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

Correlation

The correlation between FSS and CAT is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

FSS vs. CAT - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FSS:

0.09

CAT:

-0.20

Sortino Ratio

FSS:

0.44

CAT:

0.02

Omega Ratio

FSS:

1.06

CAT:

1.00

Calmar Ratio

FSS:

0.15

CAT:

-0.12

Martin Ratio

FSS:

0.39

CAT:

-0.32

Ulcer Index

FSS:

12.52%

CAT:

12.73%

Daily Std Dev

FSS:

35.52%

CAT:

30.35%

Max Drawdown

FSS:

-83.42%

CAT:

-73.43%

Current Drawdown

FSS:

-11.44%

CAT:

-21.21%

Fundamentals

Market Cap

FSS:

$5.46B

CAT:

$153.14B

EPS

FSS:

$3.41

CAT:

$20.50

PE Ratio

FSS:

26.26

CAT:

15.88

PEG Ratio

FSS:

1.67

CAT:

1.65

PS Ratio

FSS:

2.87

CAT:

2.42

PB Ratio

FSS:

4.54

CAT:

8.34

Total Revenue (TTM)

FSS:

$1.90B

CAT:

$63.26B

Gross Profit (TTM)

FSS:

$540.20M

CAT:

$22.45B

EBITDA (TTM)

FSS:

$339.50M

CAT:

$14.81B

Returns By Period

In the year-to-date period, FSS achieves a -2.88% return, which is significantly higher than CAT's -9.46% return. Over the past 10 years, FSS has outperformed CAT with an annualized return of 20.62%, while CAT has yielded a comparatively lower 16.93% annualized return.


FSS

YTD

-2.88%

1M

17.44%

6M

-0.56%

1Y

2.70%

5Y*

28.69%

10Y*

20.62%

CAT

YTD

-9.46%

1M

11.51%

6M

-16.51%

1Y

-6.72%

5Y*

28.12%

10Y*

16.93%

*Annualized

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Risk-Adjusted Performance

FSS vs. CAT — Risk-Adjusted Performance Rank

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

FSS
The Risk-Adjusted Performance Rank of FSS is 5252
Overall Rank
The Sharpe Ratio Rank of FSS is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of FSS is 5151
Sortino Ratio Rank
The Omega Ratio Rank of FSS is 4949
Omega Ratio Rank
The Calmar Ratio Rank of FSS is 5656
Calmar Ratio Rank
The Martin Ratio Rank of FSS is 5454
Martin Ratio Rank

CAT
The Risk-Adjusted Performance Rank of CAT is 4040
Overall Rank
The Sharpe Ratio Rank of CAT is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of CAT is 3939
Sortino Ratio Rank
The Omega Ratio Rank of CAT is 3838
Omega Ratio Rank
The Calmar Ratio Rank of CAT is 4040
Calmar Ratio Rank
The Martin Ratio Rank of CAT is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSS vs. CAT - Risk-Adjusted Performance Comparison

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


The current FSS Sharpe Ratio is 0.09, which is higher than the CAT Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of FSS and CAT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FSS vs. CAT - Dividend Comparison

FSS's dividend yield for the trailing twelve months is around 0.56%, less than CAT's 1.73% yield.


TTM20242023202220212020201920182017201620152014
FSS
Federal Signal Corporation
0.56%0.52%0.51%0.77%0.83%0.96%0.99%1.56%1.39%1.79%1.58%0.58%
CAT
Caterpillar Inc.
1.73%1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%

Drawdowns

FSS vs. CAT - Drawdown Comparison

The maximum FSS drawdown since its inception was -83.42%, which is greater than CAT's maximum drawdown of -73.43%. Use the drawdown chart below to compare losses from any high point for FSS and CAT. For additional features, visit the drawdowns tool.


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Volatility

FSS vs. CAT - Volatility Comparison

Federal Signal Corporation (FSS) has a higher volatility of 10.73% compared to Caterpillar Inc. (CAT) at 8.34%. This indicates that FSS's price experiences larger fluctuations and is considered to be riskier than CAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

FSS vs. CAT - Financials Comparison

This section allows you to compare key financial metrics between Federal Signal Corporation and Caterpillar 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


0.005.00B10.00B15.00B20212022202320242025
463.80M
14.25B
(FSS) Total Revenue
(CAT) Total Revenue
Values in USD except per share items

FSS vs. CAT - Profitability Comparison

The chart below illustrates the profitability comparison between Federal Signal Corporation and Caterpillar Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

25.0%30.0%35.0%20212022202320242025
28.2%
34.8%
(FSS) Gross Margin
(CAT) Gross Margin
FSS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Federal Signal Corporation reported a gross profit of 130.80M and revenue of 463.80M. Therefore, the gross margin over that period was 28.2%.

CAT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Caterpillar Inc. reported a gross profit of 4.96B and revenue of 14.25B. Therefore, the gross margin over that period was 34.8%.

FSS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Federal Signal Corporation reported an operating income of 65.70M and revenue of 463.80M, resulting in an operating margin of 14.2%.

CAT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Caterpillar Inc. reported an operating income of 2.58B and revenue of 14.25B, resulting in an operating margin of 18.1%.

FSS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Federal Signal Corporation reported a net income of 46.30M and revenue of 463.80M, resulting in a net margin of 10.0%.

CAT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Caterpillar Inc. reported a net income of 2.00B and revenue of 14.25B, resulting in a net margin of 14.1%.