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

Performance

CNM vs. MOD - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-25.08%
38.14%
CNM
MOD

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

YTD

10.74%

1M

-2.91%

6M

-25.08%

1Y

30.92%

5Y (annualized)

N/A

10Y (annualized)

N/A

MOD

YTD

123.87%

1M

2.39%

6M

38.14%

1Y

158.96%

5Y (annualized)

78.66%

10Y (annualized)

26.91%

Fundamentals


CNMMOD
Market Cap$9.03B$7.02B
EPS$2.09$3.05
PE Ratio21.4143.82
Total Revenue (TTM)$5.15B$2.48B
Gross Profit (TTM)$1.29B$592.70M
EBITDA (TTM)$618.00M$339.60M

Key characteristics


CNMMOD
Sharpe Ratio0.812.71
Sortino Ratio1.182.96
Omega Ratio1.181.40
Calmar Ratio0.817.12
Martin Ratio1.8119.77
Ulcer Index17.31%7.98%
Daily Std Dev38.66%58.29%
Max Drawdown-40.00%-97.53%
Current Drawdown-27.86%-1.74%

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Correlation

-0.50.00.51.00.4

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.


Sharpe ratio
The chart of Sharpe ratio for CNM, currently valued at 0.81, compared to the broader market-4.00-2.000.002.004.000.812.71
The chart of Sortino ratio for CNM, currently valued at 1.18, compared to the broader market-4.00-2.000.002.004.001.182.96
The chart of Omega ratio for CNM, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.40
The chart of Calmar ratio for CNM, currently valued at 0.81, compared to the broader market0.002.004.006.000.817.12
The chart of Martin ratio for CNM, currently valued at 1.81, compared to the broader market-10.000.0010.0020.0030.001.8119.77
CNM
MOD

The current CNM Sharpe Ratio is 0.81, which is lower than the MOD Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of CNM 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 Ratio0.002.004.006.008.00JuneJulyAugustSeptemberOctoberNovember
0.81
2.71
CNM
MOD

Dividends

CNM vs. MOD - Dividend Comparison

Neither CNM nor MOD has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-27.86%
-1.74%
CNM
MOD

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.


10.00%15.00%20.00%25.00%30.00%35.00%JuneJulyAugustSeptemberOctoberNovember
10.66%
20.02%
CNM
MOD

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items