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

Correlation

The correlation between FSS and GFF is 0.34, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

FSS vs. GFF - Performance Comparison

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

5,000.00%5,500.00%6,000.00%6,500.00%7,000.00%7,500.00%NovemberDecember2025FebruaryMarchApril
5,650.70%
5,822.22%
FSS
GFF

Key characteristics

Sharpe Ratio

FSS:

-0.25

GFF:

0.11

Sortino Ratio

FSS:

-0.12

GFF:

0.49

Omega Ratio

FSS:

0.98

GFF:

1.07

Calmar Ratio

FSS:

-0.27

GFF:

0.19

Martin Ratio

FSS:

-0.78

GFF:

0.42

Ulcer Index

FSS:

11.04%

GFF:

11.68%

Daily Std Dev

FSS:

34.72%

GFF:

45.42%

Max Drawdown

FSS:

-83.42%

GFF:

-75.71%

Current Drawdown

FSS:

-24.59%

GFF:

-16.99%

Fundamentals

Market Cap

FSS:

$4.66B

GFF:

$3.35B

EPS

FSS:

$3.50

GFF:

$4.90

PE Ratio

FSS:

21.79

GFF:

14.39

PEG Ratio

FSS:

1.44

GFF:

2.36

Total Revenue (TTM)

FSS:

$1.44B

GFF:

$1.94B

Gross Profit (TTM)

FSS:

$409.40M

GFF:

$792.65M

EBITDA (TTM)

FSS:

$273.80M

GFF:

$390.86M

Returns By Period

In the year-to-date period, FSS achieves a -17.31% return, which is significantly lower than GFF's -0.82% return. Both investments have delivered pretty close results over the past 10 years, with FSS having a 18.03% annualized return and GFF not far ahead at 18.87%.


FSS

YTD

-17.31%

1M

-1.19%

6M

-17.11%

1Y

-8.19%

5Y*

22.81%

10Y*

18.03%

GFF

YTD

-0.82%

1M

1.39%

6M

4.04%

1Y

5.29%

5Y*

43.09%

10Y*

18.87%

*Annualized

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Risk-Adjusted Performance

FSS vs. GFF — 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 4141
Overall Rank
The Sharpe Ratio Rank of FSS is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of FSS is 4040
Sortino Ratio Rank
The Omega Ratio Rank of FSS is 4040
Omega Ratio Rank
The Calmar Ratio Rank of FSS is 4040
Calmar Ratio Rank
The Martin Ratio Rank of FSS is 4242
Martin Ratio Rank

GFF
The Risk-Adjusted Performance Rank of GFF is 6262
Overall Rank
The Sharpe Ratio Rank of GFF is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of GFF is 5858
Sortino Ratio Rank
The Omega Ratio Rank of GFF is 5959
Omega Ratio Rank
The Calmar Ratio Rank of GFF is 6767
Calmar Ratio Rank
The Martin Ratio Rank of GFF is 6363
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. GFF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Federal Signal Corporation (FSS) and Griffon Corporation (GFF). 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 chart of Sharpe ratio for FSS, currently valued at -0.25, compared to the broader market-2.00-1.000.001.002.00
FSS: -0.25
GFF: 0.11
The chart of Sortino ratio for FSS, currently valued at -0.12, compared to the broader market-6.00-4.00-2.000.002.004.00
FSS: -0.12
GFF: 0.49
The chart of Omega ratio for FSS, currently valued at 0.98, compared to the broader market0.501.001.502.00
FSS: 0.98
GFF: 1.07
The chart of Calmar ratio for FSS, currently valued at -0.27, compared to the broader market0.001.002.003.004.00
FSS: -0.27
GFF: 0.19
The chart of Martin ratio for FSS, currently valued at -0.78, compared to the broader market-5.000.005.0010.0015.0020.00
FSS: -0.78
GFF: 0.42

The current FSS Sharpe Ratio is -0.25, which is lower than the GFF Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of FSS and GFF, 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.25
0.11
FSS
GFF

Dividends

FSS vs. GFF - Dividend Comparison

FSS's dividend yield for the trailing twelve months is around 0.66%, less than GFF's 0.94% yield.


TTM20242023202220212020201920182017201620152014
FSS
Federal Signal Corporation
0.66%0.52%0.51%0.77%0.83%0.96%0.99%1.56%1.39%1.79%1.58%0.58%
GFF
Griffon Corporation
0.94%0.88%4.10%6.62%1.16%1.50%1.45%12.28%1.23%0.80%0.96%0.98%

Drawdowns

FSS vs. GFF - Drawdown Comparison

The maximum FSS drawdown since its inception was -83.42%, which is greater than GFF's maximum drawdown of -75.71%. Use the drawdown chart below to compare losses from any high point for FSS and GFF. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.59%
-16.99%
FSS
GFF

Volatility

FSS vs. GFF - Volatility Comparison

Federal Signal Corporation (FSS) and Griffon Corporation (GFF) have volatilities of 15.56% and 15.74%, 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
15.56%
15.74%
FSS
GFF

Financials

FSS vs. GFF - Financials Comparison

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