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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.

5,000.00%6,000.00%7,000.00%8,000.00%JulyAugustSeptemberOctoberNovemberDecember
5,104.67%
7,627.46%
FSS
MMC

Key characteristics

Sharpe Ratio

FSS:

0.76

MMC:

1.15

Sortino Ratio

FSS:

1.21

MMC:

1.55

Omega Ratio

FSS:

1.15

MMC:

1.21

Calmar Ratio

FSS:

1.19

MMC:

1.59

Martin Ratio

FSS:

3.16

MMC:

5.76

Ulcer Index

FSS:

6.90%

MMC:

2.76%

Daily Std Dev

FSS:

28.58%

MMC:

13.86%

Max Drawdown

FSS:

-83.42%

MMC:

-67.46%

Current Drawdown

FSS:

-7.94%

MMC:

-9.22%

Fundamentals

Market Cap

FSS:

$5.85B

MMC:

$104.70B

EPS

FSS:

$3.45

MMC:

$8.10

PE Ratio

FSS:

27.74

MMC:

26.32

PEG Ratio

FSS:

2.71

MMC:

2.26

Total Revenue (TTM)

FSS:

$1.84B

MMC:

$23.95B

Gross Profit (TTM)

FSS:

$507.00M

MMC:

$10.31B

EBITDA (TTM)

FSS:

$337.20M

MMC:

$7.13B

Returns By Period

In the year-to-date period, FSS achieves a 20.28% return, which is significantly higher than MMC's 13.39% return. Over the past 10 years, FSS has outperformed MMC with an annualized return of 21.05%, while MMC has yielded a comparatively lower 15.79% annualized return.


FSS

YTD

20.28%

1M

0.15%

6M

9.13%

1Y

21.04%

5Y*

24.24%

10Y*

21.05%

MMC

YTD

13.39%

1M

-4.60%

6M

-0.50%

1Y

15.00%

5Y*

15.27%

10Y*

15.79%

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Risk-Adjusted Performance

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 0.76, compared to the broader market-4.00-2.000.002.000.761.15
The chart of Sortino ratio for FSS, currently valued at 1.21, compared to the broader market-4.00-2.000.002.004.001.211.55
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 market0.002.004.006.001.191.59
The chart of Martin ratio for FSS, currently valued at 3.16, compared to the broader market-5.000.005.0010.0015.0020.0025.003.165.76
FSS
MMC

The current FSS Sharpe Ratio is 0.76, which is lower than the MMC Sharpe Ratio of 1.15. 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.76
1.15
FSS
MMC

Dividends

FSS vs. MMC - Dividend Comparison

FSS's dividend yield for the trailing twelve months is around 0.52%, less than MMC's 1.44% 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%
MMC
Marsh & McLennan Companies, Inc.
1.44%1.37%1.36%1.15%1.57%1.56%1.98%1.76%1.92%2.13%1.85%1.99%

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%JulyAugustSeptemberOctoberNovemberDecember
-7.94%
-9.22%
FSS
MMC

Volatility

FSS vs. MMC - Volatility Comparison

Federal Signal Corporation (FSS) has a higher volatility of 6.66% compared to Marsh & McLennan Companies, Inc. (MMC) at 5.10%. 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%JulyAugustSeptemberOctoberNovemberDecember
6.66%
5.10%
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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