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

Correlation

The correlation between MOD and CNM is 0.44, 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.


-0.50.00.51.00.4

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.

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
26.44%
-1.96%
MOD
CNM

Key characteristics

Sharpe Ratio

MOD:

1.83

CNM:

0.67

Sortino Ratio

MOD:

2.30

CNM:

1.12

Omega Ratio

MOD:

1.31

CNM:

1.17

Calmar Ratio

MOD:

4.93

CNM:

0.72

Martin Ratio

MOD:

13.08

CNM:

1.54

Ulcer Index

MOD:

8.36%

CNM:

18.14%

Daily Std Dev

MOD:

59.69%

CNM:

41.82%

Max Drawdown

MOD:

-97.53%

CNM:

-40.00%

Current Drawdown

MOD:

-16.99%

CNM:

-18.52%

Fundamentals

Market Cap

MOD:

$6.70B

CNM:

$10.33B

EPS

MOD:

$3.04

CNM:

$2.14

PE Ratio

MOD:

42.00

CNM:

24.29

Total Revenue (TTM)

MOD:

$2.48B

CNM:

$7.18B

Gross Profit (TTM)

MOD:

$592.70M

CNM:

$1.83B

EBITDA (TTM)

MOD:

$339.60M

CNM:

$890.00M

Returns By Period

In the year-to-date period, MOD achieves a 99.15% return, which is significantly higher than CNM's 25.07% return.


MOD

YTD

99.15%

1M

-11.04%

6M

26.44%

1Y

105.59%

5Y*

73.21%

10Y*

24.18%

CNM

YTD

25.07%

1M

12.94%

6M

-1.96%

1Y

26.32%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for MOD, currently valued at 1.83, compared to the broader market-4.00-2.000.002.001.830.67
The chart of Sortino ratio for MOD, currently valued at 2.30, compared to the broader market-4.00-2.000.002.004.002.301.12
The chart of Omega ratio for MOD, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.17
The chart of Calmar ratio for MOD, currently valued at 4.93, compared to the broader market0.002.004.006.004.930.72
The chart of Martin ratio for MOD, currently valued at 13.08, compared to the broader market-5.000.005.0010.0015.0020.0025.0013.081.54
MOD
CNM

The current MOD Sharpe Ratio is 1.83, which is higher than the CNM Sharpe Ratio of 0.67. 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.83
0.67
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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.99%
-18.52%
MOD
CNM

Volatility

MOD vs. CNM - Volatility Comparison

Modine Manufacturing Company (MOD) and Core & Main, Inc. (CNM) have volatilities of 16.15% and 16.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
16.15%
16.86%
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


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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