JPPHY vs. IGC
JPPHY (Japan Post Holdings Co Ltd ADR) and IGC (India Globalization Capital, Inc.) are both stocks. JPPHY operates in Banks - Regional (Financial Services), while IGC operates in Conglomerates (Industrials). Over the past 5 years, JPPHY returned 13.39%/yr vs -31.13%/yr for IGC. At a correlation of -0.00, they often move in opposite directions.
Performance
JPPHY vs. IGC - Performance Comparison
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Returns By Period
In the year-to-date period, JPPHY achieves a 39.81% return, which is significantly higher than IGC's -6.93% return.
JPPHY
- 1D
- 7.36%
- 1M
- 10.44%
- YTD
- 39.81%
- 6M
- 39.81%
- 1Y
- 54.47%
- 3Y*
- 28.22%
- 5Y*
- 13.39%
- 10Y*
- —
IGC
- 1D
- -2.42%
- 1M
- -8.17%
- YTD
- -6.93%
- 6M
- -13.62%
- 1Y
- -14.83%
- 3Y*
- -6.46%
- 5Y*
- -31.13%
- 10Y*
- -6.24%
JPPHY vs. IGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
JPPHY Japan Post Holdings Co Ltd ADR | 39.81% | 9.06% | 13.37% | 3.02% | 11.92% | 7.19% | -21.60% | -14.55% |
IGC India Globalization Capital, Inc. | -6.93% | -16.25% | 19.96% | -11.95% | -67.42% | -37.40% | 147.62% | -50.78% |
Correlation
The correlation between JPPHY and IGC 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 | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019 | -0.00 |
Fundamentals
JPPHY:
$42.72B
IGC:
$25.71B
JPPHY:
¥131.05
IGC:
-$0.00
JPPHY:
0.62
IGC:
5.43K
JPPHY:
0.71
IGC:
4.20K
JPPHY:
¥11.42T
IGC:
$1.19M
JPPHY:
¥11.42T
IGC:
$302.00K
JPPHY:
¥856.75B
IGC:
-$8.80M
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Return for Risk
JPPHY vs. IGC — Risk / Return Rank
JPPHY
IGC
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JPPHY | IGC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.97 | ||
| Sortino ratioReturn per unit of downside risk | +1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.00 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | -0.32 | +2.07 |
| Martin ratioReturn relative to average drawdown | 4.59 | -0.49 | +5.08 |
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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.
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Drawdown Indicators
| JPPHY | IGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.81% | -99.76% | +61.95% |
Max Drawdown (1Y)Largest decline over 1 year | -31.72% | -47.15% | +15.43% |
Max Drawdown (3Y)Largest decline over 3 years | -31.72% | -63.99% | +32.27% |
Max Drawdown (5Y)Largest decline over 5 years | -31.72% | -91.13% | +59.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -98.09% | — |
Current DrawdownCurrent decline from peak | -7.39% | -99.56% | +92.17% |
Average DrawdownAverage peak-to-trough decline | -20.31% | -85.10% | +64.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.01% | 30.61% | -18.60% |
Volatility
JPPHY vs. IGC - Volatility Comparison
Japan Post Holdings Co Ltd ADR (JPPHY) has a higher volatility of 41.35% compared to India Globalization Capital, Inc. (IGC) at 9.96%. 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.
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Volatility by Period
| JPPHY | IGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 41.35% | 9.96% | +31.39% |
Volatility (6M)Calculated over the trailing 6-month period | 71.70% | 32.86% | +38.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 77.44% | 58.09% | +19.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.93% | 90.07% | -45.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.64% | 208.77% | -165.13% |
Dividends
JPPHY vs. IGC - Dividend Comparison
Neither JPPHY nor IGC 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
JPPHY vs. IGC - Financials Comparison
This section allows you to compare key financial metrics between Japan Post Holdings Co Ltd ADR and India Globalization Capital, Inc.. 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
JPPHY and IGC 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 (41.35%) compared to IGC (9.96%). In terms of maximum drawdown, JPPHY dropped -37.81% vs IGC's -99.76%.
JPPHY currently has the higher Sharpe Ratio (0.72 vs -0.26), 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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