PortfoliosLab logo
ALSN vs. MOD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ALSN and MOD is 0.53, 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.


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.

Loading data...

Key characteristics

Sharpe Ratio

ALSN:

1.31

MOD:

0.01

Sortino Ratio

ALSN:

1.79

MOD:

0.49

Omega Ratio

ALSN:

1.27

MOD:

1.07

Calmar Ratio

ALSN:

1.44

MOD:

-0.02

Martin Ratio

ALSN:

3.94

MOD:

-0.05

Ulcer Index

ALSN:

10.85%

MOD:

23.76%

Daily Std Dev

ALSN:

32.62%

MOD:

74.10%

Max Drawdown

ALSN:

-48.67%

MOD:

-97.53%

Current Drawdown

ALSN:

-11.56%

MOD:

-27.01%

Fundamentals

Market Cap

ALSN:

$8.94B

MOD:

$5.50B

EPS

ALSN:

$8.73

MOD:

$2.97

PE Ratio

ALSN:

12.16

MOD:

35.20

PEG Ratio

ALSN:

2.05

MOD:

0.74

PS Ratio

ALSN:

2.79

MOD:

2.16

PB Ratio

ALSN:

5.37

MOD:

6.30

Total Revenue (TTM)

ALSN:

$3.20B

MOD:

$1.94B

Gross Profit (TTM)

ALSN:

$1.54B

MOD:

$479.70M

EBITDA (TTM)

ALSN:

$1.14B

MOD:

$271.30M

Returns By Period

In the year-to-date period, ALSN achieves a -1.50% return, which is significantly higher than MOD's -9.83% return. Over the past 10 years, ALSN has underperformed MOD with an annualized return of 14.94%, while MOD has yielded a comparatively higher 24.17% annualized return.


ALSN

YTD

-1.50%

1M

19.58%

6M

-8.13%

1Y

42.38%

5Y*

26.19%

10Y*

14.94%

MOD

YTD

-9.83%

1M

37.79%

6M

-15.20%

1Y

2.26%

5Y*

95.60%

10Y*

24.17%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ALSN vs. MOD — Risk-Adjusted Performance Rank

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

ALSN
The Risk-Adjusted Performance Rank of ALSN is 8686
Overall Rank
The Sharpe Ratio Rank of ALSN is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of ALSN is 8282
Sortino Ratio Rank
The Omega Ratio Rank of ALSN is 8585
Omega Ratio Rank
The Calmar Ratio Rank of ALSN is 8989
Calmar Ratio Rank
The Martin Ratio Rank of ALSN is 8383
Martin Ratio Rank

MOD
The Risk-Adjusted Performance Rank of MOD is 5050
Overall Rank
The Sharpe Ratio Rank of MOD is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of MOD is 5151
Sortino Ratio Rank
The Omega Ratio Rank of MOD is 5151
Omega Ratio Rank
The Calmar Ratio Rank of MOD is 4949
Calmar Ratio Rank
The Martin Ratio Rank of MOD is 4949
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.

ALSN vs. MOD - Risk-Adjusted Performance 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.


The current ALSN Sharpe Ratio is 1.31, which is higher than the MOD Sharpe Ratio of 0.01. 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.


Loading data...

Dividends

ALSN vs. MOD - Dividend Comparison

ALSN's dividend yield for the trailing twelve months is around 0.73%, while MOD has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ALSN
Allison Transmission Holdings, Inc.
0.73%0.93%1.58%2.02%2.09%1.58%1.24%1.37%1.39%1.78%2.32%1.50%
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. For additional features, visit the drawdowns tool.


Loading data...

Volatility

ALSN vs. MOD - Volatility Comparison

The current volatility for Allison Transmission Holdings, Inc. (ALSN) is 8.31%, while Modine Manufacturing Company (MOD) has a volatility of 15.70%. 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.


Loading data...

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


300.00M400.00M500.00M600.00M700.00M800.00M20212022202320242025
766.00M
616.80M
(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%20212022202320242025
49.4%
24.3%
(ALSN) Gross Margin
(MOD) Gross Margin
ALSN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Allison Transmission Holdings, Inc. reported a gross profit of 378.00M and revenue of 766.00M. Therefore, the gross margin over that period was 49.4%.

MOD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Modine Manufacturing Company reported a gross profit of 149.60M and revenue of 616.80M. Therefore, the gross margin over that period was 24.3%.

ALSN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Allison Transmission Holdings, Inc. reported an operating income of 249.00M and revenue of 766.00M, resulting in an operating margin of 32.5%.

MOD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Modine Manufacturing Company reported an operating income of 59.30M and revenue of 616.80M, resulting in an operating margin of 9.6%.

ALSN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Allison Transmission Holdings, Inc. reported a net income of 192.00M and revenue of 766.00M, resulting in a net margin of 25.1%.

MOD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Modine Manufacturing Company reported a net income of 41.00M and revenue of 616.80M, resulting in a net margin of 6.7%.