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

Correlation

The correlation between JPPHY and IGC is 0.05, 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.


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.

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Key characteristics

Sharpe Ratio

JPPHY:

-0.22

IGC:

-0.63

Sortino Ratio

JPPHY:

0.00

IGC:

-0.83

Omega Ratio

JPPHY:

1.00

IGC:

0.90

Calmar Ratio

JPPHY:

-0.31

IGC:

-0.46

Martin Ratio

JPPHY:

-0.89

IGC:

-1.14

Ulcer Index

JPPHY:

10.92%

IGC:

40.12%

Daily Std Dev

JPPHY:

44.37%

IGC:

71.54%

Max Drawdown

JPPHY:

-39.31%

IGC:

-99.76%

Current Drawdown

JPPHY:

-25.58%

IGC:

-99.48%

Fundamentals

Market Cap

JPPHY:

$27.62B

IGC:

$24.69M

EPS

JPPHY:

$0.81

IGC:

-$0.12

PS Ratio

JPPHY:

0.00

IGC:

19.98

PB Ratio

JPPHY:

0.42

IGC:

3.81

Total Revenue (TTM)

JPPHY:

$2.72T

IGC:

$941.00K

Gross Profit (TTM)

JPPHY:

$2.66T

IGC:

$465.00K

EBITDA (TTM)

JPPHY:

$13.59B

IGC:

-$5.55M

Returns By Period

In the year-to-date period, JPPHY achieves a -10.15% return, which is significantly lower than IGC's -8.85% return.


JPPHY

YTD

-10.15%

1M

-7.65%

6M

-12.31%

1Y

-9.68%

3Y*

10.79%

5Y*

3.12%

10Y*

N/A

IGC

YTD

-8.85%

1M

10.68%

6M

-11.46%

1Y

-44.66%

3Y*

-12.34%

5Y*

-10.51%

10Y*

-2.76%

*Annualized

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Japan Post Holdings Co Ltd ADR

India Globalization Capital, Inc.

Risk-Adjusted Performance

JPPHY vs. IGC — Risk-Adjusted Performance Rank

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

JPPHY
The Risk-Adjusted Performance Rank of JPPHY is 3434
Overall Rank
The Sharpe Ratio Rank of JPPHY is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of JPPHY is 3535
Sortino Ratio Rank
The Omega Ratio Rank of JPPHY is 3535
Omega Ratio Rank
The Calmar Ratio Rank of JPPHY is 3030
Calmar Ratio Rank
The Martin Ratio Rank of JPPHY is 2929
Martin Ratio Rank

IGC
The Risk-Adjusted Performance Rank of IGC is 1818
Overall Rank
The Sharpe Ratio Rank of IGC is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of IGC is 1515
Sortino Ratio Rank
The Omega Ratio Rank of IGC is 1717
Omega Ratio Rank
The Calmar Ratio Rank of IGC is 2121
Calmar Ratio Rank
The Martin Ratio Rank of IGC is 2020
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.

JPPHY vs. IGC - Risk-Adjusted Performance 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.


The current JPPHY Sharpe Ratio is -0.22, which is higher than the IGC Sharpe Ratio of -0.63. 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.


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Dividends

JPPHY vs. IGC - Dividend Comparison

JPPHY's dividend yield for the trailing twelve months is around 1.87%, while IGC has not paid dividends to shareholders.


TTM2024202320222021202020192018
JPPHY
Japan Post Holdings Co Ltd ADR
1.87%3.28%6.00%4.35%5.74%3.18%4.91%2.07%
IGC
India Globalization Capital, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JPPHY vs. IGC - Drawdown Comparison

The maximum JPPHY drawdown since its inception was -39.31%, 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. For additional features, visit the drawdowns tool.


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Volatility

JPPHY vs. IGC - Volatility Comparison

Japan Post Holdings Co Ltd ADR (JPPHY) has a higher volatility of 15.60% compared to India Globalization Capital, Inc. (IGC) at 12.16%. 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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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00T2.00T3.00T4.00TAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
2.72T
257.00K
(JPPHY) Total Revenue
(IGC) Total Revenue
Values in USD except per share items