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

Correlation

The correlation between MPTI and MOD is 0.11, 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.


-0.50.00.51.00.1

Performance

MPTI vs. MOD - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
280.61%
784.60%
MPTI
MOD

Key characteristics

Sharpe Ratio

MPTI:

0.72

MOD:

1.83

Sortino Ratio

MPTI:

1.35

MOD:

2.30

Omega Ratio

MPTI:

1.18

MOD:

1.31

Calmar Ratio

MPTI:

1.16

MOD:

4.93

Martin Ratio

MPTI:

2.58

MOD:

13.08

Ulcer Index

MPTI:

20.25%

MOD:

8.36%

Daily Std Dev

MPTI:

72.63%

MOD:

59.69%

Max Drawdown

MPTI:

-46.41%

MOD:

-97.53%

Current Drawdown

MPTI:

-28.75%

MOD:

-16.99%

Fundamentals

Market Cap

MPTI:

$171.92M

MOD:

$6.70B

EPS

MPTI:

$2.00

MOD:

$3.04

PE Ratio

MPTI:

30.00

MOD:

42.00

PEG Ratio

MPTI:

0.91

MOD:

0.81

Total Revenue (TTM)

MPTI:

$46.98M

MOD:

$2.48B

Gross Profit (TTM)

MPTI:

$21.28M

MOD:

$592.70M

EBITDA (TTM)

MPTI:

$7.43M

MOD:

$339.60M

Returns By Period

In the year-to-date period, MPTI achieves a 39.66% return, which is significantly lower than MOD's 99.15% return.


MPTI

YTD

39.66%

1M

-13.96%

6M

59.20%

1Y

43.69%

5Y*

N/A

10Y*

N/A

MOD

YTD

99.15%

1M

-11.04%

6M

26.44%

1Y

105.59%

5Y*

73.21%

10Y*

24.18%

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

MPTI vs. MOD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for M-tron Industries Inc (MPTI) and Modine Manufacturing Company (MOD). 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 MPTI, currently valued at 0.72, compared to the broader market-4.00-2.000.002.000.721.83
The chart of Sortino ratio for MPTI, currently valued at 1.35, compared to the broader market-4.00-2.000.002.004.001.352.30
The chart of Omega ratio for MPTI, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.31
The chart of Calmar ratio for MPTI, currently valued at 1.16, compared to the broader market0.002.004.006.001.164.93
The chart of Martin ratio for MPTI, currently valued at 2.58, compared to the broader market-5.000.005.0010.0015.0020.0025.002.5813.08
MPTI
MOD

The current MPTI Sharpe Ratio is 0.72, which is lower than the MOD Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of MPTI and MOD, 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
0.72
1.83
MPTI
MOD

Dividends

MPTI vs. MOD - Dividend Comparison

Neither MPTI nor MOD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MPTI vs. MOD - Drawdown Comparison

The maximum MPTI drawdown since its inception was -46.41%, smaller than the maximum MOD drawdown of -97.53%. Use the drawdown chart below to compare losses from any high point for MPTI and MOD. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-28.75%
-16.99%
MPTI
MOD

Volatility

MPTI vs. MOD - Volatility Comparison

M-tron Industries Inc (MPTI) has a higher volatility of 21.68% compared to Modine Manufacturing Company (MOD) at 16.15%. This indicates that MPTI's price experiences larger fluctuations and is considered to be riskier than MOD 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%JulyAugustSeptemberOctoberNovemberDecember
21.68%
16.15%
MPTI
MOD

Financials

MPTI vs. MOD - Financials Comparison

This section allows you to compare key financial metrics between M-tron Industries Inc and Modine Manufacturing Company. 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