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IGC vs. JPPHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IGC vs. JPPHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in India Globalization Capital, Inc. (IGC) and Japan Post Holdings Co Ltd ADR (JPPHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGC achieves a 6.61% return, which is significantly lower than JPPHY's 21.67% return.


IGC

1D
3.45%
1M
-6.54%
YTD
6.61%
6M
-0.66%
1Y
-4.00%
3Y*
0.00%
5Y*
-26.41%
10Y*
-4.08%

JPPHY

1D
-9.73%
1M
3.65%
YTD
21.67%
6M
30.80%
1Y
47.69%
3Y*
21.61%
5Y*
10.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGC vs. JPPHY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IGC
India Globalization Capital, Inc.
6.61%-16.25%19.96%-11.95%-67.42%-37.40%147.62%-47.93%
JPPHY
Japan Post Holdings Co Ltd ADR
21.67%9.06%13.37%3.02%11.92%7.19%-21.60%-14.55%

Correlation

The correlation between IGC and JPPHY 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

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.00

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2019

-0.00

Fundamentals

Market Cap

IGC:

$29.45B

JPPHY:

$37.17B

EPS

IGC:

-$0.00

JPPHY:

$131.05

PS Ratio

IGC:

6.22K

JPPHY:

0.00

PB Ratio

IGC:

4.81K

JPPHY:

0.00

Total Revenue (TTM)

IGC:

$1.19M

JPPHY:

$11.42T

Gross Profit (TTM)

IGC:

$302.00K

JPPHY:

$11.42T

EBITDA (TTM)

IGC:

-$8.80M

JPPHY:

$856.75B

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Return for Risk

IGC vs. JPPHY — Risk / Return Rank

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

IGC
IGC Risk / Return Rank: 3838
Overall Rank
IGC Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IGC Sortino Ratio Rank: 3838
Sortino Ratio Rank
IGC Omega Ratio Rank: 3737
Omega Ratio Rank
IGC Calmar Ratio Rank: 3838
Calmar Ratio Rank
IGC Martin Ratio Rank: 3838
Martin Ratio Rank

JPPHY
JPPHY Risk / Return Rank: 6969
Overall Rank
JPPHY Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
JPPHY Sortino Ratio Rank: 6565
Sortino Ratio Rank
JPPHY Omega Ratio Rank: 7373
Omega Ratio Rank
JPPHY Calmar Ratio Rank: 7070
Calmar Ratio Rank
JPPHY Martin Ratio Rank: 7272
Martin Ratio Rank
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. JPPHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for India Globalization Capital, Inc. (IGC) and Japan Post Holdings Co Ltd ADR (JPPHY). 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.


IGCJPPHYDifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-1.15

Omega ratioGain probability vs. loss probability

1.04

1.25

-0.21

Calmar ratioReturn relative to maximum drawdown

-0.09

1.53

-1.62

Martin ratioReturn relative to average drawdown

-0.14

4.12

-4.26

IGC vs. JPPHY - Sharpe Ratio Comparison

The current IGC Sharpe Ratio is -0.07, which is lower than the JPPHY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of IGC and JPPHY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IGCJPPHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

0.70

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

0.25

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

0.09

-0.23

Drawdowns

IGC vs. JPPHY - Drawdown Comparison

The maximum IGC drawdown since its inception was -99.76%, which is greater than JPPHY's maximum drawdown of -37.81%. Use the drawdown chart below to compare losses from any high point for IGC and JPPHY.


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Drawdown Indicators


IGCJPPHYDifference

Max Drawdown

Largest peak-to-trough decline

-99.76%

-37.81%

-61.95%

Max Drawdown (1Y)

Largest decline over 1 year

-47.15%

-31.72%

-15.43%

Max Drawdown (3Y)

Largest decline over 3 years

-63.99%

-31.72%

-32.27%

Max Drawdown (5Y)

Largest decline over 5 years

-91.13%

-31.72%

-59.41%

Max Drawdown (10Y)

Largest decline over 10 years

-98.09%

Current Drawdown

Current decline from peak

-99.49%

-16.90%

-82.59%

Average Drawdown

Average peak-to-trough decline

-85.07%

-20.44%

-64.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.96%

11.71%

+17.25%

Volatility

IGC vs. JPPHY - Volatility Comparison

The current volatility for India Globalization Capital, Inc. (IGC) is 8.64%, while Japan Post Holdings Co Ltd ADR (JPPHY) has a volatility of 30.77%. This indicates that IGC experiences smaller price fluctuations and is considered to be less risky than JPPHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGCJPPHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.64%

30.77%

-22.13%

Volatility (6M)

Calculated over the trailing 6-month period

37.95%

64.14%

-26.19%

Volatility (1Y)

Calculated over the trailing 1-year period

57.91%

69.54%

-11.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.78%

42.02%

+48.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

208.79%

41.39%

+167.40%

Dividends

IGC vs. JPPHY - Dividend Comparison

Neither IGC nor JPPHY has paid dividends to shareholders.


PositionTTM2025202420232022
IGC
India Globalization Capital, Inc.
0.00%0.00%0.00%0.00%0.00%
JPPHY
Japan Post Holdings Co Ltd ADR
0.00%0.00%0.00%0.00%4.35%

Financials

IGC vs. JPPHY - Financials Comparison

This section allows you to compare key financial metrics between India Globalization Capital, Inc. and Japan Post Holdings Co Ltd ADR. 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


0.001.00T2.00T3.00T4.00T20222023202420252026
317.00K
3.02T
(IGC) Total Revenue
(JPPHY) Total Revenue
Values in USD except per share items

Frequently Asked Questions


IGC and JPPHY 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.

JPPHY has higher volatility (30.77%) compared to IGC (8.64%). In terms of maximum drawdown, IGC dropped -99.76% vs JPPHY's -37.81%.

JPPHY currently has the higher Sharpe Ratio (0.70 vs -0.07), 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.

Portfolio Optimizer

Find the right allocation for IGC and JPPHY

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