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ALSN vs. MOD
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ALSN vs. MOD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allison Transmission Holdings, Inc. (ALSN) and Modine Manufacturing Company (MOD). The values are adjusted to include any dividend payments, if applicable.

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ALSN vs. MOD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALSN
Allison Transmission Holdings, Inc.
19.87%-8.34%88.02%42.31%16.85%-14.08%-9.08%11.50%3.34%29.90%
MOD
Modine Manufacturing Company
62.32%15.16%94.19%200.60%96.83%-19.67%63.12%-28.77%-46.49%35.57%

Fundamentals

EPS

ALSN:

$11.06

MOD:

$1.83

PE Ratio

ALSN:

10.59

MOD:

118.40

PS Ratio

ALSN:

2.19

MOD:

4.03

Total Revenue (TTM)

ALSN:

$3.01B

MOD:

$2.87B

Gross Profit (TTM)

ALSN:

$1.46B

MOD:

$684.00M

EBITDA (TTM)

ALSN:

$982.00M

MOD:

$264.30M

Returns By Period

In the year-to-date period, ALSN achieves a 19.87% return, which is significantly lower than MOD's 62.32% return. Over the past 10 years, ALSN has underperformed MOD with an annualized return of 17.67%, while MOD has yielded a comparatively higher 34.74% annualized return.


ALSN

1D
3.96%
1M
-6.34%
YTD
19.87%
6M
38.72%
1Y
23.77%
3Y*
39.08%
5Y*
25.37%
10Y*
17.67%

MOD

1D
7.19%
1M
-4.64%
YTD
62.32%
6M
52.44%
1Y
182.36%
3Y*
111.06%
5Y*
70.32%
10Y*
34.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ALSN vs. MOD — Risk / Return Rank

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

ALSN
ALSN Risk / Return Rank: 6464
Overall Rank
ALSN Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ALSN Sortino Ratio Rank: 6565
Sortino Ratio Rank
ALSN Omega Ratio Rank: 6262
Omega Ratio Rank
ALSN Calmar Ratio Rank: 6363
Calmar Ratio Rank
ALSN Martin Ratio Rank: 6060
Martin Ratio Rank

MOD
MOD Risk / Return Rank: 9494
Overall Rank
MOD Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MOD Sortino Ratio Rank: 9191
Sortino Ratio Rank
MOD Omega Ratio Rank: 9292
Omega Ratio Rank
MOD Calmar Ratio Rank: 9696
Calmar Ratio Rank
MOD Martin Ratio Rank: 9696
Martin Ratio Rank
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.

ALSN vs. MOD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allison Transmission Holdings, Inc. (ALSN) and Modine Manufacturing Company (MOD). 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.


ALSNMODDifference

Sharpe ratio

Return per unit of total volatility

0.81

2.72

-1.91

Sortino ratio

Return per unit of downside risk

1.32

2.94

-1.63

Omega ratio

Gain probability vs. loss probability

1.16

1.41

-0.25

Calmar ratio

Return relative to maximum drawdown

0.92

6.30

-5.37

Martin ratio

Return relative to average drawdown

1.75

16.81

-15.06

ALSN vs. MOD - Sharpe Ratio Comparison

The current ALSN Sharpe Ratio is 0.81, which is lower than the MOD Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of ALSN and MOD, 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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Sharpe Ratios by Period


ALSNMODDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

2.72

-1.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

1.20

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.60

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.20

+0.29

Correlation

The correlation between ALSN and MOD is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ALSN vs. MOD - Dividend Comparison

ALSN's dividend yield for the trailing twelve months is around 0.94%, while MOD has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
ALSN
Allison Transmission Holdings, Inc.
0.94%1.10%0.93%1.58%2.02%2.09%1.58%1.24%1.37%1.39%1.78%2.32%
MOD
Modine Manufacturing Company
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ALSN vs. MOD - Drawdown Comparison

The maximum ALSN drawdown since its inception was -48.67%, smaller than the maximum MOD drawdown of -97.53%. Use the drawdown chart below to compare losses from any high point for ALSN and MOD.


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Drawdown Indicators


ALSNMODDifference

Max Drawdown

Largest peak-to-trough decline

-48.67%

-97.53%

+48.86%

Max Drawdown (1Y)

Largest decline over 1 year

-25.18%

-27.55%

+2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-33.59%

-57.47%

+23.88%

Max Drawdown (10Y)

Largest decline over 10 years

-48.67%

-88.13%

+39.46%

Current Drawdown

Current decline from peak

-7.55%

-9.14%

+1.59%

Average Drawdown

Average peak-to-trough decline

-13.10%

-37.84%

+24.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.32%

10.32%

+3.00%

Volatility

ALSN vs. MOD - Volatility Comparison

The current volatility for Allison Transmission Holdings, Inc. (ALSN) is 9.86%, while Modine Manufacturing Company (MOD) has a volatility of 24.72%. This indicates that ALSN experiences smaller price fluctuations and is considered to be less risky than MOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALSNMODDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.86%

24.72%

-14.86%

Volatility (6M)

Calculated over the trailing 6-month period

18.61%

49.88%

-31.27%

Volatility (1Y)

Calculated over the trailing 1-year period

29.31%

67.49%

-38.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.76%

59.11%

-30.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.51%

58.16%

-28.65%

Financials

ALSN vs. MOD - Financials Comparison

This section allows you to compare key financial metrics between Allison Transmission Holdings, Inc. and Modine Manufacturing Company. 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


500.00M600.00M700.00M800.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
737.00M
805.00M
(ALSN) Total Revenue
(MOD) Total Revenue
Values in USD except per share items

ALSN vs. MOD - Profitability Comparison

The chart below illustrates the profitability comparison between Allison Transmission Holdings, Inc. and Modine Manufacturing Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
48.0%
23.1%
Portfolio components
ALSN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Allison Transmission Holdings, Inc. reported a gross profit of 354.00M and revenue of 737.00M. Therefore, the gross margin over that period was 48.0%.

MOD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Modine Manufacturing Company reported a gross profit of 186.10M and revenue of 805.00M. Therefore, the gross margin over that period was 23.1%.

ALSN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Allison Transmission Holdings, Inc. reported an operating income of 171.00M and revenue of 737.00M, resulting in an operating margin of 23.2%.

MOD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Modine Manufacturing Company reported an operating income of 96.80M and revenue of 805.00M, resulting in an operating margin of 12.0%.

ALSN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Allison Transmission Holdings, Inc. reported a net income of 99.00M and revenue of 737.00M, resulting in a net margin of 13.4%.

MOD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Modine Manufacturing Company reported a net income of -47.40M and revenue of 805.00M, resulting in a net margin of -5.9%.