AMD vs. MOD
AMD (Advanced Micro Devices, Inc.) and MOD (Modine Manufacturing Company) are both stocks. AMD operates in Semiconductors (Technology), while MOD operates in Auto Parts (Consumer Cyclical). Over the past 10 years, AMD returned 60.51%/yr vs 39.33%/yr for MOD. At a 0.27 correlation, their price movements are largely independent.
Performance
AMD vs. MOD - Performance Comparison
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Returns By Period
In the year-to-date period, AMD achieves a 128.95% return, which is significantly higher than MOD's 106.15% return. Over the past 10 years, AMD has outperformed MOD with an annualized return of 60.51%, while MOD has yielded a comparatively lower 39.33% annualized return.
AMD
- 1D
- 5.14%
- 1M
- 7.72%
- YTD
- 128.95%
- 6M
- 121.76%
- 1Y
- 322.01%
- 3Y*
- 57.74%
- 5Y*
- 43.72%
- 10Y*
- 60.51%
MOD
- 1D
- -0.46%
- 1M
- 0.82%
- YTD
- 106.15%
- 6M
- 78.85%
- 1Y
- 193.99%
- 3Y*
- 104.57%
- 5Y*
- 73.77%
- 10Y*
- 39.33%
AMD vs. MOD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMD Advanced Micro Devices, Inc. | 128.95% | 77.30% | -18.06% | 127.59% | -54.99% | 56.91% | 99.98% | 148.43% | 79.57% | -9.35% |
MOD Modine Manufacturing Company | 106.15% | 15.16% | 94.19% | 200.60% | 96.83% | -19.67% | 63.12% | -28.77% | -46.49% | 35.57% |
Correlation
The correlation between AMD and MOD is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 1990 | 0.27 |
The correlation between AMD and MOD shifts across timeframes, from 0.27 (all time) to 0.41 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
AMD:
$809.04B
MOD:
$14.86B
AMD:
$3.05
MOD:
$4.66
AMD:
160.78
MOD:
59.05
AMD:
4.29
MOD:
3.81
AMD:
21.50
MOD:
4.64
AMD:
12.55
MOD:
12.36
AMD:
$37.45B
MOD:
$3.18B
AMD:
$18.83B
MOD:
$731.10M
AMD:
$7.17B
MOD:
$276.90M
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Return for Risk
AMD vs. MOD — Risk / Return Rank
AMD
MOD
AMD vs. MOD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Advanced Micro Devices, Inc. (AMD) 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.
| AMD | MOD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.97 | ||
| Sortino ratioReturn per unit of downside risk | +1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 1.42 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 11.69 | 7.09 | +4.60 |
| Martin ratioReturn relative to average drawdown | 24.15 | 20.47 | +3.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMD | MOD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.91 | 2.94 | +1.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 1.23 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.07 | 0.67 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.21 | -0.05 |
Drawdowns
AMD vs. MOD - Drawdown Comparison
The maximum AMD drawdown since its inception was -96.59%, roughly equal to the maximum MOD drawdown of -97.53%. Use the drawdown chart below to compare losses from any high point for AMD and MOD.
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Drawdown Indicators
| AMD | MOD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.59% | -97.53% | +0.94% |
Max Drawdown (1Y)Largest decline over 1 year | -27.76% | -27.55% | -0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -63.00% | -51.61% | -11.39% |
Max Drawdown (5Y)Largest decline over 5 years | -65.45% | -56.14% | -9.31% |
Max Drawdown (10Y)Largest decline over 10 years | -65.45% | -88.13% | +22.68% |
Current DrawdownCurrent decline from peak | -9.62% | -10.32% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -56.67% | -37.67% | -19.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.41% | 9.52% | +3.89% |
Volatility
AMD vs. MOD - Volatility Comparison
The current volatility for Advanced Micro Devices, Inc. (AMD) is 22.76%, while Modine Manufacturing Company (MOD) has a volatility of 24.73%. This indicates that AMD 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
| AMD | MOD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.76% | 24.73% | -1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 49.01% | 52.64% | -3.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.18% | 66.47% | -0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.54% | 60.28% | -4.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.93% | 58.81% | -1.88% |
Dividends
AMD vs. MOD - Dividend Comparison
Neither AMD nor MOD has paid dividends to shareholders.
Financials
AMD vs. MOD - Financials Comparison
This section allows you to compare key financial metrics between Advanced Micro Devices, 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.
Total Revenue: Total amount of money received from sales and other business activities
AMD vs. MOD - Profitability Comparison
AMD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Advanced Micro Devices, Inc. reported a gross profit of 5.42B and revenue of 10.25B. Therefore, the gross margin over that period was 52.8%.
MOD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Modine Manufacturing Company reported a gross profit of 214.70M and revenue of 954.40M. Therefore, the gross margin over that period was 22.5%.
AMD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Advanced Micro Devices, Inc. reported an operating income of 1.48B and revenue of 10.25B, resulting in an operating margin of 14.4%.
MOD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Modine Manufacturing Company reported an operating income of 96.40M and revenue of 954.40M, resulting in an operating margin of 10.1%.
AMD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Advanced Micro Devices, Inc. reported a net income of 1.38B and revenue of 10.25B, resulting in a net margin of 13.5%.
MOD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Modine Manufacturing Company reported a net income of 201.50M and revenue of 954.40M, resulting in a net margin of 21.1%.
Frequently Asked Questions
AMD and MOD have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MOD has higher volatility (24.73%) compared to AMD (22.76%). In terms of maximum drawdown, AMD dropped -96.59% vs MOD's -97.53%.
AMD currently has the higher Sharpe Ratio (4.91 vs 2.94), 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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