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

Correlation

The correlation between FSS and CAT is 0.38, 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. 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.

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
9.13%
12.51%
FSS
CAT

Key characteristics

Sharpe Ratio

FSS:

0.76

CAT:

1.09

Sortino Ratio

FSS:

1.21

CAT:

1.63

Omega Ratio

FSS:

1.15

CAT:

1.21

Calmar Ratio

FSS:

1.19

CAT:

1.79

Martin Ratio

FSS:

3.16

CAT:

3.92

Ulcer Index

FSS:

6.90%

CAT:

7.24%

Daily Std Dev

FSS:

28.58%

CAT:

26.08%

Max Drawdown

FSS:

-83.42%

CAT:

-73.43%

Current Drawdown

FSS:

-7.94%

CAT:

-12.20%

Fundamentals

Market Cap

FSS:

$5.85B

CAT:

$181.44B

EPS

FSS:

$3.45

CAT:

$21.52

PE Ratio

FSS:

27.74

CAT:

17.46

PEG Ratio

FSS:

2.71

CAT:

1.69

Total Revenue (TTM)

FSS:

$1.84B

CAT:

$65.66B

Gross Profit (TTM)

FSS:

$507.00M

CAT:

$23.58B

EBITDA (TTM)

FSS:

$337.20M

CAT:

$16.27B

Returns By Period

In the year-to-date period, FSS achieves a 20.28% return, which is significantly lower than CAT's 25.79% return. Over the past 10 years, FSS has outperformed CAT with an annualized return of 21.05%, while CAT has yielded a comparatively lower 17.76% annualized return.


FSS

YTD

20.28%

1M

0.15%

6M

9.13%

1Y

21.04%

5Y*

24.24%

10Y*

21.05%

CAT

YTD

25.79%

1M

-4.05%

6M

12.51%

1Y

28.21%

5Y*

22.63%

10Y*

17.76%

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. 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.


Sharpe ratio
The chart of Sharpe ratio for FSS, currently valued at 0.76, compared to the broader market-4.00-2.000.002.000.761.09
The chart of Sortino ratio for FSS, currently valued at 1.21, compared to the broader market-4.00-2.000.002.004.001.211.63
The chart of Omega ratio for FSS, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.21
The chart of Calmar ratio for FSS, currently valued at 1.19, compared to the broader market0.002.004.006.001.191.79
The chart of Martin ratio for FSS, currently valued at 3.16, compared to the broader market-5.000.005.0010.0015.0020.0025.003.163.92
FSS
CAT

The current FSS Sharpe Ratio is 0.76, which is comparable to the CAT Sharpe Ratio of 1.09. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.76
1.09
FSS
CAT

Dividends

FSS vs. CAT - Dividend Comparison

FSS's dividend yield for the trailing twelve months is around 0.52%, less than CAT's 1.48% yield.


TTM20232022202120202019201820172016201520142013
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%0.00%
CAT
Caterpillar Inc.
1.48%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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.94%
-12.20%
FSS
CAT

Volatility

FSS vs. CAT - Volatility Comparison

Federal Signal Corporation (FSS) and Caterpillar Inc. (CAT) have volatilities of 6.66% and 6.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.66%
6.80%
FSS
CAT

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab