PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MOD vs. CLS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

MOD vs. CLS - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
45.25%
65.14%
MOD
CLS

Returns By Period

In the year-to-date period, MOD achieves a 135.33% return, which is significantly lower than CLS's 212.30% return. Over the past 10 years, MOD has outperformed CLS with an annualized return of 27.49%, while CLS has yielded a comparatively lower 23.72% annualized return.


MOD

YTD

135.33%

1M

9.10%

6M

45.25%

1Y

172.27%

5Y (annualized)

80.37%

10Y (annualized)

27.49%

CLS

YTD

212.30%

1M

63.29%

6M

65.14%

1Y

243.63%

5Y (annualized)

64.79%

10Y (annualized)

23.72%

Fundamentals


MODCLS
Market Cap$7.02B$10.12B
EPS$3.05$3.17
PE Ratio43.8227.44
PEG Ratio1.1319.42
Total Revenue (TTM)$2.48B$9.29B
Gross Profit (TTM)$592.70M$941.37M
EBITDA (TTM)$339.60M$719.13M

Key characteristics


MODCLS
Sharpe Ratio2.954.45
Sortino Ratio3.114.14
Omega Ratio1.431.55
Calmar Ratio7.773.47
Martin Ratio21.5821.33
Ulcer Index7.98%11.30%
Daily Std Dev58.47%54.12%
Max Drawdown-97.53%-96.93%
Current Drawdown0.00%0.00%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.4

The correlation between MOD and CLS is 0.38, 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. CLS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Modine Manufacturing Company (MOD) and Celestica Inc. (CLS). 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 2.95, compared to the broader market-4.00-2.000.002.004.002.954.45
The chart of Sortino ratio for MOD, currently valued at 3.11, compared to the broader market-4.00-2.000.002.004.003.114.14
The chart of Omega ratio for MOD, currently valued at 1.43, compared to the broader market0.501.001.502.001.431.55
The chart of Calmar ratio for MOD, currently valued at 7.77, compared to the broader market0.002.004.006.007.773.47
The chart of Martin ratio for MOD, currently valued at 21.58, compared to the broader market0.0010.0020.0030.0021.5821.33
MOD
CLS

The current MOD Sharpe Ratio is 2.95, which is lower than the CLS Sharpe Ratio of 4.45. The chart below compares the historical Sharpe Ratios of MOD and CLS, 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 Ratio2.004.006.008.0010.00JuneJulyAugustSeptemberOctoberNovember
2.95
4.45
MOD
CLS

Dividends

MOD vs. CLS - Dividend Comparison

Neither MOD nor CLS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MOD vs. CLS - Drawdown Comparison

The maximum MOD drawdown since its inception was -97.53%, roughly equal to the maximum CLS drawdown of -96.93%. Use the drawdown chart below to compare losses from any high point for MOD and CLS. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
MOD
CLS

Volatility

MOD vs. CLS - Volatility Comparison

Modine Manufacturing Company (MOD) has a higher volatility of 20.57% compared to Celestica Inc. (CLS) at 19.31%. This indicates that MOD's price experiences larger fluctuations and is considered to be riskier than CLS 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
20.57%
19.31%
MOD
CLS

Financials

MOD vs. CLS - Financials Comparison

This section allows you to compare key financial metrics between Modine Manufacturing Company and Celestica Inc.. 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