JPPHY vs. IGC

Last updated Apr 2, 2026

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

Performance

JPPHY vs. IGC - Performance Comparison

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

JPPHY vs. IGC - Yearly Performance Comparison

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

Fundamentals

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

Returns By Period

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

JPPHY

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

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%

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

Return for Risk

JPPHY vs. IGC — Risk / Return Rank

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

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

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

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.

JPPHY vs. IGC - Risk-Adjusted Trends Comparison

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

	JPPHY	IGC	Difference
Sharpe ratio Return per unit of total volatility	0.32	-0.09	+0.40
Sortino ratio Return per unit of downside risk	0.90	0.31	+0.60
Omega ratio Gain probability vs. loss probability	1.18	1.03	+0.15
Calmar ratio Return relative to maximum drawdown	0.37	-0.10	+0.48
Martin ratio Return relative to average drawdown	0.70	-0.19	+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.

JPPHY vs. IGC - Sharpe Ratio Comparison

The current JPPHY Sharpe Ratio is 0.32, which is higher than the IGC Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of JPPHY and IGC, 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

	JPPHY	IGC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.32	-0.09	+0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.17	-0.35	+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	0.10	-0.14	+0.24

Correlation

The correlation between JPPHY and IGC 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

JPPHY vs. IGC - Dividend Comparison

Neither JPPHY nor IGC has paid dividends to shareholders.

	TTM	2025	2024	2023	2022
JPPHY Japan Post Holdings Co Ltd ADR	0.00%	0.00%	0.00%	0.00%	4.35%
IGC India Globalization Capital, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

JPPHY vs. IGC - Drawdown Comparison

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

Drawdown Indicators

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

Volatility

JPPHY vs. IGC - Volatility Comparison

Japan Post Holdings Co Ltd ADR (JPPHY) has a higher volatility of 29.32% compared to India Globalization Capital, Inc. (IGC) at 14.49%. This indicates that JPPHY's price experiences larger fluctuations and is considered to be riskier than IGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

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

Financials