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

Correlation

The correlation between FSS and PH is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

FSS vs. PH - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
1.68%
21.88%
FSS
PH

Key characteristics

Sharpe Ratio

FSS:

1.18

PH:

1.85

Sortino Ratio

FSS:

1.72

PH:

2.84

Omega Ratio

FSS:

1.22

PH:

1.37

Calmar Ratio

FSS:

1.88

PH:

4.27

Martin Ratio

FSS:

4.96

PH:

10.15

Ulcer Index

FSS:

6.95%

PH:

4.77%

Daily Std Dev

FSS:

29.09%

PH:

26.12%

Max Drawdown

FSS:

-83.42%

PH:

-66.92%

Current Drawdown

FSS:

-2.52%

PH:

-5.46%

Fundamentals

Market Cap

FSS:

$5.98B

PH:

$86.17B

EPS

FSS:

$3.43

PH:

$22.20

PE Ratio

FSS:

28.34

PH:

30.16

PEG Ratio

FSS:

2.71

PH:

2.82

Total Revenue (TTM)

FSS:

$1.39B

PH:

$15.17B

Gross Profit (TTM)

FSS:

$389.20M

PH:

$5.48B

EBITDA (TTM)

FSS:

$260.60M

PH:

$3.77B

Returns By Period

The year-to-date returns for both investments are quite close, with FSS having a 5.21% return and PH slightly higher at 5.26%. Both investments have delivered pretty close results over the past 10 years, with FSS having a 21.57% annualized return and PH not far behind at 20.76%.


FSS

YTD

5.21%

1M

5.88%

6M

1.68%

1Y

31.68%

5Y*

24.83%

10Y*

21.57%

PH

YTD

5.26%

1M

3.99%

6M

23.55%

1Y

45.34%

5Y*

28.45%

10Y*

20.76%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FSS vs. PH — 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 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of FSS is 7676
Sortino Ratio Rank
The Omega Ratio Rank of FSS is 7474
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

PH
The Risk-Adjusted Performance Rank of PH is 9292
Overall Rank
The Sharpe Ratio Rank of PH is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of PH is 9090
Sortino Ratio Rank
The Omega Ratio Rank of PH is 9090
Omega Ratio Rank
The Calmar Ratio Rank of PH is 9797
Calmar Ratio Rank
The Martin Ratio Rank of PH is 9191
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. PH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Federal Signal Corporation (FSS) and Parker-Hannifin Corporation (PH). 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 1.18, compared to the broader market-2.000.002.004.001.181.85
The chart of Sortino ratio for FSS, currently valued at 1.72, compared to the broader market-4.00-2.000.002.004.001.722.84
The chart of Omega ratio for FSS, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.37
The chart of Calmar ratio for FSS, currently valued at 1.88, compared to the broader market0.002.004.006.001.884.27
The chart of Martin ratio for FSS, currently valued at 4.96, compared to the broader market-10.000.0010.0020.0030.004.9610.15
FSS
PH

The current FSS Sharpe Ratio is 1.18, which is lower than the PH Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of FSS and PH, 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 Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.18
1.85
FSS
PH

Dividends

FSS vs. PH - Dividend Comparison

FSS's dividend yield for the trailing twelve months is around 0.49%, less than PH's 0.95% 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%
PH
Parker-Hannifin Corporation
0.95%1.00%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%1.61%

Drawdowns

FSS vs. PH - Drawdown Comparison

The maximum FSS drawdown since its inception was -83.42%, which is greater than PH's maximum drawdown of -66.92%. Use the drawdown chart below to compare losses from any high point for FSS and PH. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.52%
-5.46%
FSS
PH

Volatility

FSS vs. PH - Volatility Comparison

Federal Signal Corporation (FSS) has a higher volatility of 8.50% compared to Parker-Hannifin Corporation (PH) at 6.06%. This indicates that FSS's price experiences larger fluctuations and is considered to be riskier than PH 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%16.00%AugustSeptemberOctoberNovemberDecember2025
8.50%
6.06%
FSS
PH

Financials

FSS vs. PH - Financials Comparison

This section allows you to compare key financial metrics between Federal Signal Corporation and Parker-Hannifin 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
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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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