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FSS vs. META
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FSS vs. META - Performance Comparison

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

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Returns By Period

In the year-to-date period, FSS achieves a 9.14% return, which is significantly higher than META's -14.67% return. Over the past 10 years, FSS has outperformed META with an annualized return of 26.27%, while META has yielded a comparatively lower 17.60% annualized return.


FSS

1D
0.64%
1M
4.96%
YTD
9.14%
6M
3.87%
1Y
15.40%
3Y*
24.70%
5Y*
25.00%
10Y*
26.27%

META

1D
-0.29%
1M
-7.79%
YTD
-14.67%
6M
-15.30%
1Y
-19.25%
3Y*
25.24%
5Y*
10.57%
10Y*
17.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSS vs. META - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSS
Federal Signal Corporation
9.14%18.21%21.05%66.26%8.22%31.80%3.99%63.92%0.39%30.79%
META
Meta Platforms, Inc.
-14.67%13.09%66.05%194.13%-64.22%23.13%33.09%56.57%-25.71%53.38%

Correlation

The correlation between FSS and META is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since May 18, 2012

0.27

Fundamentals

Market Cap

FSS:

$7.27B

META:

$1.44T

EPS

FSS:

$4.41

META:

$27.47

PE Ratio

FSS:

26.82

META:

20.47

PEG Ratio

FSS:

1.05

META:

0.84

PS Ratio

FSS:

3.10

META:

6.72

PB Ratio

FSS:

5.07

META:

5.92

Total Revenue (TTM)

FSS:

$2.34B

META:

$214.96B

Gross Profit (TTM)

FSS:

$670.20M

META:

$176.14B

EBITDA (TTM)

FSS:

$435.10M

META:

$106.31B

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Return for Risk

FSS vs. META — Risk / Return Rank

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

FSS
FSS Risk / Return Rank: 5656
Overall Rank
FSS Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FSS Sortino Ratio Rank: 5454
Sortino Ratio Rank
FSS Omega Ratio Rank: 5353
Omega Ratio Rank
FSS Calmar Ratio Rank: 6060
Calmar Ratio Rank
FSS Martin Ratio Rank: 5757
Martin Ratio Rank

META
META Risk / Return Rank: 1919
Overall Rank
META Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
META Sortino Ratio Rank: 1919
Sortino Ratio Rank
META Omega Ratio Rank: 1919
Omega Ratio Rank
META Calmar Ratio Rank: 2121
Calmar Ratio Rank
META Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FSS vs. META - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federal Signal Corporation (FSS) and Meta Platforms, Inc. (META). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FSSMETADifference
Sharpe ratioReturn per unit of total volatility

+0.97

Sortino ratioReturn per unit of downside risk

+1.52

Omega ratioGain probability vs. loss probability

1.11

0.93

+0.19

Calmar ratioReturn relative to maximum drawdown

0.81

-0.58

+1.39

Martin ratioReturn relative to average drawdown

1.41

-1.16

+2.57

FSS vs. META - Sharpe Ratio Comparison

The current FSS Sharpe Ratio is 0.44, which is higher than the META Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of FSS and META, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSS vs. META - Drawdown Comparison

The maximum FSS drawdown since its inception was -83.43%, which is greater than META's maximum drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for FSS and META.


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Drawdown Indicators


FSSMETADifference

Max Drawdown

Largest peak-to-trough decline

-83.43%

-76.74%

-6.69%

Max Drawdown (1Y)

Largest decline over 1 year

-19.04%

-33.30%

+14.26%

Max Drawdown (3Y)

Largest decline over 3 years

-31.54%

-34.15%

+2.61%

Max Drawdown (5Y)

Largest decline over 5 years

-32.96%

-76.74%

+43.78%

Max Drawdown (10Y)

Largest decline over 10 years

-32.96%

-76.74%

+43.78%

Current Drawdown

Current decline from peak

-8.55%

-28.60%

+20.05%

Average Drawdown

Average peak-to-trough decline

-22.56%

-15.84%

-6.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.98%

16.58%

-5.60%

Volatility

FSS vs. META - Volatility Comparison

The current volatility for Federal Signal Corporation (FSS) is 9.92%, while Meta Platforms, Inc. (META) has a volatility of 12.90%. This indicates that FSS experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSSMETADifference

Volatility (1M)

Calculated over the trailing 1-month period

9.92%

12.90%

-2.98%

Volatility (6M)

Calculated over the trailing 6-month period

23.73%

27.85%

-4.12%

Volatility (1Y)

Calculated over the trailing 1-year period

35.60%

36.18%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.75%

44.18%

-13.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.64%

38.76%

-7.12%

Dividends

FSS vs. META - Dividend Comparison

FSS's dividend yield for the trailing twelve months is around 0.49%, more than META's 0.38% yield.


PositionTTM20252024202320222021202020192018201720162015
FSS
Federal Signal Corporation
0.49%0.52%0.52%0.51%0.77%0.83%0.96%0.99%1.56%1.39%1.79%1.58%
META
Meta Platforms, Inc.
0.38%0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

FSS vs. META - Financials Comparison

This section allows you to compare key financial metrics between Federal Signal Corporation and Meta Platforms, 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


0.0010.00B20.00B30.00B40.00B50.00B60.00B20222023202420252026
625.60M
56.31B
(FSS) Total Revenue
(META) Total Revenue
Values in USD except per share items

FSS vs. META - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%80.0%20222023202420252026
28.7%
81.9%
Portfolio components
FSS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Federal Signal Corporation reported a gross profit of 179.40M and revenue of 625.60M. Therefore, the gross margin over that period was 28.7%.

META - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported a gross profit of 46.09B and revenue of 56.31B. Therefore, the gross margin over that period was 81.9%.

FSS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Federal Signal Corporation reported an operating income of 99.70M and revenue of 625.60M, resulting in an operating margin of 15.9%.

META - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported an operating income of 22.87B and revenue of 56.31B, resulting in an operating margin of 40.6%.

FSS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Federal Signal Corporation reported a net income of 70.40M and revenue of 625.60M, resulting in a net margin of 11.3%.

META - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Meta Platforms, Inc. reported a net income of 26.77B and revenue of 56.31B, resulting in a net margin of 47.5%.


Frequently Asked Questions


FSS and META have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

META has higher volatility (12.90%) compared to FSS (9.92%). In terms of maximum drawdown, FSS dropped -83.43% vs META's -76.74%.

FSS currently has the higher Sharpe Ratio (0.43 vs -0.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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