CLS vs. MOD
Compare and contrast key facts about Celestica Inc. (CLS) and Modine Manufacturing Company (MOD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CLS or MOD.
Performance
CLS vs. MOD - Performance Comparison
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
196.52%
50.16%
64.93%
208.64%
63.02%
23.14%
MOD
127.82%
2.42%
34.04%
162.36%
82.14%
27.14%
Fundamentals
CLS | MOD | |
---|---|---|
Market Cap | $9.79B | $6.55B |
EPS | $3.16 | $3.04 |
PE Ratio | 26.57 | 41.07 |
PEG Ratio | 19.42 | 1.10 |
Total Revenue (TTM) | $9.29B | $2.48B |
Gross Profit (TTM) | $941.37M | $592.70M |
EBITDA (TTM) | $719.13M | $340.70M |
Key characteristics
CLS | MOD | |
---|---|---|
Sharpe Ratio | 3.87 | 2.91 |
Sortino Ratio | 3.81 | 3.08 |
Omega Ratio | 1.50 | 1.42 |
Calmar Ratio | 3.02 | 7.64 |
Martin Ratio | 18.48 | 21.23 |
Ulcer Index | 11.34% | 7.98% |
Daily Std Dev | 54.17% | 58.29% |
Max Drawdown | -96.93% | -97.53% |
Current Drawdown | 0.00% | 0.00% |
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Correlation
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.
Dividends
CLS vs. MOD - Dividend Comparison
Neither CLS nor MOD has paid dividends to shareholders.
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities