PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MOD vs. POWL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MOD and POWL is 0.26, 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.


-0.50.00.51.00.3

Performance

MOD vs. POWL - Performance Comparison

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

2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,063.37%
4,469.54%
MOD
POWL

Key characteristics

Sharpe Ratio

MOD:

1.83

POWL:

1.89

Sortino Ratio

MOD:

2.30

POWL:

3.01

Omega Ratio

MOD:

1.31

POWL:

1.36

Calmar Ratio

MOD:

4.93

POWL:

4.70

Martin Ratio

MOD:

13.08

POWL:

9.18

Ulcer Index

MOD:

8.36%

POWL:

18.83%

Daily Std Dev

MOD:

59.69%

POWL:

91.21%

Max Drawdown

MOD:

-97.53%

POWL:

-73.09%

Current Drawdown

MOD:

-16.99%

POWL:

-30.18%

Fundamentals

Market Cap

MOD:

$6.70B

POWL:

$2.90B

EPS

MOD:

$3.04

POWL:

$12.30

PE Ratio

MOD:

42.00

POWL:

19.61

PEG Ratio

MOD:

0.81

POWL:

1.32

Total Revenue (TTM)

MOD:

$2.48B

POWL:

$1.01B

Gross Profit (TTM)

MOD:

$592.70M

POWL:

$273.09M

EBITDA (TTM)

MOD:

$339.60M

POWL:

$185.64M

Returns By Period

In the year-to-date period, MOD achieves a 99.15% return, which is significantly lower than POWL's 179.69% return. Over the past 10 years, MOD has outperformed POWL with an annualized return of 24.18%, while POWL has yielded a comparatively lower 20.68% annualized return.


MOD

YTD

99.15%

1M

-11.04%

6M

26.44%

1Y

105.59%

5Y*

73.21%

10Y*

24.18%

POWL

YTD

179.69%

1M

-6.12%

6M

60.06%

1Y

173.72%

5Y*

41.40%

10Y*

20.68%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MOD vs. POWL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Modine Manufacturing Company (MOD) and Powell Industries, Inc. (POWL). 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-4.00-2.000.002.001.831.89
The chart of Sortino ratio for MOD, currently valued at 2.30, compared to the broader market-4.00-2.000.002.004.002.303.01
The chart of Omega ratio for MOD, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.36
The chart of Calmar ratio for MOD, currently valued at 4.93, compared to the broader market0.002.004.006.004.934.70
The chart of Martin ratio for MOD, currently valued at 13.08, compared to the broader market-5.000.005.0010.0015.0020.0025.0013.089.18
MOD
POWL

The current MOD Sharpe Ratio is 1.83, which is comparable to the POWL Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of MOD and POWL, 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
1.89
MOD
POWL

Dividends

MOD vs. POWL - Dividend Comparison

MOD has not paid dividends to shareholders, while POWL's dividend yield for the trailing twelve months is around 0.43%.


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%
POWL
Powell Industries, Inc.
0.43%1.19%2.96%3.53%3.53%2.12%4.16%3.63%2.67%4.00%2.06%0.37%

Drawdowns

MOD vs. POWL - Drawdown Comparison

The maximum MOD drawdown since its inception was -97.53%, which is greater than POWL's maximum drawdown of -73.09%. Use the drawdown chart below to compare losses from any high point for MOD and POWL. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.99%
-30.18%
MOD
POWL

Volatility

MOD vs. POWL - Volatility Comparison

The current volatility for Modine Manufacturing Company (MOD) is 16.15%, while Powell Industries, Inc. (POWL) has a volatility of 21.63%. This indicates that MOD experiences smaller price fluctuations and is considered to be less risky than POWL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
16.15%
21.63%
MOD
POWL

Financials

MOD vs. POWL - Financials Comparison

This section allows you to compare key financial metrics between Modine Manufacturing Company and Powell Industries, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab