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NSSC vs. MOD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NSSC vs. MOD - Performance Comparison

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

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Returns By Period

In the year-to-date period, NSSC achieves a -15.75% return, which is significantly lower than MOD's 106.15% return. Over the past 10 years, NSSC has underperformed MOD with an annualized return of 27.28%, while MOD has yielded a comparatively higher 39.33% annualized return.


NSSC

1D
0.14%
1M
-14.23%
YTD
-15.75%
6M
-16.27%
1Y
23.24%
3Y*
-1.47%
5Y*
16.00%
10Y*
27.28%

MOD

1D
-0.46%
1M
0.82%
YTD
106.15%
6M
78.85%
1Y
193.99%
3Y*
104.57%
5Y*
73.77%
10Y*
39.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NSSC vs. MOD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NSSC
Napco Security Technologies, Inc.
-15.75%19.22%4.97%25.59%9.96%90.62%-10.79%86.60%80.00%2.94%
MOD
Modine Manufacturing Company
106.15%15.16%94.19%200.60%96.83%-19.67%63.12%-28.77%-46.49%35.57%

Correlation

The correlation between NSSC and MOD is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Mar 27, 1990

0.11

The correlation between NSSC and MOD shifts across timeframes, from 0.11 (all time) to 0.37 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NSSC:

$1.25B

MOD:

$14.86B

EPS

NSSC:

$1.03

MOD:

$4.66

PE Ratio

NSSC:

34.13

MOD:

59.05

PEG Ratio

NSSC:

1.23

MOD:

3.81

PS Ratio

NSSC:

6.38

MOD:

4.64

PB Ratio

NSSC:

7.03

MOD:

12.36

Total Revenue (TTM)

NSSC:

$197.23M

MOD:

$3.18B

Gross Profit (TTM)

NSSC:

$112.37M

MOD:

$731.10M

EBITDA (TTM)

NSSC:

$42.52M

MOD:

$276.90M

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Return for Risk

NSSC vs. MOD — Risk / Return Rank

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

NSSC
NSSC Risk / Return Rank: 6060
Overall Rank
NSSC Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
NSSC Sortino Ratio Rank: 5757
Sortino Ratio Rank
NSSC Omega Ratio Rank: 5757
Omega Ratio Rank
NSSC Calmar Ratio Rank: 6161
Calmar Ratio Rank
NSSC Martin Ratio Rank: 6565
Martin Ratio Rank

MOD
MOD Risk / Return Rank: 9393
Overall Rank
MOD Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
MOD Sortino Ratio Rank: 9191
Sortino Ratio Rank
MOD Omega Ratio Rank: 9090
Omega Ratio Rank
MOD Calmar Ratio Rank: 9595
Calmar Ratio Rank
MOD Martin Ratio Rank: 9696
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.

NSSC vs. MOD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Napco Security Technologies, Inc. (NSSC) 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.


NSSCMODDifference
Sharpe ratioReturn per unit of total volatility

-2.39

Sortino ratioReturn per unit of downside risk

-2.15

Omega ratioGain probability vs. loss probability

1.14

1.42

-0.28

Calmar ratioReturn relative to maximum drawdown

0.91

7.09

-6.18

Martin ratioReturn relative to average drawdown

2.57

20.47

-17.90

NSSC vs. MOD - Sharpe Ratio Comparison

The current NSSC Sharpe Ratio is 0.55, which is lower than the MOD Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of NSSC and MOD, 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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Sharpe Ratios by Period


NSSCMODDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

2.94

-2.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

1.23

-0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.67

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.21

-0.01

Drawdowns

NSSC vs. MOD - Drawdown Comparison

The maximum NSSC drawdown since its inception was -93.20%, roughly equal to the maximum MOD drawdown of -97.53%. Use the drawdown chart below to compare losses from any high point for NSSC and MOD.


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Drawdown Indicators


NSSCMODDifference

Max Drawdown

Largest peak-to-trough decline

-93.20%

-97.53%

+4.33%

Max Drawdown (1Y)

Largest decline over 1 year

-25.72%

-27.55%

+1.83%

Max Drawdown (3Y)

Largest decline over 3 years

-65.43%

-51.61%

-13.82%

Max Drawdown (5Y)

Largest decline over 5 years

-65.43%

-56.14%

-9.29%

Max Drawdown (10Y)

Largest decline over 10 years

-65.43%

-88.13%

+22.70%

Current Drawdown

Current decline from peak

-38.00%

-10.32%

-27.68%

Average Drawdown

Average peak-to-trough decline

-38.20%

-37.67%

-0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.05%

9.52%

-0.47%

Volatility

NSSC vs. MOD - Volatility Comparison

The current volatility for Napco Security Technologies, Inc. (NSSC) is 10.56%, while Modine Manufacturing Company (MOD) has a volatility of 24.73%. This indicates that NSSC experiences smaller price fluctuations and is considered to be less risky than MOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NSSCMODDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.56%

24.73%

-14.17%

Volatility (6M)

Calculated over the trailing 6-month period

32.22%

52.64%

-20.42%

Volatility (1Y)

Calculated over the trailing 1-year period

42.20%

66.47%

-24.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.07%

60.28%

-9.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.57%

58.81%

-9.24%

Dividends

NSSC vs. MOD - Dividend Comparison

NSSC's dividend yield for the trailing twelve months is around 1.63%, while MOD has not paid dividends to shareholders.


PositionTTM202520242023
MOD
Modine Manufacturing Company
0.00%0.00%0.00%0.00%
NSSC
Napco Security Technologies, Inc.
1.63%1.31%1.27%0.65%

Financials

NSSC vs. MOD - Financials Comparison

This section allows you to compare key financial metrics between Napco Security Technologies, 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


0.00200.00M400.00M600.00M800.00M1.00B20222023202420252026
49.17M
954.40M
(NSSC) Total Revenue
(MOD) Total Revenue
Values in USD except per share items

NSSC vs. MOD - Profitability Comparison

The chart below illustrates the profitability comparison between Napco Security Technologies, Inc. and Modine Manufacturing Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
60.0%
22.5%
Portfolio components
NSSC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Napco Security Technologies, Inc. reported a gross profit of 29.49M and revenue of 49.17M. Therefore, the gross margin over that period was 60.0%.

MOD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Modine Manufacturing Company reported a gross profit of 214.70M and revenue of 954.40M. Therefore, the gross margin over that period was 22.5%.

NSSC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Napco Security Technologies, Inc. reported an operating income of -1.19M and revenue of 49.17M, resulting in an operating margin of -2.4%.

MOD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Modine Manufacturing Company reported an operating income of 96.40M and revenue of 954.40M, resulting in an operating margin of 10.1%.

NSSC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Napco Security Technologies, Inc. reported a net income of -408.00K and revenue of 49.17M, resulting in a net margin of -0.8%.

MOD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Modine Manufacturing Company reported a net income of 201.50M and revenue of 954.40M, resulting in a net margin of 21.1%.


Frequently Asked Questions


NSSC and MOD have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MOD has higher volatility (24.73%) compared to NSSC (10.56%). In terms of maximum drawdown, NSSC dropped -93.20% vs MOD's -97.53%.

MOD currently has the higher Sharpe Ratio (2.94 vs 0.55), 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.

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