CNM vs. MOD
Compare and contrast key facts about Core & Main, Inc. (CNM) and Modine Manufacturing Company (MOD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CNM or MOD.
Performance
CNM vs. MOD - Performance Comparison
Returns By Period
In the year-to-date period, CNM achieves a 10.74% return, which is significantly lower than MOD's 123.87% return.
CNM
10.74%
-2.91%
-25.08%
30.92%
N/A
N/A
MOD
123.87%
2.39%
38.14%
158.96%
78.66%
26.91%
Fundamentals
CNM | MOD | |
---|---|---|
Market Cap | $9.03B | $7.02B |
EPS | $2.09 | $3.05 |
PE Ratio | 21.41 | 43.82 |
Total Revenue (TTM) | $5.15B | $2.48B |
Gross Profit (TTM) | $1.29B | $592.70M |
EBITDA (TTM) | $618.00M | $339.60M |
Key characteristics
CNM | MOD | |
---|---|---|
Sharpe Ratio | 0.81 | 2.71 |
Sortino Ratio | 1.18 | 2.96 |
Omega Ratio | 1.18 | 1.40 |
Calmar Ratio | 0.81 | 7.12 |
Martin Ratio | 1.81 | 19.77 |
Ulcer Index | 17.31% | 7.98% |
Daily Std Dev | 38.66% | 58.29% |
Max Drawdown | -40.00% | -97.53% |
Current Drawdown | -27.86% | -1.74% |
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Correlation
The correlation between CNM and MOD is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
CNM vs. MOD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Core & Main, Inc. (CNM) 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
CNM vs. MOD - Dividend Comparison
Neither CNM nor MOD has paid dividends to shareholders.
Drawdowns
CNM vs. MOD - Drawdown Comparison
The maximum CNM drawdown since its inception was -40.00%, smaller than the maximum MOD drawdown of -97.53%. Use the drawdown chart below to compare losses from any high point for CNM and MOD. For additional features, visit the drawdowns tool.
Volatility
CNM vs. MOD - Volatility Comparison
The current volatility for Core & Main, Inc. (CNM) is 10.66%, while Modine Manufacturing Company (MOD) has a volatility of 20.02%. This indicates that CNM 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.
Financials
CNM vs. MOD - Financials Comparison
This section allows you to compare key financial metrics between Core & Main, 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