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COHR vs. MOD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

COHR vs. MOD - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with COHR having a 108.61% return and MOD slightly lower at 105.60%. Over the past 10 years, COHR has underperformed MOD with an annualized return of 34.35%, while MOD has yielded a comparatively higher 39.93% annualized return.


COHR

1D
5.90%
1M
-4.63%
YTD
108.61%
6M
115.90%
1Y
375.64%
3Y*
107.95%
5Y*
40.59%
10Y*
34.35%

MOD

1D
1.10%
1M
-1.68%
YTD
105.60%
6M
96.24%
1Y
182.79%
3Y*
103.03%
5Y*
73.98%
10Y*
39.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COHR vs. MOD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COHR
Coherent, Inc.
108.61%94.84%117.62%24.02%-48.63%-10.04%125.60%3.73%-30.86%58.35%
MOD
Modine Manufacturing Company
105.60%15.16%94.19%200.60%96.83%-19.67%63.12%-28.77%-46.49%35.57%

Correlation

The correlation between COHR and MOD is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.51

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Mar 26, 1990

0.31

The correlation between COHR and MOD shifts across timeframes, from 0.31 (all time) to 0.51 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

COHR:

$1.64K

MOD:

$4.66

PE Ratio

COHR:

0.23

MOD:

58.90

PEG Ratio

COHR:

0.04

MOD:

3.80

PS Ratio

COHR:

0.02

MOD:

4.62

Total Revenue (TTM)

COHR:

$1.81T

MOD:

$3.18B

Gross Profit (TTM)

COHR:

$1.76B

MOD:

$731.10M

EBITDA (TTM)

COHR:

$960.76M

MOD:

$276.90M

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Return for Risk

COHR vs. MOD — Risk / Return Rank

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

COHR
COHR Risk / Return Rank: 9797
Overall Rank
COHR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
COHR Sortino Ratio Rank: 9595
Sortino Ratio Rank
COHR Omega Ratio Rank: 9595
Omega Ratio Rank
COHR Calmar Ratio Rank: 9999
Calmar Ratio Rank
COHR Martin Ratio Rank: 9999
Martin Ratio Rank

MOD
MOD Risk / Return Rank: 9393
Overall Rank
MOD Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
MOD Sortino Ratio Rank: 9090
Sortino Ratio Rank
MOD Omega Ratio Rank: 9090
Omega Ratio Rank
MOD Calmar Ratio Rank: 9595
Calmar Ratio Rank
MOD Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COHR vs. MOD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Coherent, Inc. (COHR) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


COHRMODDifference
Sharpe ratioReturn per unit of total volatility

+2.38

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.54

1.40

+0.14

Calmar ratioReturn relative to maximum drawdown

14.28

6.68

+7.60

Martin ratioReturn relative to average drawdown

39.14

19.05

+20.09

COHR vs. MOD - Sharpe Ratio Comparison

The current COHR Sharpe Ratio is 5.14, which is higher than the MOD Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of COHR and MOD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

COHR vs. MOD - Drawdown Comparison

The maximum COHR drawdown since its inception was -80.89%, smaller than the maximum MOD drawdown of -97.53%. Use the drawdown chart below to compare losses from any high point for COHR and MOD.


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Drawdown Indicators


COHRMODDifference

Max Drawdown

Largest peak-to-trough decline

-80.89%

-97.53%

+16.64%

Max Drawdown (1Y)

Largest decline over 1 year

-26.52%

-27.55%

+1.03%

Max Drawdown (3Y)

Largest decline over 3 years

-54.85%

-51.61%

-3.24%

Max Drawdown (5Y)

Largest decline over 5 years

-62.87%

-56.14%

-6.73%

Max Drawdown (10Y)

Largest decline over 10 years

-72.22%

-88.13%

+15.91%

Current Drawdown

Current decline from peak

-9.81%

-10.55%

+0.74%

Average Drawdown

Average peak-to-trough decline

-35.02%

-37.66%

+2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.66%

9.64%

+0.02%

Volatility

COHR vs. MOD - Volatility Comparison

Coherent, Inc. (COHR) has a higher volatility of 27.87% compared to Modine Manufacturing Company (MOD) at 25.85%. This indicates that COHR's price experiences larger fluctuations and is considered to be riskier than MOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COHRMODDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.87%

25.85%

+2.02%

Volatility (6M)

Calculated over the trailing 6-month period

57.45%

52.74%

+4.71%

Volatility (1Y)

Calculated over the trailing 1-year period

73.72%

66.82%

+6.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.62%

60.36%

+1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.55%

58.84%

-2.29%

Dividends

COHR vs. MOD - Dividend Comparison

Neither COHR nor MOD has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

COHR vs. MOD - Financials Comparison

This section allows you to compare key financial metrics between Coherent, 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


0.00500.00B1.00T1.50T2.00T20222023202420252026
1.81T
954.40M
(COHR) Total Revenue
(MOD) Total Revenue
Values in USD except per share items

COHR vs. MOD - Profitability Comparison

The chart below illustrates the profitability comparison between Coherent, Inc. and Modine Manufacturing Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%202220232024202520260
22.5%
Portfolio components
COHR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Coherent, Inc. reported a gross profit of 0.00 and revenue of 1.81T. Therefore, the gross margin over that period was 0.0%.

MOD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Modine Manufacturing Company reported a gross profit of 214.70M and revenue of 954.40M. Therefore, the gross margin over that period was 22.5%.

COHR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Coherent, Inc. reported an operating income of 0.00 and revenue of 1.81T, resulting in an operating margin of 0.0%.

MOD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Modine Manufacturing Company reported an operating income of 96.40M and revenue of 954.40M, resulting in an operating margin of 10.1%.

COHR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Coherent, Inc. reported a net income of 191.40B and revenue of 1.81T, resulting in a net margin of 10.6%.

MOD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Modine Manufacturing Company reported a net income of 201.50M and revenue of 954.40M, resulting in a net margin of 21.1%.


Frequently Asked Questions


COHR and MOD have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COHR has higher volatility (27.87%) compared to MOD (25.85%). In terms of maximum drawdown, COHR dropped -80.89% vs MOD's -97.53%.

COHR currently has the higher Sharpe Ratio (5.14 vs 2.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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