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

Performance

CLS vs. MOD - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
61.14%
40.58%
CLS
MOD

Returns By Period

In the year-to-date period, CLS achieves a 196.52% return, which is significantly higher than MOD's 127.82% return. Over the past 10 years, CLS has underperformed MOD with an annualized return of 23.14%, while MOD has yielded a comparatively higher 27.14% annualized return.


CLS

YTD

196.52%

1M

50.16%

6M

64.93%

1Y

208.64%

5Y (annualized)

63.02%

10Y (annualized)

23.14%

MOD

YTD

127.82%

1M

2.42%

6M

34.04%

1Y

162.36%

5Y (annualized)

82.14%

10Y (annualized)

27.14%

Fundamentals


CLSMOD
Market Cap$9.79B$6.55B
EPS$3.16$3.04
PE Ratio26.5741.07
PEG Ratio19.421.10
Total Revenue (TTM)$9.29B$2.48B
Gross Profit (TTM)$941.37M$592.70M
EBITDA (TTM)$719.13M$340.70M

Key characteristics


CLSMOD
Sharpe Ratio3.872.91
Sortino Ratio3.813.08
Omega Ratio1.501.42
Calmar Ratio3.027.64
Martin Ratio18.4821.23
Ulcer Index11.34%7.98%
Daily Std Dev54.17%58.29%
Max Drawdown-96.93%-97.53%
Current Drawdown0.00%0.00%

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Correlation

-0.50.00.51.00.4

The correlation between CLS and MOD is 0.38, 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.

Risk-Adjusted Performance

CLS vs. MOD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Celestica Inc. (CLS) 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.


Sharpe ratio
The chart of Sharpe ratio for CLS, currently valued at 3.87, compared to the broader market-4.00-2.000.002.004.003.872.91
The chart of Sortino ratio for CLS, currently valued at 3.81, compared to the broader market-4.00-2.000.002.004.003.813.08
The chart of Omega ratio for CLS, currently valued at 1.50, compared to the broader market0.501.001.502.001.501.42
The chart of Calmar ratio for CLS, currently valued at 3.02, compared to the broader market0.002.004.006.003.027.64
The chart of Martin ratio for CLS, currently valued at 18.48, compared to the broader market-10.000.0010.0020.0030.0018.4821.23
CLS
MOD

The current CLS Sharpe Ratio is 3.87, which is higher than the MOD Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of CLS 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 Ratio2.004.006.008.0010.00JuneJulyAugustSeptemberOctoberNovember
3.87
2.91
CLS
MOD

Dividends

CLS vs. MOD - Dividend Comparison

Neither CLS nor MOD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CLS vs. MOD - Drawdown Comparison

The maximum CLS drawdown since its inception was -96.93%, roughly equal to the maximum MOD drawdown of -97.53%. Use the drawdown chart below to compare losses from any high point for CLS and MOD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
CLS
MOD

Volatility

CLS vs. MOD - Volatility Comparison

Celestica Inc. (CLS) and Modine Manufacturing Company (MOD) have volatilities of 19.29% and 19.98%, 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%JuneJulyAugustSeptemberOctoberNovember
19.29%
19.98%
CLS
MOD

Financials

CLS vs. MOD - Financials Comparison

This section allows you to compare key financial metrics between Celestica 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


Values in USD except per share items