MOD vs. VOO
Compare and contrast key facts about Modine Manufacturing Company (MOD) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MOD or VOO.
Performance
MOD vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, MOD achieves a 123.87% return, which is significantly higher than VOO's 25.52% return. Over the past 10 years, MOD has outperformed VOO with an annualized return of 26.91%, while VOO has yielded a comparatively lower 13.15% annualized return.
MOD
123.87%
2.39%
38.14%
158.96%
78.66%
26.91%
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
MOD | VOO | |
---|---|---|
Sharpe Ratio | 2.71 | 2.62 |
Sortino Ratio | 2.96 | 3.50 |
Omega Ratio | 1.40 | 1.49 |
Calmar Ratio | 7.12 | 3.78 |
Martin Ratio | 19.77 | 17.12 |
Ulcer Index | 7.98% | 1.86% |
Daily Std Dev | 58.29% | 12.19% |
Max Drawdown | -97.53% | -33.99% |
Current Drawdown | -1.74% | -1.36% |
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Correlation
The correlation between MOD and VOO is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
MOD vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Modine Manufacturing Company (MOD) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
MOD vs. VOO - Dividend Comparison
MOD has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.25%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
MOD vs. VOO - Drawdown Comparison
The maximum MOD drawdown since its inception was -97.53%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MOD and VOO. For additional features, visit the drawdowns tool.
Volatility
MOD vs. VOO - Volatility Comparison
Modine Manufacturing Company (MOD) has a higher volatility of 20.02% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that MOD's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.