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

Performance

TER vs. MOD - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with TER having a 126.43% return and MOD slightly lower at 122.73%. Over the past 10 years, TER has underperformed MOD with an annualized return of 37.26%, while MOD has yielded a comparatively higher 40.26% annualized return.


TER

1D
7.19%
1M
22.17%
YTD
126.43%
6M
124.55%
1Y
408.80%
3Y*
58.59%
5Y*
29.03%
10Y*
37.26%

MOD

1D
4.75%
1M
14.14%
YTD
122.73%
6M
118.40%
1Y
207.45%
3Y*
112.48%
5Y*
80.06%
10Y*
40.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TER vs. MOD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TER
Teradyne, Inc.
126.43%54.39%16.51%24.78%-46.35%36.81%76.73%118.93%-24.37%66.16%
MOD
Modine Manufacturing Company
122.73%15.16%94.19%200.60%96.83%-19.67%63.12%-28.77%-46.49%35.57%

Correlation

The correlation between TER and MOD is 0.50, 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

0.50

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

0.49

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

0.48

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

0.42

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

0.34

The correlation between TER and MOD shifts across timeframes, from 0.34 (all time) to 0.50 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TER:

$69.03B

MOD:

$16.06B

EPS

TER:

$5.38

MOD:

$4.66

PE Ratio

TER:

81.46

MOD:

63.80

PS Ratio

TER:

18.37

MOD:

5.01

PB Ratio

TER:

21.96

MOD:

13.35

Total Revenue (TTM)

TER:

$3.79B

MOD:

$3.18B

Gross Profit (TTM)

TER:

$2.23B

MOD:

$731.10M

EBITDA (TTM)

TER:

$1.11B

MOD:

$276.90M

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Return for Risk

TER vs. MOD — Risk / Return Rank

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

TER
TER Risk / Return Rank: 9898
Overall Rank
TER Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TER Sortino Ratio Rank: 9797
Sortino Ratio Rank
TER Omega Ratio Rank: 9797
Omega Ratio Rank
TER Calmar Ratio Rank: 9999
Calmar Ratio Rank
TER Martin Ratio Rank: 9999
Martin Ratio Rank

MOD
MOD Risk / Return Rank: 9494
Overall Rank
MOD Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MOD Sortino Ratio Rank: 9191
Sortino Ratio Rank
MOD Omega Ratio Rank: 9191
Omega Ratio Rank
MOD Calmar Ratio Rank: 9696
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.

TER vs. MOD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teradyne, Inc. (TER) 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.


TERMODDifference
Sharpe ratioReturn per unit of total volatility

+2.93

Sortino ratioReturn per unit of downside risk

+1.39

Omega ratioGain probability vs. loss probability

1.67

1.44

+0.24

Calmar ratioReturn relative to maximum drawdown

15.42

7.65

+7.77

Martin ratioReturn relative to average drawdown

54.89

21.76

+33.13

TER vs. MOD - Sharpe Ratio Comparison

The current TER Sharpe Ratio is 6.09, which is higher than the MOD Sharpe Ratio of 3.16. The chart below compares the historical Sharpe Ratios of TER 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

TER vs. MOD - Drawdown Comparison

The maximum TER drawdown since its inception was -97.30%, roughly equal to the maximum MOD drawdown of -97.53%. Use the drawdown chart below to compare losses from any high point for TER and MOD.


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Drawdown Indicators


TERMODDifference

Max Drawdown

Largest peak-to-trough decline

-97.30%

-97.53%

+0.23%

Max Drawdown (1Y)

Largest decline over 1 year

-26.73%

-27.55%

+0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-58.18%

-51.61%

-6.57%

Max Drawdown (5Y)

Largest decline over 5 years

-59.12%

-56.14%

-2.98%

Max Drawdown (10Y)

Largest decline over 10 years

-59.12%

-88.13%

+29.01%

Current Drawdown

Current decline from peak

0.00%

-3.10%

+3.10%

Average Drawdown

Average peak-to-trough decline

-58.65%

-37.65%

-21.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.50%

9.67%

-2.17%

Volatility

TER vs. MOD - Volatility Comparison

Teradyne, Inc. (TER) has a higher volatility of 25.58% compared to Modine Manufacturing Company (MOD) at 22.74%. This indicates that TER'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.


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Volatility by Period


TERMODDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.58%

22.74%

+2.84%

Volatility (6M)

Calculated over the trailing 6-month period

53.86%

50.04%

+3.82%

Volatility (1Y)

Calculated over the trailing 1-year period

67.76%

66.83%

+0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.43%

60.39%

-9.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.45%

58.87%

-13.42%

Dividends

TER vs. MOD - Dividend Comparison

TER's dividend yield for the trailing twelve months is around 0.11%, while MOD has not 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%
TER
Teradyne, Inc.
0.11%0.25%0.38%0.41%0.50%0.24%0.33%0.53%1.15%0.67%0.94%1.16%

Financials

TER vs. MOD - Financials Comparison

This section allows you to compare key financial metrics between Teradyne, 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


400.00M600.00M800.00M1.00B1.20B20222023202420252026
1.28B
954.40M
(TER) Total Revenue
(MOD) Total Revenue
Values in USD except per share items

TER vs. MOD - Profitability Comparison

The chart below illustrates the profitability comparison between Teradyne, 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
60.9%
22.5%
Portfolio components
TER - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Teradyne, Inc. reported a gross profit of 780.95M and revenue of 1.28B. Therefore, the gross margin over that period was 60.9%.

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%.

TER - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Teradyne, Inc. reported an operating income of 473.00M and revenue of 1.28B, resulting in an operating margin of 36.9%.

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%.

TER - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Teradyne, Inc. reported a net income of 398.91M and revenue of 1.28B, resulting in a net margin of 31.1%.

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


TER and MOD have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TER has higher volatility (25.58%) compared to MOD (22.74%). In terms of maximum drawdown, TER dropped -97.30% vs MOD's -97.53%.

TER currently has the higher Sharpe Ratio (6.09 vs 3.16), 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 TER and MOD

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