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AROC vs. FSS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


AROCFSS
YTD Return56.62%18.71%
1Y Return69.85%31.89%
3Y Return (Ann)49.50%24.61%
5Y Return (Ann)29.58%23.47%
10Y Return (Ann)6.33%20.75%
Sharpe Ratio2.081.12
Sortino Ratio2.721.63
Omega Ratio1.341.21
Calmar Ratio1.001.74
Martin Ratio8.284.72
Ulcer Index8.52%6.76%
Daily Std Dev33.89%28.54%
Max Drawdown-96.64%-83.42%
Current Drawdown-49.85%-9.14%

Fundamentals


AROCFSS
Market Cap$4.15B$5.57B
EPS$0.89$3.45
PE Ratio26.5326.43
PEG Ratio1.532.71
Total Revenue (TTM)$798.61M$1.84B
Gross Profit (TTM)$329.75M$510.80M
EBITDA (TTM)$365.76M$321.00M

Correlation

-0.50.00.51.00.4

The correlation between AROC and FSS is 0.37, 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.

Performance

AROC vs. FSS - Performance Comparison

In the year-to-date period, AROC achieves a 56.62% return, which is significantly higher than FSS's 18.71% return. Over the past 10 years, AROC has underperformed FSS with an annualized return of 6.33%, while FSS has yielded a comparatively higher 20.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
16.24%
5.17%
AROC
FSS

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Risk-Adjusted Performance

AROC vs. FSS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Archrock, Inc. (AROC) and Federal Signal Corporation (FSS). 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.


AROC
Sharpe ratio
The chart of Sharpe ratio for AROC, currently valued at 2.06, compared to the broader market-4.00-2.000.002.004.002.06
Sortino ratio
The chart of Sortino ratio for AROC, currently valued at 2.70, compared to the broader market-4.00-2.000.002.004.006.002.70
Omega ratio
The chart of Omega ratio for AROC, currently valued at 1.34, compared to the broader market0.501.001.502.001.34
Calmar ratio
The chart of Calmar ratio for AROC, currently valued at 0.99, compared to the broader market0.002.004.006.000.99
Martin ratio
The chart of Martin ratio for AROC, currently valued at 8.19, compared to the broader market0.0010.0020.0030.008.19
FSS
Sharpe ratio
The chart of Sharpe ratio for FSS, currently valued at 1.12, compared to the broader market-4.00-2.000.002.004.001.12
Sortino ratio
The chart of Sortino ratio for FSS, currently valued at 1.63, compared to the broader market-4.00-2.000.002.004.006.001.63
Omega ratio
The chart of Omega ratio for FSS, currently valued at 1.21, compared to the broader market0.501.001.502.001.21
Calmar ratio
The chart of Calmar ratio for FSS, currently valued at 1.74, compared to the broader market0.002.004.006.001.74
Martin ratio
The chart of Martin ratio for FSS, currently valued at 4.72, compared to the broader market0.0010.0020.0030.004.72

AROC vs. FSS - Sharpe Ratio Comparison

The current AROC Sharpe Ratio is 2.08, which is higher than the FSS Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of AROC and FSS, 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 Ratio1.001.502.002.503.003.504.004.50JuneJulyAugustSeptemberOctoberNovember
2.06
1.12
AROC
FSS

Dividends

AROC vs. FSS - Dividend Comparison

AROC's dividend yield for the trailing twelve months is around 2.88%, more than FSS's 0.64% yield.


TTM2023202220212020201920182017201620152014
AROC
Archrock, Inc.
2.88%3.96%6.46%7.75%6.70%5.52%6.73%4.57%3.77%7.98%3.04%
FSS
Federal Signal Corporation
0.64%0.51%0.77%0.83%0.96%0.99%1.56%1.39%1.79%1.58%0.58%

Drawdowns

AROC vs. FSS - Drawdown Comparison

The maximum AROC drawdown since its inception was -96.64%, which is greater than FSS's maximum drawdown of -83.42%. Use the drawdown chart below to compare losses from any high point for AROC and FSS. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-49.85%
-9.14%
AROC
FSS

Volatility

AROC vs. FSS - Volatility Comparison

Archrock, Inc. (AROC) has a higher volatility of 13.62% compared to Federal Signal Corporation (FSS) at 11.86%. This indicates that AROC's price experiences larger fluctuations and is considered to be riskier than FSS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
13.62%
11.86%
AROC
FSS

Financials

AROC vs. FSS - Financials Comparison

This section allows you to compare key financial metrics between Archrock, Inc. and Federal Signal Corporation. 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