IGC vs. IYW
Compare and contrast key facts about India Globalization Capital, Inc. (IGC) and iShares U.S. Technology ETF (IYW).
IYW is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Technology Index. It was launched on May 19, 2000.
Performance
IGC vs. IYW - Performance Comparison
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IGC vs. IYW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGC India Globalization Capital, Inc. | -6.54% | -16.25% | 19.96% | -11.95% | -67.42% | -37.40% | 147.62% | 125.00% | -72.00% | 257.14% |
IYW iShares U.S. Technology ETF | -9.11% | 25.38% | 30.25% | 65.44% | -34.83% | 35.44% | 47.45% | 46.64% | -0.93% | 36.60% |
Returns By Period
In the year-to-date period, IGC achieves a -6.54% return, which is significantly higher than IYW's -9.11% return. Over the past 10 years, IGC has underperformed IYW with an annualized return of -6.22%, while IYW has yielded a comparatively higher 21.54% annualized return.
IGC
- 1D
- 2.94%
- 1M
- -5.16%
- YTD
- -6.54%
- 6M
- -36.92%
- 1Y
- -7.72%
- 3Y*
- -8.16%
- 5Y*
- -31.93%
- 10Y*
- -6.22%
IYW
- 1D
- 4.55%
- 1M
- -4.27%
- YTD
- -9.11%
- 6M
- -7.31%
- 1Y
- 29.37%
- 3Y*
- 25.33%
- 5Y*
- 15.47%
- 10Y*
- 21.54%
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Return for Risk
IGC vs. IYW — Risk / Return Rank
IGC
IYW
IGC vs. IYW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for India Globalization Capital, Inc. (IGC) and iShares U.S. Technology ETF (IYW). 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 | IYW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.14 | 1.10 | -1.23 |
Sortino ratioReturn per unit of downside risk | 0.22 | 1.69 | -1.46 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.24 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | -0.22 | 1.64 | -1.86 |
Martin ratioReturn relative to average drawdown | -0.42 | 5.31 | -5.74 |
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 | IYW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.14 | 1.10 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.35 | 0.60 | -0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.03 | 0.87 | -0.90 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.14 | 0.30 | -0.44 |
Correlation
The correlation between IGC and IYW is 0.17, 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. IYW - Dividend Comparison
IGC has not paid dividends to shareholders, while IYW's dividend yield for the trailing twelve months is around 0.15%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IYW iShares U.S. Technology ETF | 0.15% | 0.14% | 0.21% | 0.34% | 0.50% | 0.31% | 0.56% | 0.72% | 0.92% | 0.82% | 1.14% | 1.12% |
Drawdowns
IGC vs. IYW - Drawdown Comparison
The maximum IGC drawdown since its inception was -99.76%, which is greater than IYW's maximum drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for IGC and IYW.
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Drawdown Indicators
| IGC | IYW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.76% | -81.90% | -17.86% |
Max Drawdown (1Y)Largest decline over 1 year | -47.15% | -17.81% | -29.34% |
Max Drawdown (5Y)Largest decline over 5 years | -91.13% | -39.44% | -51.69% |
Max Drawdown (10Y)Largest decline over 10 years | -98.09% | -39.44% | -58.65% |
Current DrawdownCurrent decline from peak | -99.56% | -14.07% | -85.49% |
Average DrawdownAverage peak-to-trough decline | -84.95% | -34.87% | -50.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.04% | 5.49% | +19.55% |
Volatility
IGC vs. IYW - Volatility Comparison
India Globalization Capital, Inc. (IGC) has a higher volatility of 15.31% compared to iShares U.S. Technology ETF (IYW) at 8.08%. This indicates that IGC's price experiences larger fluctuations and is considered to be riskier than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGC | IYW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.31% | 8.08% | +7.23% |
Volatility (6M)Calculated over the trailing 6-month period | 36.44% | 15.91% | +20.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.48% | 26.87% | +30.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 91.02% | 25.79% | +65.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 209.38% | 24.98% | +184.40% |