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IGC vs. JPPHY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IGC and JPPHY is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-8.61%
7.19%
IGC
JPPHY

Key characteristics

Sharpe Ratio

IGC:

0.21

JPPHY:

0.34

Sortino Ratio

IGC:

1.05

JPPHY:

0.69

Omega Ratio

IGC:

1.13

JPPHY:

1.19

Calmar Ratio

IGC:

0.19

JPPHY:

0.76

Martin Ratio

IGC:

0.55

JPPHY:

1.86

Ulcer Index

IGC:

33.93%

JPPHY:

6.36%

Daily Std Dev

IGC:

87.48%

JPPHY:

34.45%

Max Drawdown

IGC:

-99.76%

JPPHY:

-39.31%

Current Drawdown

IGC:

-99.38%

JPPHY:

-5.44%

Fundamentals

Market Cap

IGC:

$28.74M

JPPHY:

$30.19B

EPS

IGC:

-$0.20

JPPHY:

$0.58

Total Revenue (TTM)

IGC:

$1.18M

JPPHY:

$8.95T

Gross Profit (TTM)

IGC:

$525.00K

JPPHY:

$8.90T

EBITDA (TTM)

IGC:

-$8.68M

JPPHY:

-$10.50B

Returns By Period

In the year-to-date period, IGC achieves a 31.43% return, which is significantly higher than JPPHY's 17.18% return.


IGC

YTD

31.43%

1M

7.26%

6M

-8.59%

1Y

22.67%

5Y*

-10.78%

10Y*

-6.63%

JPPHY

YTD

17.18%

1M

3.06%

6M

7.18%

1Y

11.80%

5Y*

5.41%

10Y*

N/A

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Risk-Adjusted Performance

IGC vs. JPPHY - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for IGC, currently valued at 0.21, compared to the broader market-4.00-2.000.002.000.210.34
The chart of Sortino ratio for IGC, currently valued at 1.05, compared to the broader market-4.00-2.000.002.004.001.050.69
The chart of Omega ratio for IGC, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.19
The chart of Calmar ratio for IGC, currently valued at 0.19, compared to the broader market0.002.004.006.000.190.76
The chart of Martin ratio for IGC, currently valued at 0.55, compared to the broader market0.0010.0020.000.551.86
IGC
JPPHY

The current IGC Sharpe Ratio is 0.21, which is lower than the JPPHY Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of IGC and JPPHY, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.21
0.34
IGC
JPPHY

Dividends

IGC vs. JPPHY - Dividend Comparison

IGC has not paid dividends to shareholders, while JPPHY's dividend yield for the trailing twelve months is around 3.28%.


TTM202320222021202020192018
IGC
India Globalization Capital, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JPPHY
Japan Post Holdings Co Ltd ADR
3.28%6.00%4.35%5.74%3.18%4.91%2.07%

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 -39.31%. Use the drawdown chart below to compare losses from any high point for IGC and JPPHY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-97.17%
-5.44%
IGC
JPPHY

Volatility

IGC vs. JPPHY - Volatility Comparison

The current volatility for India Globalization Capital, Inc. (IGC) is 17.98%, while Japan Post Holdings Co Ltd ADR (JPPHY) has a volatility of 22.35%. 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.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
17.98%
22.35%
IGC
JPPHY

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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