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

Performance

SPXC vs. MOD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPX Corporation (SPXC) 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, SPXC achieves a 14.99% return, which is significantly lower than MOD's 105.60% return. Over the past 10 years, SPXC has underperformed MOD with an annualized return of 31.53%, while MOD has yielded a comparatively higher 39.93% annualized return.


SPXC

1D
-1.47%
1M
14.46%
YTD
14.99%
6M
4.60%
1Y
48.95%
3Y*
39.38%
5Y*
31.04%
10Y*
31.53%

MOD

1D
1.10%
1M
1.19%
YTD
105.60%
6M
96.24%
1Y
192.89%
3Y*
103.03%
5Y*
73.98%
10Y*
39.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXC vs. MOD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPXC
SPX Corporation
14.99%37.48%44.06%53.86%10.00%9.42%7.19%81.65%-10.77%32.34%
MOD
Modine Manufacturing Company
105.60%15.16%94.19%200.60%96.83%-19.67%63.12%-28.77%-46.49%35.57%

Correlation

The correlation between SPXC and MOD is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.56

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

0.57

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

0.53

Correlation (All Time)
Calculated using the full available price history since Mar 26, 1990

0.36

Over the past year, SPXC and MOD have become more correlated (0.57) than their long-term average of 0.36, meaning their price movements have been converging.

Fundamentals

Market Cap

SPXC:

$11.62B

MOD:

$14.82B

EPS

SPXC:

$5.19

MOD:

$4.66

PE Ratio

SPXC:

44.34

MOD:

58.90

PEG Ratio

SPXC:

0.01

MOD:

3.80

PS Ratio

SPXC:

4.78

MOD:

4.62

PB Ratio

SPXC:

5.09

MOD:

12.32

Total Revenue (TTM)

SPXC:

$2.35B

MOD:

$3.18B

Gross Profit (TTM)

SPXC:

$909.30M

MOD:

$731.10M

EBITDA (TTM)

SPXC:

$475.30M

MOD:

$276.90M

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Return for Risk

SPXC vs. MOD — Risk / Return Rank

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

SPXC
SPXC Risk / Return Rank: 7676
Overall Rank
SPXC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SPXC Sortino Ratio Rank: 7575
Sortino Ratio Rank
SPXC Omega Ratio Rank: 7373
Omega Ratio Rank
SPXC Calmar Ratio Rank: 7676
Calmar Ratio Rank
SPXC Martin Ratio Rank: 7777
Martin Ratio Rank

MOD
MOD Risk / Return Rank: 9393
Overall Rank
MOD Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
MOD Sortino Ratio Rank: 9090
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.

SPXC vs. MOD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPX Corporation (SPXC) 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.

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.


SPXCMODDifference
Sharpe ratioReturn per unit of total volatility

-1.53

Sortino ratioReturn per unit of downside risk

-1.16

Omega ratioGain probability vs. loss probability

1.23

1.40

-0.17

Calmar ratioReturn relative to maximum drawdown

1.95

6.68

-4.73

Martin ratioReturn relative to average drawdown

4.99

19.05

-14.07

SPXC vs. MOD - Sharpe Ratio Comparison

The current SPXC Sharpe Ratio is 1.23, which is lower than the MOD Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of SPXC 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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Drawdowns

SPXC vs. MOD - Drawdown Comparison

The maximum SPXC drawdown since its inception was -81.12%, smaller than the maximum MOD drawdown of -97.53%. Use the drawdown chart below to compare losses from any high point for SPXC and MOD.


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Drawdown Indicators


SPXCMODDifference

Max Drawdown

Largest peak-to-trough decline

-81.12%

-97.53%

+16.41%

Max Drawdown (1Y)

Largest decline over 1 year

-23.15%

-27.55%

+4.40%

Max Drawdown (3Y)

Largest decline over 3 years

-33.54%

-51.61%

+18.07%

Max Drawdown (5Y)

Largest decline over 5 years

-38.32%

-56.14%

+17.82%

Max Drawdown (10Y)

Largest decline over 10 years

-50.26%

-88.13%

+37.87%

Current Drawdown

Current decline from peak

-5.34%

-10.55%

+5.21%

Average Drawdown

Average peak-to-trough decline

-29.01%

-37.66%

+8.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.04%

9.64%

-0.60%

Volatility

SPXC vs. MOD - Volatility Comparison

The current volatility for SPX Corporation (SPXC) is 11.30%, while Modine Manufacturing Company (MOD) has a volatility of 25.85%. This indicates that SPXC 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


SPXCMODDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.30%

25.85%

-14.55%

Volatility (6M)

Calculated over the trailing 6-month period

28.00%

52.74%

-24.74%

Volatility (1Y)

Calculated over the trailing 1-year period

36.72%

66.82%

-30.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.14%

60.36%

-25.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.46%

58.84%

-21.38%

Dividends

SPXC vs. MOD - Dividend Comparison

Neither SPXC nor MOD has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
SPXC
SPX Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%386.22%

Financials

SPXC vs. MOD - Financials Comparison

This section allows you to compare key financial metrics between SPX Corporation 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


200.00M400.00M600.00M800.00M1.00B20222023202420252026
566.80M
954.40M
(SPXC) Total Revenue
(MOD) Total Revenue
Values in USD except per share items

SPXC vs. MOD - Profitability Comparison

The chart below illustrates the profitability comparison between SPX Corporation 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

15.0%20.0%25.0%30.0%35.0%40.0%20222023202420252026
40.7%
22.5%
Portfolio components
SPXC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SPX Corporation reported a gross profit of 230.60M and revenue of 566.80M. Therefore, the gross margin over that period was 40.7%.

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%.

SPXC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SPX Corporation reported an operating income of 87.70M and revenue of 566.80M, resulting in an operating margin of 15.5%.

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%.

SPXC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SPX Corporation reported a net income of 59.90M and revenue of 566.80M, resulting in a net margin of 10.6%.

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


SPXC and MOD have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MOD has higher volatility (25.85%) compared to SPXC (11.30%). In terms of maximum drawdown, SPXC dropped -81.12% vs MOD's -97.53%.

MOD currently has the higher Sharpe Ratio (2.75 vs 1.23), 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 SPXC and MOD

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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