FSS vs. CAT
Compare and contrast key facts about Federal Signal Corporation (FSS) and Caterpillar Inc. (CAT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSS or CAT.
Key characteristics
| FSS | CAT | |
|---|---|---|
| YTD Return | 18.71% | 33.11% |
| 1Y Return | 31.89% | 56.75% |
| 3Y Return (Ann) | 24.61% | 25.63% |
| 5Y Return (Ann) | 23.47% | 24.43% |
| 10Y Return (Ann) | 20.75% | 17.44% |
| Sharpe Ratio | 1.12 | 2.22 |
| Sortino Ratio | 1.63 | 2.96 |
| Omega Ratio | 1.21 | 1.39 |
| Calmar Ratio | 1.74 | 3.71 |
| Martin Ratio | 4.72 | 8.58 |
| Ulcer Index | 6.76% | 6.86% |
| Daily Std Dev | 28.54% | 26.50% |
| Max Drawdown | -83.42% | -73.43% |
| Current Drawdown | -9.14% | -7.08% |
Fundamentals
| FSS | CAT | |
|---|---|---|
| Market Cap | $5.57B | $189.75B |
| EPS | $3.45 | $21.53 |
| PE Ratio | 26.43 | 18.25 |
| PEG Ratio | 2.71 | 2.70 |
| Total Revenue (TTM) | $1.84B | $65.66B |
| Gross Profit (TTM) | $510.80M | $23.58B |
| EBITDA (TTM) | $321.00M | $15.75B |
Correlation
The correlation between FSS and CAT 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. CAT - Performance Comparison
In the year-to-date period, FSS achieves a 18.71% return, which is significantly lower than CAT's 33.11% return. Over the past 10 years, FSS has outperformed CAT with an annualized return of 20.75%, while CAT has yielded a comparatively lower 17.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
FSS vs. CAT - Dividend Comparison
FSS's dividend yield for the trailing twelve months is around 0.64%, less than CAT's 1.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
CAT Caterpillar Inc. | 1.40% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
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.
Volatility
FSS vs. CAT - Volatility Comparison
Federal Signal Corporation (FSS) has a higher volatility of 11.86% compared to Caterpillar Inc. (CAT) at 10.52%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities