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

Correlation

The correlation between DAN and MOD is 0.57, 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.


-0.50.00.51.00.6

Performance

DAN vs. MOD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dana Incorporated (DAN) 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%SeptemberOctoberNovemberDecember2025February
59.56%
-14.58%
DAN
MOD

Key characteristics

Sharpe Ratio

DAN:

0.64

MOD:

0.28

Sortino Ratio

DAN:

1.20

MOD:

0.81

Omega Ratio

DAN:

1.16

MOD:

1.12

Calmar Ratio

DAN:

0.42

MOD:

0.51

Martin Ratio

DAN:

1.64

MOD:

1.49

Ulcer Index

DAN:

19.01%

MOD:

12.24%

Daily Std Dev

DAN:

48.82%

MOD:

66.42%

Max Drawdown

DAN:

-98.43%

MOD:

-97.53%

Current Drawdown

DAN:

-43.49%

MOD:

-35.51%

Fundamentals

Market Cap

DAN:

$2.45B

MOD:

$4.86B

EPS

DAN:

-$0.11

MOD:

$2.97

PEG Ratio

DAN:

6.85

MOD:

0.60

Total Revenue (TTM)

DAN:

$7.95B

MOD:

$2.54B

Gross Profit (TTM)

DAN:

$723.00M

MOD:

$615.00M

EBITDA (TTM)

DAN:

$627.00M

MOD:

$347.50M

Returns By Period

In the year-to-date period, DAN achieves a 46.02% return, which is significantly higher than MOD's -20.33% return. Over the past 10 years, DAN has underperformed MOD with an annualized return of -0.97%, while MOD has yielded a comparatively higher 21.52% annualized return.


DAN

YTD

46.02%

1M

30.65%

6M

59.56%

1Y

29.49%

5Y*

1.21%

10Y*

-0.97%

MOD

YTD

-20.33%

1M

-30.45%

6M

-14.58%

1Y

15.18%

5Y*

60.85%

10Y*

21.52%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DAN vs. MOD — Risk-Adjusted Performance Rank

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

DAN
The Risk-Adjusted Performance Rank of DAN is 6363
Overall Rank
The Sharpe Ratio Rank of DAN is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of DAN is 6161
Sortino Ratio Rank
The Omega Ratio Rank of DAN is 6262
Omega Ratio Rank
The Calmar Ratio Rank of DAN is 6363
Calmar Ratio Rank
The Martin Ratio Rank of DAN is 6363
Martin Ratio Rank

MOD
The Risk-Adjusted Performance Rank of MOD is 5858
Overall Rank
The Sharpe Ratio Rank of MOD is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of MOD is 5353
Sortino Ratio Rank
The Omega Ratio Rank of MOD is 5454
Omega Ratio Rank
The Calmar Ratio Rank of MOD is 6666
Calmar Ratio Rank
The Martin Ratio Rank of MOD is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DAN vs. MOD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dana Incorporated (DAN) 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 DAN, currently valued at 0.64, compared to the broader market-2.000.002.004.000.640.28
The chart of Sortino ratio for DAN, currently valued at 1.20, compared to the broader market-6.00-4.00-2.000.002.004.006.001.200.81
The chart of Omega ratio for DAN, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.12
The chart of Calmar ratio for DAN, currently valued at 0.42, compared to the broader market0.002.004.006.000.420.51
The chart of Martin ratio for DAN, currently valued at 1.64, compared to the broader market0.0010.0020.0030.001.641.49
DAN
MOD

The current DAN Sharpe Ratio is 0.64, which is higher than the MOD Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of DAN 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 Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.64
0.28
DAN
MOD

Dividends

DAN vs. MOD - Dividend Comparison

DAN's dividend yield for the trailing twelve months is around 2.37%, while MOD has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
DAN
Dana Incorporated
2.37%3.46%2.74%2.64%1.75%0.51%2.20%2.93%0.75%1.26%1.67%0.92%
MOD
Modine Manufacturing Company
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DAN vs. MOD - Drawdown Comparison

The maximum DAN drawdown since its inception was -98.43%, roughly equal to the maximum MOD drawdown of -97.53%. Use the drawdown chart below to compare losses from any high point for DAN and MOD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-43.49%
-35.51%
DAN
MOD

Volatility

DAN vs. MOD - Volatility Comparison

The current volatility for Dana Incorporated (DAN) is 16.63%, while Modine Manufacturing Company (MOD) has a volatility of 34.29%. This indicates that DAN 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%SeptemberOctoberNovemberDecember2025February
16.63%
34.29%
DAN
MOD

Financials

DAN vs. MOD - Financials Comparison

This section allows you to compare key financial metrics between Dana Incorporated 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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