
12.68%
17.68%
N/A
N/A
Key characteristics
| IGC | CHIN.DE | |
|---|---|---|
| Sharpe Ratio | 0.16 | 0.75 |
| Sortino Ratio | 0.97 | 1.31 |
| Omega Ratio | 1.12 | 1.17 |
| Calmar Ratio | 0.14 | 1.09 |
| Martin Ratio | 0.43 | 2.45 |
| Ulcer Index | 31.65% | 7.87% |
| Daily Std Dev | 86.90% | 25.66% |
| Max Drawdown | -99.76% | -17.74% |
| Current Drawdown | -99.41% | -13.02% |
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Correlation
The correlation between IGC and CHIN.DE is 0.08, 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.
Risk-Adjusted Performance
IGC vs. CHIN.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for India Globalization Capital, Inc. (IGC) and KraneShares ICBCCS China S&P 500 UCITS ETF (CHIN.DE). 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.
Dividends
IGC vs. CHIN.DE - Dividend Comparison
Neither IGC nor CHIN.DE has paid dividends to shareholders.
Drawdowns
IGC vs. CHIN.DE - Drawdown Comparison
The maximum IGC drawdown since its inception was -99.76%, which is greater than CHIN.DE's maximum drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for IGC and CHIN.DE. For additional features, visit the drawdowns tool.
Volatility
IGC vs. CHIN.DE - Volatility Comparison
India Globalization Capital, Inc. (IGC) has a higher volatility of 11.70% compared to KraneShares ICBCCS China S&P 500 UCITS ETF (CHIN.DE) at 9.10%. This indicates that IGC's price experiences larger fluctuations and is considered to be riskier than CHIN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.