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

Correlation

The correlation between MOD and CNM is 0.55, 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.


Performance

MOD vs. CNM - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%700.00%800.00%December2025FebruaryMarchAprilMay
485.00%
159.20%
MOD
CNM

Key characteristics

Sharpe Ratio

MOD:

-0.15

CNM:

-0.30

Sortino Ratio

MOD:

0.37

CNM:

-0.13

Omega Ratio

MOD:

1.05

CNM:

0.98

Calmar Ratio

MOD:

-0.15

CNM:

-0.33

Martin Ratio

MOD:

-0.32

CNM:

-0.61

Ulcer Index

MOD:

23.34%

CNM:

21.11%

Daily Std Dev

MOD:

73.95%

CNM:

43.75%

Max Drawdown

MOD:

-97.53%

CNM:

-40.00%

Current Drawdown

MOD:

-34.93%

CNM:

-16.43%

Fundamentals

Market Cap

MOD:

$4.74B

CNM:

$10.56B

EPS

MOD:

$2.97

CNM:

$2.13

PE Ratio

MOD:

30.37

CNM:

25.04

PS Ratio

MOD:

1.80

CNM:

1.42

PB Ratio

MOD:

5.02

CNM:

5.97

Total Revenue (TTM)

MOD:

$1.94B

CNM:

$5.70B

Gross Profit (TTM)

MOD:

$479.70M

CNM:

$1.51B

EBITDA (TTM)

MOD:

$271.30M

CNM:

$699.00M

Returns By Period

In the year-to-date period, MOD achieves a -19.62% return, which is significantly lower than CNM's 1.83% return.


MOD

YTD

-19.62%

1M

29.75%

6M

-26.84%

1Y

-10.98%

5Y*

86.24%

10Y*

22.57%

CNM

YTD

1.83%

1M

16.42%

6M

12.74%

1Y

-13.05%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

MOD vs. CNM — Risk-Adjusted Performance Rank

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

MOD
The Risk-Adjusted Performance Rank of MOD is 4646
Overall Rank
The Sharpe Ratio Rank of MOD is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of MOD is 4848
Sortino Ratio Rank
The Omega Ratio Rank of MOD is 4848
Omega Ratio Rank
The Calmar Ratio Rank of MOD is 4343
Calmar Ratio Rank
The Martin Ratio Rank of MOD is 4646
Martin Ratio Rank

CNM
The Risk-Adjusted Performance Rank of CNM is 3535
Overall Rank
The Sharpe Ratio Rank of CNM is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of CNM is 3333
Sortino Ratio Rank
The Omega Ratio Rank of CNM is 3333
Omega Ratio Rank
The Calmar Ratio Rank of CNM is 3131
Calmar Ratio Rank
The Martin Ratio Rank of CNM is 3939
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.

MOD vs. CNM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Modine Manufacturing Company (MOD) and Core & Main, Inc. (CNM). 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.


The current MOD Sharpe Ratio is -0.15, which is higher than the CNM Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of MOD and CNM, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.15
-0.30
MOD
CNM

Dividends

MOD vs. CNM - Dividend Comparison

Neither MOD nor CNM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MOD vs. CNM - Drawdown Comparison

The maximum MOD drawdown since its inception was -97.53%, which is greater than CNM's maximum drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for MOD and CNM. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-34.93%
-16.43%
MOD
CNM

Volatility

MOD vs. CNM - Volatility Comparison

Modine Manufacturing Company (MOD) has a higher volatility of 22.40% compared to Core & Main, Inc. (CNM) at 12.93%. This indicates that MOD's price experiences larger fluctuations and is considered to be riskier than CNM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%December2025FebruaryMarchAprilMay
22.40%
12.93%
MOD
CNM

Financials

MOD vs. CNM - Financials Comparison

This section allows you to compare key financial metrics between Modine Manufacturing Company and Core & Main, 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


500.00M1.00B1.50B2.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
616.80M
1.70B
(MOD) Total Revenue
(CNM) Total Revenue
Values in USD except per share items

MOD vs. CNM - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

15.0%20.0%25.0%AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
24.3%
26.6%
(MOD) Gross Margin
(CNM) Gross Margin
MOD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Modine Manufacturing Company reported a gross profit of 149.60M and revenue of 616.80M. Therefore, the gross margin over that period was 24.3%.

CNM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Core & Main, Inc. reported a gross profit of 451.00M and revenue of 1.70B. Therefore, the gross margin over that period was 26.6%.

MOD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Modine Manufacturing Company reported an operating income of 59.30M and revenue of 616.80M, resulting in an operating margin of 9.6%.

CNM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Core & Main, Inc. reported an operating income of 124.00M and revenue of 1.70B, resulting in an operating margin of 7.3%.

MOD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Modine Manufacturing Company reported a net income of 41.00M and revenue of 616.80M, resulting in a net margin of 6.7%.

CNM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Core & Main, Inc. reported a net income of 64.00M and revenue of 1.70B, resulting in a net margin of 3.8%.