IGC vs. JPPHY
IGC (India Globalization Capital, Inc.) and JPPHY (Japan Post Holdings Co Ltd ADR) are both stocks. IGC operates in Conglomerates (Industrials), while JPPHY operates in Banks - Regional (Financial Services). Over the past 5 years, IGC returned -26.41%/yr vs 10.28%/yr for JPPHY. At a correlation of -0.00, they often move in opposite directions.
Performance
IGC vs. JPPHY - Performance Comparison
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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*
- —
IGC vs. JPPHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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
IGC:
$29.45B
JPPHY:
$37.17B
IGC:
-$0.00
JPPHY:
$131.05
IGC:
6.22K
JPPHY:
0.00
IGC:
4.81K
JPPHY:
0.00
IGC:
$1.19M
JPPHY:
$11.42T
IGC:
$302.00K
JPPHY:
$11.42T
IGC:
-$8.80M
JPPHY:
$856.75B
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Return for Risk
IGC vs. JPPHY — Risk / Return Rank
IGC
JPPHY
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.
| IGC | JPPHY | Difference | |
|---|---|---|---|
| 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 |
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 | JPPHY | Difference | |
|---|---|---|---|
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
| IGC | JPPHY | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -99.49% | -16.90% | -82.59% |
Average DrawdownAverage peak-to-trough decline | -85.07% | -20.44% | -64.63% |
Ulcer IndexDepth 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
| IGC | JPPHY | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
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.
Total Revenue: Total amount of money received from sales and other business activities
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.
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