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MOD vs. MTSI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MOD vs. MTSI - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with MOD having a 106.15% return and MTSI slightly higher at 111.27%. Over the past 10 years, MOD has outperformed MTSI with an annualized return of 39.33%, while MTSI has yielded a comparatively lower 25.43% 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%

MTSI

1D
4.77%
1M
0.55%
YTD
111.27%
6M
95.03%
1Y
189.40%
3Y*
82.14%
5Y*
43.33%
10Y*
25.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MOD vs. MTSI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MOD
Modine Manufacturing Company
106.15%15.16%94.19%200.60%96.83%-19.67%63.12%-28.77%-46.49%35.57%
MTSI
MACOM Technology Solutions Holdings, Inc.
111.27%31.85%39.76%47.59%-19.57%42.26%106.92%83.32%-55.41%-29.69%

Correlation

The correlation between MOD and MTSI is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2012

0.39

The correlation between MOD and MTSI shifts across timeframes, from 0.39 (all time) to 0.52 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MOD:

$14.86B

MTSI:

$27.91B

EPS

MOD:

$4.66

MTSI:

$2.33

PE Ratio

MOD:

59.05

MTSI:

155.44

PEG Ratio

MOD:

3.81

MTSI:

0.23

PS Ratio

MOD:

4.64

MTSI:

25.59

PB Ratio

MOD:

12.36

MTSI:

19.69

Total Revenue (TTM)

MOD:

$3.18B

MTSI:

$1.07B

Gross Profit (TTM)

MOD:

$731.10M

MTSI:

$594.25M

EBITDA (TTM)

MOD:

$276.90M

MTSI:

$245.21M

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Return for Risk

MOD vs. MTSI — Risk / Return Rank

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

MOD
MOD Risk / Return Rank: 9393
Overall Rank
MOD Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
MOD Sortino Ratio Rank: 9191
Sortino Ratio Rank
MOD Omega Ratio Rank: 9090
Omega Ratio Rank
MOD Calmar Ratio Rank: 9595
Calmar Ratio Rank
MOD Martin Ratio Rank: 9696
Martin Ratio Rank

MTSI
MTSI Risk / Return Rank: 9696
Overall Rank
MTSI Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
MTSI Sortino Ratio Rank: 9494
Sortino Ratio Rank
MTSI Omega Ratio Rank: 9494
Omega Ratio Rank
MTSI Calmar Ratio Rank: 9797
Calmar Ratio Rank
MTSI Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MOD vs. MTSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Modine Manufacturing Company (MOD) and MACOM Technology Solutions Holdings, Inc. (MTSI). 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.


MODMTSIDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.42

1.50

-0.08

Calmar ratioReturn relative to maximum drawdown

7.09

9.66

-2.57

Martin ratioReturn relative to average drawdown

20.47

25.31

-4.84

MOD vs. MTSI - Sharpe Ratio Comparison

The current MOD Sharpe Ratio is 2.94, which is comparable to the MTSI Sharpe Ratio of 3.77. The chart below compares the historical Sharpe Ratios of MOD and MTSI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MODMTSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.94

3.77

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

1.00

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.49

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.45

-0.23

Drawdowns

MOD vs. MTSI - Drawdown Comparison

The maximum MOD drawdown since its inception was -97.53%, which is greater than MTSI's maximum drawdown of -80.78%. Use the drawdown chart below to compare losses from any high point for MOD and MTSI.


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Drawdown Indicators


MODMTSIDifference

Max Drawdown

Largest peak-to-trough decline

-97.53%

-80.78%

-16.75%

Max Drawdown (1Y)

Largest decline over 1 year

-27.55%

-19.74%

-7.81%

Max Drawdown (3Y)

Largest decline over 3 years

-51.61%

-41.09%

-10.52%

Max Drawdown (5Y)

Largest decline over 5 years

-56.14%

-44.86%

-11.28%

Max Drawdown (10Y)

Largest decline over 10 years

-88.13%

-80.78%

-7.35%

Current Drawdown

Current decline from peak

-10.32%

-11.67%

+1.35%

Average Drawdown

Average peak-to-trough decline

-37.67%

-26.23%

-11.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.52%

7.52%

+2.00%

Volatility

MOD vs. MTSI - Volatility Comparison

Modine Manufacturing Company (MOD) has a higher volatility of 24.73% compared to MACOM Technology Solutions Holdings, Inc. (MTSI) at 20.61%. This indicates that MOD's price experiences larger fluctuations and is considered to be riskier than MTSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MODMTSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.73%

20.61%

+4.12%

Volatility (6M)

Calculated over the trailing 6-month period

52.64%

40.42%

+12.22%

Volatility (1Y)

Calculated over the trailing 1-year period

66.47%

50.69%

+15.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.28%

43.64%

+16.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.81%

52.42%

+6.39%

Dividends

MOD vs. MTSI - Dividend Comparison

Neither MOD nor MTSI has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

MOD vs. MTSI - Financials Comparison

This section allows you to compare key financial metrics between Modine Manufacturing Company and MACOM Technology Solutions Holdings, 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


200.00M400.00M600.00M800.00M1.00B20222023202420252026
954.40M
288.96M
(MOD) Total Revenue
(MTSI) Total Revenue
Values in USD except per share items

MOD vs. MTSI - Profitability Comparison

The chart below illustrates the profitability comparison between Modine Manufacturing Company and MACOM Technology Solutions Holdings, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
22.5%
56.9%
Portfolio components
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%.

MTSI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MACOM Technology Solutions Holdings, Inc. reported a gross profit of 164.43M and revenue of 288.96M. Therefore, the gross margin over that period was 56.9%.

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%.

MTSI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MACOM Technology Solutions Holdings, Inc. reported an operating income of 50.83M and revenue of 288.96M, resulting in an operating margin of 17.6%.

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%.

MTSI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MACOM Technology Solutions Holdings, Inc. reported a net income of 46.33M and revenue of 288.96M, resulting in a net margin of 16.0%.


Frequently Asked Questions


MOD and MTSI have a correlation of 0.52, 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 MTSI (20.61%). In terms of maximum drawdown, MOD dropped -97.53% vs MTSI's -80.78%.

MTSI currently has the higher Sharpe Ratio (3.77 vs 2.94), 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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