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

Correlation

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.


-0.50.00.51.00.4

Performance

FSS vs. AROC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federal Signal Corporation (FSS) and Archrock, Inc. (AROC). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
9.09%
29.03%
FSS
AROC

Key characteristics

Sharpe Ratio

FSS:

0.67

AROC:

1.57

Sortino Ratio

FSS:

1.09

AROC:

2.19

Omega Ratio

FSS:

1.14

AROC:

1.27

Calmar Ratio

FSS:

1.05

AROC:

0.80

Martin Ratio

FSS:

2.80

AROC:

6.54

Ulcer Index

FSS:

6.89%

AROC:

8.52%

Daily Std Dev

FSS:

28.67%

AROC:

35.39%

Max Drawdown

FSS:

-83.42%

AROC:

-96.64%

Current Drawdown

FSS:

-7.97%

AROC:

-48.19%

Fundamentals

Market Cap

FSS:

$5.85B

AROC:

$4.59B

EPS

FSS:

$3.45

AROC:

$0.91

PE Ratio

FSS:

27.74

AROC:

28.79

PEG Ratio

FSS:

2.71

AROC:

1.64

Total Revenue (TTM)

FSS:

$1.84B

AROC:

$1.09B

Gross Profit (TTM)

FSS:

$507.00M

AROC:

$459.33M

EBITDA (TTM)

FSS:

$337.20M

AROC:

$556.40M

Returns By Period

In the year-to-date period, FSS achieves a 20.24% return, which is significantly lower than AROC's 61.80% return. Over the past 10 years, FSS has outperformed AROC with an annualized return of 21.11%, while AROC has yielded a comparatively lower 8.37% annualized return.


FSS

YTD

20.24%

1M

0.46%

6M

9.25%

1Y

21.77%

5Y*

24.25%

10Y*

21.11%

AROC

YTD

61.80%

1M

-2.08%

6M

28.82%

1Y

62.75%

5Y*

27.76%

10Y*

8.37%

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for FSS, currently valued at 0.67, compared to the broader market-4.00-2.000.002.000.671.57
The chart of Sortino ratio for FSS, currently valued at 1.09, compared to the broader market-4.00-2.000.002.004.001.092.19
The chart of Omega ratio for FSS, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.27
The chart of Calmar ratio for FSS, currently valued at 1.05, compared to the broader market0.002.004.006.001.050.80
The chart of Martin ratio for FSS, currently valued at 2.80, compared to the broader market0.0010.0020.002.806.54
FSS
AROC

The current FSS Sharpe Ratio is 0.67, which is lower than the AROC Sharpe Ratio of 1.57. 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.67
1.57
FSS
AROC

Dividends

FSS vs. AROC - Dividend Comparison

FSS's dividend yield for the trailing twelve months is around 0.52%, less than AROC's 2.79% yield.


TTM2023202220212020201920182017201620152014
FSS
Federal Signal Corporation
0.52%0.51%0.77%0.83%0.96%0.99%1.56%1.39%1.79%1.58%0.58%
AROC
Archrock, Inc.
2.79%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%JulyAugustSeptemberOctoberNovemberDecember
-7.97%
-48.19%
FSS
AROC

Volatility

FSS vs. AROC - Volatility Comparison

The current volatility for Federal Signal Corporation (FSS) is 6.66%, while Archrock, Inc. (AROC) has a volatility of 12.55%. 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%JulyAugustSeptemberOctoberNovemberDecember
6.66%
12.55%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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