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CAMT vs. MOD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CAMT and MOD is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

CAMT vs. MOD - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
1,095.63%
311.93%
CAMT
MOD

Key characteristics

Sharpe Ratio

CAMT:

-0.20

MOD:

-0.12

Sortino Ratio

CAMT:

0.16

MOD:

0.34

Omega Ratio

CAMT:

1.02

MOD:

1.05

Calmar Ratio

CAMT:

-0.21

MOD:

-0.17

Martin Ratio

CAMT:

-0.35

MOD:

-0.40

Ulcer Index

CAMT:

37.25%

MOD:

22.14%

Daily Std Dev

CAMT:

65.84%

MOD:

74.21%

Max Drawdown

CAMT:

-97.74%

MOD:

-97.53%

Current Drawdown

CAMT:

-51.51%

MOD:

-43.35%

Fundamentals

Market Cap

CAMT:

$3.05B

MOD:

$4.16B

EPS

CAMT:

$2.53

MOD:

$2.97

PE Ratio

CAMT:

26.46

MOD:

26.63

PEG Ratio

CAMT:

0.98

MOD:

0.55

PS Ratio

CAMT:

7.11

MOD:

1.64

PB Ratio

CAMT:

5.31

MOD:

4.73

Total Revenue (TTM)

CAMT:

$332.22M

MOD:

$1.94B

Gross Profit (TTM)

CAMT:

$161.73M

MOD:

$479.70M

EBITDA (TTM)

CAMT:

$85.70M

MOD:

$271.30M

Returns By Period

In the year-to-date period, CAMT achieves a -17.61% return, which is significantly higher than MOD's -30.02% return. Over the past 10 years, CAMT has outperformed MOD with an annualized return of 35.16%, while MOD has yielded a comparatively lower 20.40% annualized return.


CAMT

YTD

-17.61%

1M

2.99%

6M

-14.31%

1Y

-15.61%

5Y*

47.12%

10Y*

35.16%

MOD

YTD

-30.02%

1M

-6.35%

6M

-36.24%

1Y

-12.60%

5Y*

82.56%

10Y*

20.40%

*Annualized

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Risk-Adjusted Performance

CAMT vs. MOD — Risk-Adjusted Performance Rank

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

CAMT
The Risk-Adjusted Performance Rank of CAMT is 4141
Overall Rank
The Sharpe Ratio Rank of CAMT is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of CAMT is 4141
Sortino Ratio Rank
The Omega Ratio Rank of CAMT is 4141
Omega Ratio Rank
The Calmar Ratio Rank of CAMT is 3838
Calmar Ratio Rank
The Martin Ratio Rank of CAMT is 4545
Martin Ratio Rank

MOD
The Risk-Adjusted Performance Rank of MOD is 4545
Overall Rank
The Sharpe Ratio Rank of MOD is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of MOD is 4747
Sortino Ratio Rank
The Omega Ratio Rank of MOD is 4747
Omega Ratio Rank
The Calmar Ratio Rank of MOD is 4040
Calmar Ratio Rank
The Martin Ratio Rank of MOD is 4343
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.

CAMT vs. MOD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Camtek Ltd (CAMT) 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 chart of Sharpe ratio for CAMT, currently valued at -0.20, compared to the broader market-2.00-1.000.001.002.003.00
CAMT: -0.20
MOD: -0.12
The chart of Sortino ratio for CAMT, currently valued at 0.16, compared to the broader market-6.00-4.00-2.000.002.004.00
CAMT: 0.16
MOD: 0.34
The chart of Omega ratio for CAMT, currently valued at 1.02, compared to the broader market0.501.001.502.00
CAMT: 1.02
MOD: 1.05
The chart of Calmar ratio for CAMT, currently valued at -0.21, compared to the broader market0.001.002.003.004.005.00
CAMT: -0.21
MOD: -0.17
The chart of Martin ratio for CAMT, currently valued at -0.35, compared to the broader market-5.000.005.0010.0015.0020.00
CAMT: -0.35
MOD: -0.40

The current CAMT Sharpe Ratio is -0.20, which is lower than the MOD Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of CAMT 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.20
-0.12
CAMT
MOD

Dividends

CAMT vs. MOD - Dividend Comparison

Neither CAMT nor MOD has paid dividends to shareholders.


TTM20242023202220212020201920182017
CAMT
Camtek Ltd
0.00%1.65%0.00%0.00%0.00%0.00%1.57%2.07%2.45%
MOD
Modine Manufacturing Company
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CAMT vs. MOD - Drawdown Comparison

The maximum CAMT drawdown since its inception was -97.74%, roughly equal to the maximum MOD drawdown of -97.53%. Use the drawdown chart below to compare losses from any high point for CAMT and MOD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-51.51%
-43.35%
CAMT
MOD

Volatility

CAMT vs. MOD - Volatility Comparison

Camtek Ltd (CAMT) and Modine Manufacturing Company (MOD) have volatilities of 29.96% and 30.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
29.96%
30.16%
CAMT
MOD

Financials

CAMT vs. MOD - Financials Comparison

This section allows you to compare key financial metrics between Camtek Ltd 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


Values in USD except per share items