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

Performance

ATI vs. MOD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allegheny Technologies Incorporated (ATI) and Modine Manufacturing Company (MOD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ATI achieves a 72.95% return, which is significantly lower than MOD's 105.60% return. Over the past 10 years, ATI has underperformed MOD with an annualized return of 31.31%, while MOD has yielded a comparatively higher 39.93% annualized return.


ATI

1D
-0.51%
1M
28.70%
YTD
72.95%
6M
82.16%
1Y
133.59%
3Y*
69.52%
5Y*
52.82%
10Y*
31.31%

MOD

1D
1.10%
1M
1.19%
YTD
105.60%
6M
96.24%
1Y
192.89%
3Y*
103.03%
5Y*
73.98%
10Y*
39.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ATI vs. MOD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ATI
Allegheny Technologies Incorporated
72.95%108.50%21.05%52.28%87.45%-5.01%-18.83%-5.10%-9.82%51.54%
MOD
Modine Manufacturing Company
105.60%15.16%94.19%200.60%96.83%-19.67%63.12%-28.77%-46.49%35.57%

Correlation

The correlation between ATI and MOD is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Nov 29, 1999

0.43

The correlation between ATI and MOD has been stable across timeframes, ranging from 0.43 to 0.51 - a consistent structural relationship.

Fundamentals

EPS

ATI:

$4.02

MOD:

$4.66

PE Ratio

ATI:

49.39

MOD:

58.90

PEG Ratio

ATI:

2.13

MOD:

3.80

PS Ratio

ATI:

4.57

MOD:

4.62

Total Revenue (TTM)

ATI:

$4.59B

MOD:

$3.18B

Gross Profit (TTM)

ATI:

$1.04B

MOD:

$731.10M

EBITDA (TTM)

ATI:

$773.10M

MOD:

$276.90M

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Return for Risk

ATI vs. MOD — Risk / Return Rank

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

ATI
ATI Risk / Return Rank: 9494
Overall Rank
ATI Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ATI Sortino Ratio Rank: 9393
Sortino Ratio Rank
ATI Omega Ratio Rank: 9494
Omega Ratio Rank
ATI Calmar Ratio Rank: 9393
Calmar Ratio Rank
ATI Martin Ratio Rank: 9292
Martin Ratio Rank

MOD
MOD Risk / Return Rank: 9393
Overall Rank
MOD Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
MOD Sortino Ratio Rank: 9090
Sortino Ratio Rank
MOD Omega Ratio Rank: 9090
Omega Ratio Rank
MOD Calmar Ratio Rank: 9595
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.

ATI vs. MOD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allegheny Technologies Incorporated (ATI) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ATIMODDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.51

1.40

+0.11

Calmar ratioReturn relative to maximum drawdown

5.40

6.68

-1.28

Martin ratioReturn relative to average drawdown

13.48

19.05

-5.57

ATI vs. MOD - Sharpe Ratio Comparison

The current ATI Sharpe Ratio is 3.21, which is comparable to the MOD Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of ATI and MOD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ATI vs. MOD - Drawdown Comparison

The maximum ATI drawdown since its inception was -94.72%, roughly equal to the maximum MOD drawdown of -97.53%. Use the drawdown chart below to compare losses from any high point for ATI and MOD.


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Drawdown Indicators


ATIMODDifference

Max Drawdown

Largest peak-to-trough decline

-94.72%

-97.53%

+2.81%

Max Drawdown (1Y)

Largest decline over 1 year

-25.31%

-27.55%

+2.24%

Max Drawdown (3Y)

Largest decline over 3 years

-38.02%

-51.61%

+13.59%

Max Drawdown (5Y)

Largest decline over 5 years

-39.03%

-56.14%

+17.11%

Max Drawdown (10Y)

Largest decline over 10 years

-82.43%

-88.13%

+5.70%

Current Drawdown

Current decline from peak

-0.51%

-10.55%

+10.04%

Average Drawdown

Average peak-to-trough decline

-60.76%

-37.66%

-23.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.12%

9.64%

+0.48%

Volatility

ATI vs. MOD - Volatility Comparison

The current volatility for Allegheny Technologies Incorporated (ATI) is 13.44%, while Modine Manufacturing Company (MOD) has a volatility of 25.85%. This indicates that ATI 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


ATIMODDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.44%

25.85%

-12.41%

Volatility (6M)

Calculated over the trailing 6-month period

29.89%

52.74%

-22.85%

Volatility (1Y)

Calculated over the trailing 1-year period

42.63%

66.82%

-24.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.12%

60.36%

-17.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.55%

58.84%

-7.29%

Dividends

ATI vs. MOD - Dividend Comparison

Neither ATI nor MOD has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ATI
Allegheny Technologies Incorporated
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.51%5.51%
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%

Financials

ATI vs. MOD - Financials Comparison

This section allows you to compare key financial metrics between Allegheny Technologies Incorporated 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


400.00M600.00M800.00M1.00B1.20B20222023202420252026
1.15B
954.40M
(ATI) Total Revenue
(MOD) Total Revenue
Values in USD except per share items

ATI vs. MOD - Profitability Comparison

The chart below illustrates the profitability comparison between Allegheny Technologies Incorporated 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%15.0%20.0%25.0%20222023202420252026
22.8%
22.5%
Portfolio components
ATI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Allegheny Technologies Incorporated reported a gross profit of 262.90M and revenue of 1.15B. Therefore, the gross margin over that period was 22.8%.

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%.

ATI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Allegheny Technologies Incorporated reported an operating income of 163.80M and revenue of 1.15B, resulting in an operating margin of 14.2%.

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%.

ATI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Allegheny Technologies Incorporated reported a net income of 118.20M and revenue of 1.15B, resulting in a net margin of 10.3%.

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


ATI and MOD have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MOD has higher volatility (25.85%) compared to ATI (13.44%). In terms of maximum drawdown, ATI dropped -94.72% vs MOD's -97.53%.

ATI currently has the higher Sharpe Ratio (3.21 vs 2.75), 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.

Portfolio Optimizer

Find the right allocation for ATI and MOD

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