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IGC vs. XNIF.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IGC and XNIF.L is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

IGC vs. XNIF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in India Globalization Capital, Inc. (IGC) and Xtrackers Nifty 50 Swap UCITS ETF 1C (XNIF.L). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-28.05%
-9.54%
IGC
XNIF.L

Key characteristics

Sharpe Ratio

IGC:

0.24

XNIF.L:

0.43

Sortino Ratio

IGC:

1.10

XNIF.L:

0.71

Omega Ratio

IGC:

1.14

XNIF.L:

1.10

Calmar Ratio

IGC:

0.21

XNIF.L:

0.84

Martin Ratio

IGC:

0.59

XNIF.L:

2.31

Ulcer Index

IGC:

36.24%

XNIF.L:

2.77%

Daily Std Dev

IGC:

87.72%

XNIF.L:

14.86%

Max Drawdown

IGC:

-99.76%

XNIF.L:

-59.57%

Current Drawdown

IGC:

-99.43%

XNIF.L:

-7.61%

Returns By Period

In the year-to-date period, IGC achieves a 1.16% return, which is significantly higher than XNIF.L's -1.71% return. Over the past 10 years, IGC has underperformed XNIF.L with an annualized return of -5.85%, while XNIF.L has yielded a comparatively higher 7.74% annualized return.


IGC

YTD

1.16%

1M

-10.32%

6M

-27.53%

1Y

21.39%

5Y*

-13.50%

10Y*

-5.85%

XNIF.L

YTD

-1.71%

1M

-2.86%

6M

-4.99%

1Y

4.72%

5Y*

10.30%

10Y*

7.74%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IGC vs. XNIF.L — Risk-Adjusted Performance Rank

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

IGC
The Risk-Adjusted Performance Rank of IGC is 5757
Overall Rank
The Sharpe Ratio Rank of IGC is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of IGC is 6161
Sortino Ratio Rank
The Omega Ratio Rank of IGC is 6060
Omega Ratio Rank
The Calmar Ratio Rank of IGC is 5656
Calmar Ratio Rank
The Martin Ratio Rank of IGC is 5353
Martin Ratio Rank

XNIF.L
The Risk-Adjusted Performance Rank of XNIF.L is 2222
Overall Rank
The Sharpe Ratio Rank of XNIF.L is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of XNIF.L is 1616
Sortino Ratio Rank
The Omega Ratio Rank of XNIF.L is 1717
Omega Ratio Rank
The Calmar Ratio Rank of XNIF.L is 3737
Calmar Ratio Rank
The Martin Ratio Rank of XNIF.L is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IGC vs. XNIF.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for India Globalization Capital, Inc. (IGC) and Xtrackers Nifty 50 Swap UCITS ETF 1C (XNIF.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.


Sharpe ratio
The chart of Sharpe ratio for IGC, currently valued at 0.24, compared to the broader market-2.000.002.004.000.240.06
The chart of Sortino ratio for IGC, currently valued at 1.09, compared to the broader market-4.00-2.000.002.004.001.090.19
The chart of Omega ratio for IGC, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.02
The chart of Calmar ratio for IGC, currently valued at 0.21, compared to the broader market0.002.004.006.000.210.06
The chart of Martin ratio for IGC, currently valued at 0.56, compared to the broader market-10.000.0010.0020.0030.000.560.16
IGC
XNIF.L

The current IGC Sharpe Ratio is 0.24, which is lower than the XNIF.L Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of IGC and XNIF.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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.24
0.06
IGC
XNIF.L

Dividends

IGC vs. XNIF.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

IGC vs. XNIF.L - Drawdown Comparison

The maximum IGC drawdown since its inception was -99.76%, which is greater than XNIF.L's maximum drawdown of -59.57%. Use the drawdown chart below to compare losses from any high point for IGC and XNIF.L. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-99.43%
-15.39%
IGC
XNIF.L

Volatility

IGC vs. XNIF.L - Volatility Comparison

India Globalization Capital, Inc. (IGC) has a higher volatility of 13.25% compared to Xtrackers Nifty 50 Swap UCITS ETF 1C (XNIF.L) at 4.19%. This indicates that IGC's price experiences larger fluctuations and is considered to be riskier than XNIF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
13.25%
4.19%
IGC
XNIF.L
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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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