MOD vs. KTOS
MOD (Modine Manufacturing Company) and KTOS (Kratos Defense & Security Solutions, Inc.) are both stocks. MOD operates in Auto Parts (Consumer Cyclical), while KTOS operates in Aerospace & Defense (Industrials). Over the past 10 years, MOD returned 39.33%/yr vs 30.73%/yr for KTOS. At a 0.30 correlation, their price movements are largely independent.
Performance
MOD vs. KTOS - Performance Comparison
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Returns By Period
In the year-to-date period, MOD achieves a 106.15% return, which is significantly higher than KTOS's -23.95% return. Over the past 10 years, MOD has outperformed KTOS with an annualized return of 39.33%, while KTOS has yielded a comparatively lower 30.73% annualized return.
MOD
- 1D
- -0.46%
- 1M
- 0.82%
- YTD
- 106.15%
- 6M
- 78.85%
- 1Y
- 193.99%
- 3Y*
- 104.57%
- 5Y*
- 73.77%
- 10Y*
- 39.33%
KTOS
- 1D
- -1.35%
- 1M
- -0.28%
- YTD
- -23.95%
- 6M
- -25.06%
- 1Y
- 42.65%
- 3Y*
- 59.41%
- 5Y*
- 16.85%
- 10Y*
- 30.73%
MOD vs. KTOS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MOD Modine Manufacturing Company | 106.15% | 15.16% | 94.19% | 200.60% | 96.83% | -19.67% | 63.12% | -28.77% | -46.49% | 35.57% |
KTOS Kratos Defense & Security Solutions, Inc. | -23.95% | 187.76% | 30.01% | 96.61% | -46.80% | -29.27% | 52.30% | 27.82% | 33.05% | 43.11% |
Correlation
The correlation between MOD and KTOS is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 1999 | 0.30 |
The correlation between MOD and KTOS shifts across timeframes, from 0.24 (1 year) to 0.35 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
MOD:
$14.86B
KTOS:
$10.36B
MOD:
$4.66
KTOS:
$0.17
MOD:
59.05
KTOS:
335.24
MOD:
3.81
KTOS:
3.89
MOD:
4.64
KTOS:
6.96
MOD:
12.36
KTOS:
3.04
MOD:
$3.18B
KTOS:
$1.42B
MOD:
$731.10M
KTOS:
$259.40M
MOD:
$276.90M
KTOS:
$78.30M
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Return for Risk
MOD vs. KTOS — Risk / Return Rank
MOD
KTOS
MOD vs. KTOS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Modine Manufacturing Company (MOD) and Kratos Defense & Security Solutions, Inc. (KTOS). 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.
| MOD | KTOS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.35 | ||
| Sortino ratioReturn per unit of downside risk | +1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.15 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 7.09 | 0.71 | +6.37 |
| Martin ratioReturn relative to average drawdown | 20.47 | 1.47 | +19.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MOD | KTOS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.94 | 0.60 | +2.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.23 | 0.32 | +0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.61 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | -0.14 | +0.35 |
Drawdowns
MOD vs. KTOS - Drawdown Comparison
The maximum MOD drawdown since its inception was -97.53%, roughly equal to the maximum KTOS drawdown of -99.81%. Use the drawdown chart below to compare losses from any high point for MOD and KTOS.
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Drawdown Indicators
| MOD | KTOS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.53% | -99.81% | +2.28% |
Max Drawdown (1Y)Largest decline over 1 year | -27.55% | -60.15% | +32.60% |
Max Drawdown (3Y)Largest decline over 3 years | -51.61% | -60.15% | +8.54% |
Max Drawdown (5Y)Largest decline over 5 years | -56.14% | -69.39% | +13.25% |
Max Drawdown (10Y)Largest decline over 10 years | -88.13% | -72.74% | -15.39% |
Current DrawdownCurrent decline from peak | -10.32% | -96.34% | +86.02% |
Average DrawdownAverage peak-to-trough decline | -37.67% | -95.94% | +58.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.52% | 29.04% | -19.52% |
Volatility
MOD vs. KTOS - Volatility Comparison
Modine Manufacturing Company (MOD) and Kratos Defense & Security Solutions, Inc. (KTOS) have volatilities of 24.73% and 23.93%, 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.
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Volatility by Period
| MOD | KTOS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.73% | 23.93% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 52.64% | 56.47% | -3.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.47% | 71.96% | -5.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.28% | 52.22% | +8.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.81% | 50.78% | +8.03% |
Dividends
MOD vs. KTOS - Dividend Comparison
Neither MOD nor KTOS has paid dividends to shareholders.
Financials
MOD vs. KTOS - Financials Comparison
This section allows you to compare key financial metrics between Modine Manufacturing Company and Kratos Defense & Security Solutions, 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.
Total Revenue: Total amount of money received from sales and other business activities
MOD vs. KTOS - Profitability Comparison
MOD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Modine Manufacturing Company reported a gross profit of 214.70M and revenue of 954.40M. Therefore, the gross margin over that period was 22.5%.
KTOS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Kratos Defense & Security Solutions, Inc. reported a gross profit of 34.70M and revenue of 371.00M. Therefore, the gross margin over that period was 9.4%.
MOD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Modine Manufacturing Company reported an operating income of 96.40M and revenue of 954.40M, resulting in an operating margin of 10.1%.
KTOS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Kratos Defense & Security Solutions, Inc. reported an operating income of 4.70M and revenue of 371.00M, resulting in an operating margin of 1.3%.
MOD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Modine Manufacturing Company reported a net income of 201.50M and revenue of 954.40M, resulting in a net margin of 21.1%.
KTOS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Kratos Defense & Security Solutions, Inc. reported a net income of 11.90M and revenue of 371.00M, resulting in a net margin of 3.2%.
Frequently Asked Questions
MOD and KTOS have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MOD has higher volatility (24.73%) compared to KTOS (23.93%). In terms of maximum drawdown, MOD dropped -97.53% vs KTOS's -99.81%.
MOD currently has the higher Sharpe Ratio (2.94 vs 0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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