IGC vs. JII.L

In the year-to-date period, IGC achieves a 31.43% return, which is significantly higher than JII.L's 10.45% return. Over the past 10 years, IGC has underperformed JII.L with an annualized return of -6.63%, while JII.L has yielded a comparatively higher 7.56% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for India Globalization Capital, Inc. (IGC) and JPMorgan Indian Inv Trust (JII.L). 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.

The current IGC Sharpe Ratio is 0.21, which is lower than the JII.L Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of IGC and JII.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither IGC nor JII.L has paid dividends to shareholders.

The maximum IGC drawdown since its inception was -99.76%, which is greater than JII.L's maximum drawdown of -71.39%. Use the drawdown chart below to compare losses from any high point for IGC and JII.L. For additional features, visit the drawdowns tool.

India Globalization Capital, Inc. (IGC) has a higher volatility of 17.66% compared to JPMorgan Indian Inv Trust (JII.L) at 5.30%. This indicates that IGC's price experiences larger fluctuations and is considered to be riskier than JII.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between India Globalization Capital, Inc. and JPMorgan Indian Inv Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.