IGC vs. JPPHY

Last updated Apr 2, 2026

Compare and contrast key facts about India Globalization Capital, Inc. (IGC) and Japan Post Holdings Co Ltd ADR (JPPHY).

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.

IGC vs. JPPHY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
IGC India Globalization Capital, Inc.	-3.55%	-16.25%	19.96%	-11.95%	-67.42%	-37.40%	147.62%	-47.93%
JPPHY Japan Post Holdings Co Ltd ADR	21.02%	9.06%	13.37%	3.02%	11.92%	7.19%	-21.60%	-14.55%

Fundamentals

Market Cap IGC : $25.79M JPPHY : $36.72B
EPS IGC : -$0.06 JPPHY : $125.72
PS Ratio IGC : 20.26 JPPHY : 0.00
PB Ratio IGC : 3.47 JPPHY : 0.00
Total Revenue (TTM) IGC : $1.20M JPPHY : $11.62T
Gross Profit (TTM) IGC : $401.00K JPPHY : $11.62T
EBITDA (TTM) IGC : -$7.60M JPPHY : $552.49B

Returns By Period

In the year-to-date period, IGC achieves a -3.55% return, which is significantly lower than JPPHY's 21.02% return.

IGC

• 1D: 3.19%
• 1M: -0.62%
• YTD: -3.55%
• 6M: -34.08%
• 1Y: -4.97%
• 3Y*: -7.19%
• 5Y*: -31.50%
• 10Y*: -5.93%

JPPHY

• 1D: 2.84%
• 1M: -4.93%
• YTD: 21.02%
• 6M: 30.09%
• 1Y: 18.27%
• 3Y*: 16.03%
• 5Y*: 6.20%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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: 37
IGC Sharpe Ratio Rank: 36
IGC Sortino Ratio Rank: 37
IGC Omega Ratio Rank: 35
IGC Calmar Ratio Rank: 38
IGC Martin Ratio Rank: 38

JPPHY

JPPHY Risk / Return Rank: 52
JPPHY Sharpe Ratio Rank: 51
JPPHY Sortino Ratio Rank: 51
JPPHY Omega Ratio Rank: 63
JPPHY Calmar Ratio Rank: 49
JPPHY Martin Ratio Rank: 47

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.

	IGC	JPPHY	Difference
Sharpe ratio Return per unit of total volatility	-0.09	0.32	-0.40
Sortino ratio Return per unit of downside risk	0.31	0.90	-0.60
Omega ratio Gain probability vs. loss probability	1.03	1.18	-0.15
Calmar ratio Return relative to maximum drawdown	-0.10	0.37	-0.48
Martin ratio Return relative to average drawdown	-0.19	0.70	-0.89
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IGC vs. JPPHY - Sharpe Ratio Comparison

The current IGC Sharpe Ratio is -0.09, which is lower than the JPPHY Sharpe Ratio of 0.32. 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.

Sharpe Ratios by Period

	IGC	JPPHY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.09	0.32	-0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.35	0.17	-0.51
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.03	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.14	0.10	-0.24

Correlation

The correlation between IGC and JPPHY is -0.00. 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.

Dividends

IGC vs. JPPHY - Dividend Comparison

Neither IGC nor JPPHY has paid dividends to shareholders.

	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%

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.

Drawdown Indicators

	IGC	JPPHY	Difference
Max Drawdown Largest peak-to-trough decline	-99.76%	-37.81%	-61.95%
Max Drawdown (1Y) Largest decline over 1 year	-47.15%	-26.67%	-20.48%
Max Drawdown (5Y) Largest decline over 5 years	-91.13%	-32.21%	-58.92%
Max Drawdown (10Y) Largest decline over 10 years	-98.09%	—	—
Current Drawdown Current decline from peak	-99.54%	-14.75%	-84.79%
Average Drawdown Average peak-to-trough decline	-84.95%	-20.51%	-64.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.18%	14.16%	+11.02%

Volatility

IGC vs. JPPHY - Volatility Comparison

The current volatility for India Globalization Capital, Inc. (IGC) is 14.49%, while Japan Post Holdings Co Ltd ADR (JPPHY) has a volatility of 29.32%. 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.

Volatility by Period

	IGC	JPPHY	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.49%	29.32%	-14.83%
Volatility (6M) Calculated over the trailing 6-month period	36.61%	47.65%	-11.04%
Volatility (1Y) Calculated over the trailing 1-year period	57.48%	58.91%	-1.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	91.03%	37.46%	+53.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	209.34%	37.48%	+171.86%

Financials