PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IGC vs. EME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

IGC vs. EME - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-36.72%
32.93%
IGC
EME

Returns By Period

In the year-to-date period, IGC achieves a 19.04% return, which is significantly lower than EME's 140.10% return. Over the past 10 years, IGC has underperformed EME with an annualized return of -7.80%, while EME has yielded a comparatively higher 28.37% annualized return.


IGC

YTD

19.04%

1M

-16.65%

6M

-36.76%

1Y

7.52%

5Y (annualized)

-15.68%

10Y (annualized)

-7.80%

EME

YTD

140.10%

1M

13.34%

6M

32.93%

1Y

141.86%

5Y (annualized)

43.23%

10Y (annualized)

28.37%

Fundamentals


IGCEME
Market Cap$25.81M$23.73B
EPS-$0.20$19.69
PEG Ratio0.001.32
Total Revenue (TTM)$1.18M$14.24B
Gross Profit (TTM)$525.00K$2.63B
EBITDA (TTM)-$8.82M$1.38B

Key characteristics


IGCEME
Sharpe Ratio0.134.64
Sortino Ratio0.934.77
Omega Ratio1.121.73
Calmar Ratio0.119.73
Martin Ratio0.3531.07
Ulcer Index31.49%4.57%
Daily Std Dev86.78%30.60%
Max Drawdown-99.76%-70.56%
Current Drawdown-99.44%-0.89%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.1

The correlation between IGC and EME 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.

Risk-Adjusted Performance

IGC vs. EME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for India Globalization Capital, Inc. (IGC) and EMCOR Group, Inc. (EME). 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 IGC, currently valued at 0.13, compared to the broader market-4.00-2.000.002.004.000.134.64
The chart of Sortino ratio for IGC, currently valued at 0.93, compared to the broader market-4.00-2.000.002.004.000.934.77
The chart of Omega ratio for IGC, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.73
The chart of Calmar ratio for IGC, currently valued at 0.11, compared to the broader market0.002.004.006.000.119.73
The chart of Martin ratio for IGC, currently valued at 0.35, compared to the broader market-10.000.0010.0020.0030.000.3531.07
IGC
EME

The current IGC Sharpe Ratio is 0.13, which is lower than the EME Sharpe Ratio of 4.64. The chart below compares the historical Sharpe Ratios of IGC and EME, 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 Ratio0.001.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
0.13
4.64
IGC
EME

Dividends

IGC vs. EME - Dividend Comparison

IGC has not paid dividends to shareholders, while EME's dividend yield for the trailing twelve months is around 0.18%.


TTM20232022202120202019201820172016201520142013
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%
EME
EMCOR Group, Inc.
0.18%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%0.42%

Drawdowns

IGC vs. EME - Drawdown Comparison

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


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-99.44%
-0.89%
IGC
EME

Volatility

IGC vs. EME - Volatility Comparison

India Globalization Capital, Inc. (IGC) has a higher volatility of 10.27% compared to EMCOR Group, Inc. (EME) at 9.49%. This indicates that IGC's price experiences larger fluctuations and is considered to be riskier than EME 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%JuneJulyAugustSeptemberOctoberNovember
10.27%
9.49%
IGC
EME

Financials

IGC vs. EME - Financials Comparison

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