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

Performance

MOD vs. CAMT - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
38.04%
-29.20%
MOD
CAMT

Returns By Period

In the year-to-date period, MOD achieves a 139.90% return, which is significantly higher than CAMT's 9.79% return. Over the past 10 years, MOD has underperformed CAMT with an annualized return of 27.71%, while CAMT has yielded a comparatively higher 38.62% annualized return.


MOD

YTD

139.90%

1M

11.65%

6M

38.04%

1Y

177.56%

5Y (annualized)

80.99%

10Y (annualized)

27.71%

CAMT

YTD

9.79%

1M

-5.07%

6M

-29.20%

1Y

19.56%

5Y (annualized)

50.04%

10Y (annualized)

38.62%

Fundamentals


MODCAMT
Market Cap$7.02B$3.43B
EPS$3.05$2.18
PE Ratio43.8234.64
PEG Ratio1.130.98
Total Revenue (TTM)$2.48B$400.63M
Gross Profit (TTM)$592.70M$191.51M
EBITDA (TTM)$339.60M$105.28M

Key characteristics


MODCAMT
Sharpe Ratio3.040.35
Sortino Ratio3.160.85
Omega Ratio1.431.11
Calmar Ratio8.010.41
Martin Ratio22.250.83
Ulcer Index7.98%23.61%
Daily Std Dev58.48%56.19%
Max Drawdown-97.53%-97.74%
Current Drawdown0.00%-45.39%

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Correlation

-0.50.00.51.00.2

The correlation between MOD and CAMT is 0.22, 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

MOD vs. CAMT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Modine Manufacturing Company (MOD) and Camtek Ltd (CAMT). 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 MOD, currently valued at 3.04, compared to the broader market-4.00-2.000.002.004.003.040.35
The chart of Sortino ratio for MOD, currently valued at 3.16, compared to the broader market-4.00-2.000.002.004.006.003.160.85
The chart of Omega ratio for MOD, currently valued at 1.43, compared to the broader market0.501.001.502.001.431.11
The chart of Calmar ratio for MOD, currently valued at 8.01, compared to the broader market0.002.004.006.008.010.41
The chart of Martin ratio for MOD, currently valued at 22.25, compared to the broader market0.0010.0020.0030.0022.250.83
MOD
CAMT

The current MOD Sharpe Ratio is 3.04, which is higher than the CAMT Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of MOD and CAMT, 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
3.04
0.35
MOD
CAMT

Dividends

MOD vs. CAMT - Dividend Comparison

MOD has not paid dividends to shareholders, while CAMT's dividend yield for the trailing twelve months is around 1.77%.


TTM2023202220212020201920182017
MOD
Modine Manufacturing Company
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CAMT
Camtek Ltd
1.77%0.00%0.00%0.00%0.00%1.57%2.07%2.45%

Drawdowns

MOD vs. CAMT - Drawdown Comparison

The maximum MOD drawdown since its inception was -97.53%, roughly equal to the maximum CAMT drawdown of -97.74%. Use the drawdown chart below to compare losses from any high point for MOD and CAMT. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-45.39%
MOD
CAMT

Volatility

MOD vs. CAMT - Volatility Comparison

Modine Manufacturing Company (MOD) has a higher volatility of 20.32% compared to Camtek Ltd (CAMT) at 17.63%. This indicates that MOD's price experiences larger fluctuations and is considered to be riskier than CAMT 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
20.32%
17.63%
MOD
CAMT

Financials

MOD vs. CAMT - Financials Comparison

This section allows you to compare key financial metrics between Modine Manufacturing Company and Camtek Ltd. 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