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

Performance

MOD vs. NVDA - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
24.47%
46.95%
MOD
NVDA

Returns By Period

In the year-to-date period, MOD achieves a 111.56% return, which is significantly lower than NVDA's 183.07% return. Over the past 10 years, MOD has underperformed NVDA with an annualized return of 26.22%, while NVDA has yielded a comparatively higher 76.29% annualized return.


MOD

YTD

111.56%

1M

-4.89%

6M

23.38%

1Y

150.20%

5Y (annualized)

80.14%

10Y (annualized)

26.22%

NVDA

YTD

183.07%

1M

1.56%

6M

47.89%

1Y

184.38%

5Y (annualized)

93.25%

10Y (annualized)

76.29%

Fundamentals


MODNVDA
Market Cap$6.55B$3.64T
EPS$3.04$2.18
PE Ratio41.0768.02
PEG Ratio1.101.14
Total Revenue (TTM)$2.48B$78.19B
Gross Profit (TTM)$592.70M$59.77B
EBITDA (TTM)$340.70M$52.02B

Key characteristics


MODNVDA
Sharpe Ratio2.743.53
Sortino Ratio2.973.69
Omega Ratio1.411.47
Calmar Ratio7.166.78
Martin Ratio19.8921.34
Ulcer Index7.98%8.59%
Daily Std Dev57.95%51.96%
Max Drawdown-97.53%-89.73%
Current Drawdown-6.81%-5.86%

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Correlation

-0.50.00.51.00.3

The correlation between MOD and NVDA is 0.34, 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. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Modine Manufacturing Company (MOD) and NVIDIA Corporation (NVDA). 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 2.74, compared to the broader market-4.00-2.000.002.004.002.743.53
The chart of Sortino ratio for MOD, currently valued at 2.97, compared to the broader market-4.00-2.000.002.004.002.973.69
The chart of Omega ratio for MOD, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.47
The chart of Calmar ratio for MOD, currently valued at 7.16, compared to the broader market0.002.004.006.007.166.78
The chart of Martin ratio for MOD, currently valued at 19.89, compared to the broader market-10.000.0010.0020.0030.0019.8921.34
MOD
NVDA

The current MOD Sharpe Ratio is 2.74, which is comparable to the NVDA Sharpe Ratio of 3.53. The chart below compares the historical Sharpe Ratios of MOD and NVDA, 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 Ratio2.003.004.005.006.007.008.00JuneJulyAugustSeptemberOctoberNovember
2.74
3.53
MOD
NVDA

Dividends

MOD vs. NVDA - Dividend Comparison

MOD has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.02%.


TTM20232022202120202019201820172016201520142013
MOD
Modine Manufacturing Company
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%

Drawdowns

MOD vs. NVDA - Drawdown Comparison

The maximum MOD drawdown since its inception was -97.53%, which is greater than NVDA's maximum drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for MOD and NVDA. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.81%
-5.86%
MOD
NVDA

Volatility

MOD vs. NVDA - Volatility Comparison

Modine Manufacturing Company (MOD) has a higher volatility of 18.56% compared to NVIDIA Corporation (NVDA) at 10.58%. This indicates that MOD's price experiences larger fluctuations and is considered to be riskier than NVDA 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
18.56%
10.58%
MOD
NVDA

Financials

MOD vs. NVDA - Financials Comparison

This section allows you to compare key financial metrics between Modine Manufacturing Company and NVIDIA Corporation. 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