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

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.

-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.17%
-27.98%
JPPHY
IGC

Returns By Period

In the year-to-date period, JPPHY achieves a 11.72% return, which is significantly lower than IGC's 25.89% return.


JPPHY

YTD

11.72%

1M

0.47%

6M

-4.16%

1Y

12.44%

5Y (annualized)

4.40%

10Y (annualized)

N/A

IGC

YTD

25.89%

1M

-14.25%

6M

-28.06%

1Y

10.16%

5Y (annualized)

-14.72%

10Y (annualized)

-7.41%

Fundamentals


JPPHYIGC
Market Cap$29.70B$25.81M
EPS$0.58-$0.20
Total Revenue (TTM)$8.95T$1.18M
Gross Profit (TTM)$8.90T$525.00K
EBITDA (TTM)-$10.50B-$8.82M

Key characteristics


JPPHYIGC
Sharpe Ratio0.450.16
Sortino Ratio0.830.97
Omega Ratio1.231.12
Calmar Ratio1.070.14
Martin Ratio1.990.43
Ulcer Index6.24%31.65%
Daily Std Dev27.71%86.90%
Max Drawdown-39.31%-99.76%
Current Drawdown-8.99%-99.41%

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Correlation

-0.50.00.51.0-0.0

The correlation between JPPHY and IGC is -0.01. 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.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for JPPHY, currently valued at 0.45, compared to the broader market-4.00-2.000.002.004.000.450.16
The chart of Sortino ratio for JPPHY, currently valued at 0.83, compared to the broader market-4.00-2.000.002.004.000.830.97
The chart of Omega ratio for JPPHY, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.12
The chart of Calmar ratio for JPPHY, currently valued at 1.07, compared to the broader market0.002.004.006.001.070.14
The chart of Martin ratio for JPPHY, currently valued at 1.99, compared to the broader market0.0010.0020.0030.001.990.43
JPPHY
IGC

The current JPPHY Sharpe Ratio is 0.45, which is higher than the IGC Sharpe Ratio of 0.16. 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.

Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.45
0.16
JPPHY
IGC

Dividends

JPPHY vs. IGC - Dividend Comparison

JPPHY's dividend yield for the trailing twelve months is around 1.65%, while IGC has not paid dividends to shareholders.


TTM202320222021202020192018
JPPHY
Japan Post Holdings Co Ltd ADR
1.65%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%

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.99%
-97.29%
JPPHY
IGC

Volatility

JPPHY vs. IGC - Volatility Comparison

The current volatility for Japan Post Holdings Co Ltd ADR (JPPHY) is 8.46%, while India Globalization Capital, Inc. (IGC) has a volatility of 11.70%. This indicates that JPPHY experiences smaller price fluctuations and is considered to be less risky than IGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
8.46%
11.70%
JPPHY
IGC

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


Values in USD except per share items