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MOD vs. SHLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MOD vs. SHLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Modine Manufacturing Company (MOD) and Global X Defense Tech ETF (SHLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MOD achieves a 70.68% return, which is significantly higher than SHLD's -7.05% return.


MOD

1D
-0.64%
1M
-23.37%
6M
66.48%
YTD
70.68%
1Y
133.10%
3Y*
83.92%
5Y*
68.96%
10Y*
37.53%
ALL TIME*
10.69%

SHLD

1D
-0.05%
1M
-3.33%
6M
-22.70%
YTD
-7.05%
1Y
-2.37%
3Y*
5Y*
10Y*
ALL TIME*
37.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MOD vs. SHLD - Yearly Performance Comparison


2026 (YTD)202520242023
MOD
Modine Manufacturing Company
70.68%15.16%94.19%32.64%
SHLD
Global X Defense Tech ETF
-7.05%74.16%35.03%12.89%

Correlation

The correlation between MOD and SHLD is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2023

0.33

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Return for Risk

MOD vs. SHLD — Risk / Return Rank

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

MOD
MOD Risk / Return Rank: 9090
Overall Rank
MOD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
MOD Sortino Ratio Rank: 8787
Sortino Ratio Rank
MOD Omega Ratio Rank: 8787
Omega Ratio Rank
MOD Calmar Ratio Rank: 9494
Calmar Ratio Rank
MOD Martin Ratio Rank: 9393
Martin Ratio Rank

SHLD
SHLD Risk / Return Rank: 99
Overall Rank
SHLD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SHLD Sortino Ratio Rank: 99
Sortino Ratio Rank
SHLD Omega Ratio Rank: 99
Omega Ratio Rank
SHLD Calmar Ratio Rank: 99
Calmar Ratio Rank
SHLD Martin Ratio Rank: 99
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. SHLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Modine Manufacturing Company (MOD) and Global X Defense Tech ETF (SHLD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MODSHLDDifference
Sharpe ratioReturn per unit of total volatility

+2.06

Sortino ratioReturn per unit of downside risk

+2.44

Omega ratioGain probability vs. loss probability

1.32

1.00

+0.32

Calmar ratioReturn relative to maximum drawdown

4.86

-0.09

+4.95

Martin ratioReturn relative to average drawdown

12.12

-0.23

+12.35

MOD vs. SHLD - Sharpe Ratio Comparison

The current MOD Sharpe Ratio is 1.96, which is higher than the SHLD Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of MOD and SHLD, 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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Drawdowns

MOD vs. SHLD - Drawdown Comparison

The maximum MOD drawdown since its inception was -97.53%, which is greater than SHLD's maximum drawdown of -25.40%. Use the drawdown chart below to compare losses from any high point for MOD and SHLD.


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Drawdown Indicators


MODSHLDDifference

Max Drawdown

Largest peak-to-trough decline

-97.53%

-25.40%

-72.13%

Max Drawdown (1Y)

Largest decline over 1 year

-27.55%

-25.40%

-2.15%

Max Drawdown (3Y)

Largest decline over 3 years

-51.61%

Max Drawdown (5Y)

Largest decline over 5 years

-54.27%

Max Drawdown (10Y)

Largest decline over 10 years

-88.13%

Current Drawdown

Current decline from peak

-25.75%

-22.81%

-2.94%

Average Drawdown

Average peak-to-trough decline

-37.60%

-3.95%

-33.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.03%

10.49%

+0.54%

Volatility

MOD vs. SHLD - Volatility Comparison

Modine Manufacturing Company (MOD) has a higher volatility of 18.86% compared to Global X Defense Tech ETF (SHLD) at 8.21%. This indicates that MOD's price experiences larger fluctuations and is considered to be riskier than SHLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MODSHLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.86%

8.21%

+10.65%

Volatility (6M)

Calculated over the trailing 6-month period

50.77%

19.76%

+31.01%

Volatility (1Y)

Calculated over the trailing 1-year period

68.35%

25.13%

+43.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.64%

21.51%

+39.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.97%

21.51%

+37.46%

Dividends

MOD vs. SHLD - Dividend Comparison

MOD has not paid dividends to shareholders, while SHLD's dividend yield for the trailing twelve months is around 0.71%.


PositionTTM202520242023
MOD
Modine Manufacturing Company
0.00%0.00%0.00%0.00%
SHLD
Global X Defense Tech ETF
0.71%0.55%0.53%0.26%

Frequently Asked Questions


MOD and SHLD have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MOD has higher volatility (18.86%) compared to SHLD (8.21%). In terms of maximum drawdown, MOD dropped -97.53% vs SHLD's -25.40%.

MOD currently has the higher Sharpe Ratio (1.96 vs -0.10), 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.

Portfolio Optimizer

Find the right allocation for MOD and SHLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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