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

Correlation

The correlation between FSS and TTI is 0.28, 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. TTI - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%JulyAugustSeptemberOctoberNovemberDecember
2,306.48%
44.32%
FSS
TTI

Key characteristics

Sharpe Ratio

FSS:

0.76

TTI:

-0.47

Sortino Ratio

FSS:

1.21

TTI:

-0.42

Omega Ratio

FSS:

1.15

TTI:

0.95

Calmar Ratio

FSS:

1.19

TTI:

-0.28

Martin Ratio

FSS:

3.16

TTI:

-0.99

Ulcer Index

FSS:

6.90%

TTI:

25.62%

Daily Std Dev

FSS:

28.58%

TTI:

53.69%

Max Drawdown

FSS:

-83.42%

TTI:

-99.20%

Current Drawdown

FSS:

-7.94%

TTI:

-87.54%

Fundamentals

Market Cap

FSS:

$5.85B

TTI:

$483.74M

EPS

FSS:

$3.45

TTI:

$0.06

PE Ratio

FSS:

27.74

TTI:

61.17

PEG Ratio

FSS:

2.71

TTI:

0.20

Total Revenue (TTM)

FSS:

$1.84B

TTI:

$617.73M

Gross Profit (TTM)

FSS:

$507.00M

TTI:

$135.87M

EBITDA (TTM)

FSS:

$337.20M

TTI:

$77.32M

Returns By Period

In the year-to-date period, FSS achieves a 20.28% return, which is significantly higher than TTI's -24.34% return. Over the past 10 years, FSS has outperformed TTI with an annualized return of 21.05%, while TTI has yielded a comparatively lower -5.12% annualized return.


FSS

YTD

20.28%

1M

0.15%

6M

9.13%

1Y

21.04%

5Y*

24.24%

10Y*

21.05%

TTI

YTD

-24.34%

1M

-15.35%

6M

8.57%

1Y

-26.61%

5Y*

10.91%

10Y*

-5.12%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FSS vs. TTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Federal Signal Corporation (FSS) and TETRA Technologies, Inc. (TTI). 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-4.00-2.000.002.000.76-0.47
The chart of Sortino ratio for FSS, currently valued at 1.21, compared to the broader market-4.00-2.000.002.004.001.21-0.42
The chart of Omega ratio for FSS, currently valued at 1.15, compared to the broader market0.501.001.502.001.150.95
The chart of Calmar ratio for FSS, currently valued at 1.19, compared to the broader market0.002.004.006.001.19-0.28
The chart of Martin ratio for FSS, currently valued at 3.16, compared to the broader market-5.000.005.0010.0015.0020.0025.003.16-0.99
FSS
TTI

The current FSS Sharpe Ratio is 0.76, which is higher than the TTI Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of FSS and TTI, 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-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
0.76
-0.47
FSS
TTI

Dividends

FSS vs. TTI - Dividend Comparison

FSS's dividend yield for the trailing twelve months is around 0.52%, while TTI has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
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%
TTI
TETRA Technologies, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.34%1.79%6.68%0.00%

Drawdowns

FSS vs. TTI - Drawdown Comparison

The maximum FSS drawdown since its inception was -83.42%, smaller than the maximum TTI drawdown of -99.20%. Use the drawdown chart below to compare losses from any high point for FSS and TTI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.94%
-87.54%
FSS
TTI

Volatility

FSS vs. TTI - Volatility Comparison

The current volatility for Federal Signal Corporation (FSS) is 6.66%, while TETRA Technologies, Inc. (TTI) has a volatility of 9.87%. This indicates that FSS experiences smaller price fluctuations and is considered to be less risky than TTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
6.66%
9.87%
FSS
TTI

Financials

FSS vs. TTI - Financials Comparison

This section allows you to compare key financial metrics between Federal Signal Corporation and TETRA Technologies, 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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