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

Key characteristics


FSSAROC
YTD Return18.71%56.62%
1Y Return31.89%69.85%
3Y Return (Ann)24.61%49.50%
5Y Return (Ann)23.47%29.58%
10Y Return (Ann)20.75%6.33%
Sharpe Ratio1.122.08
Sortino Ratio1.632.72
Omega Ratio1.211.34
Calmar Ratio1.741.00
Martin Ratio4.728.28
Ulcer Index6.76%8.52%
Daily Std Dev28.54%33.89%
Max Drawdown-83.42%-96.64%
Current Drawdown-9.14%-49.85%

Fundamentals


FSSAROC
Market Cap$5.57B$4.15B
EPS$3.45$0.89
PE Ratio26.4326.53
PEG Ratio2.711.53
Total Revenue (TTM)$1.84B$798.61M
Gross Profit (TTM)$510.80M$329.75M
EBITDA (TTM)$321.00M$365.76M

Correlation

-0.50.00.51.00.4

The correlation between FSS and AROC 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

FSS vs. AROC - Performance Comparison

In the year-to-date period, FSS achieves a 18.71% return, which is significantly lower than AROC's 56.62% return. Over the past 10 years, FSS has outperformed AROC with an annualized return of 20.75%, while AROC has yielded a comparatively lower 6.33% 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
5.17%
16.24%
FSS
AROC

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

FSS vs. AROC - Risk-Adjusted Performance Comparison

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


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
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 vs. AROC - Sharpe Ratio Comparison

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

Dividends

FSS vs. AROC - Dividend Comparison

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


TTM2023202220212020201920182017201620152014
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%
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%

Drawdowns

FSS vs. AROC - Drawdown Comparison

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


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

Volatility

FSS vs. AROC - Volatility Comparison

The current volatility for Federal Signal Corporation (FSS) is 11.86%, while Archrock, Inc. (AROC) has a volatility of 13.62%. This indicates that FSS experiences smaller price fluctuations and is considered to be less risky than AROC 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
11.86%
13.62%
FSS
AROC

Financials

FSS vs. AROC - Financials Comparison

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