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

Correlation

The correlation between FSS and MMC is 0.32, 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.


-0.50.00.51.00.3

Performance

FSS vs. MMC - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.16%
0.22%
FSS
MMC

Key characteristics

Sharpe Ratio

FSS:

1.12

MMC:

0.87

Sortino Ratio

FSS:

1.64

MMC:

1.21

Omega Ratio

FSS:

1.21

MMC:

1.16

Calmar Ratio

FSS:

1.78

MMC:

1.15

Martin Ratio

FSS:

4.70

MMC:

3.39

Ulcer Index

FSS:

6.95%

MMC:

3.59%

Daily Std Dev

FSS:

29.15%

MMC:

14.06%

Max Drawdown

FSS:

-83.42%

MMC:

-67.46%

Current Drawdown

FSS:

-1.88%

MMC:

-7.27%

Fundamentals

Market Cap

FSS:

$5.87B

MMC:

$104.79B

EPS

FSS:

$3.41

MMC:

$8.08

PE Ratio

FSS:

28.16

MMC:

26.31

PEG Ratio

FSS:

2.71

MMC:

2.26

Total Revenue (TTM)

FSS:

$1.39B

MMC:

$18.39B

Gross Profit (TTM)

FSS:

$389.20M

MMC:

$8.03B

EBITDA (TTM)

FSS:

$260.60M

MMC:

$5.55B

Returns By Period

In the year-to-date period, FSS achieves a 5.90% return, which is significantly higher than MMC's 1.83% return. Over the past 10 years, FSS has outperformed MMC with an annualized return of 22.06%, while MMC has yielded a comparatively lower 16.37% annualized return.


FSS

YTD

5.90%

1M

2.24%

6M

5.16%

1Y

35.32%

5Y*

24.05%

10Y*

22.06%

MMC

YTD

1.83%

1M

1.46%

6M

0.22%

1Y

11.77%

5Y*

15.41%

10Y*

16.37%

*Annualized

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Risk-Adjusted Performance

FSS vs. MMC — 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 8080
Overall Rank
The Sharpe Ratio Rank of FSS is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of FSS is 7575
Sortino Ratio Rank
The Omega Ratio Rank of FSS is 7373
Omega Ratio Rank
The Calmar Ratio Rank of FSS is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FSS is 8181
Martin Ratio Rank

MMC
The Risk-Adjusted Performance Rank of MMC is 7373
Overall Rank
The Sharpe Ratio Rank of MMC is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of MMC is 6666
Sortino Ratio Rank
The Omega Ratio Rank of MMC is 6565
Omega Ratio Rank
The Calmar Ratio Rank of MMC is 8282
Calmar Ratio Rank
The Martin Ratio Rank of MMC is 7575
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. MMC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Federal Signal Corporation (FSS) and Marsh & McLennan Companies, Inc. (MMC). 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 1.12, compared to the broader market-2.000.002.001.120.87
The chart of Sortino ratio for FSS, currently valued at 1.64, compared to the broader market-4.00-2.000.002.004.006.001.641.21
The chart of Omega ratio for FSS, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.16
The chart of Calmar ratio for FSS, currently valued at 1.78, compared to the broader market0.002.004.006.001.781.15
The chart of Martin ratio for FSS, currently valued at 4.70, compared to the broader market-10.000.0010.0020.0030.004.703.39
FSS
MMC

The current FSS Sharpe Ratio is 1.12, which is comparable to the MMC Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of FSS and MMC, 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 Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.12
0.87
FSS
MMC

Dividends

FSS vs. MMC - Dividend Comparison

FSS's dividend yield for the trailing twelve months is around 0.49%, less than MMC's 1.41% yield.


TTM20242023202220212020201920182017201620152014
FSS
Federal Signal Corporation
0.49%0.52%0.51%0.77%0.83%0.96%0.99%1.56%1.39%1.79%1.58%0.58%
MMC
Marsh & McLennan Companies, Inc.
1.41%1.44%1.37%1.36%1.15%1.57%1.56%1.98%1.76%1.92%2.13%1.85%

Drawdowns

FSS vs. MMC - Drawdown Comparison

The maximum FSS drawdown since its inception was -83.42%, which is greater than MMC's maximum drawdown of -67.46%. Use the drawdown chart below to compare losses from any high point for FSS and MMC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.88%
-7.27%
FSS
MMC

Volatility

FSS vs. MMC - Volatility Comparison

Federal Signal Corporation (FSS) has a higher volatility of 8.56% compared to Marsh & McLennan Companies, Inc. (MMC) at 3.90%. This indicates that FSS's price experiences larger fluctuations and is considered to be riskier than MMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
8.56%
3.90%
FSS
MMC

Financials

FSS vs. MMC - Financials Comparison

This section allows you to compare key financial metrics between Federal Signal Corporation and Marsh & McLennan Companies, 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
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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.

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