PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FSS vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSS and VOO is 0.56, 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.


-0.50.00.51.00.6

Performance

FSS vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federal Signal Corporation (FSS) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-0.05%
8.64%
FSS
VOO

Key characteristics

Sharpe Ratio

FSS:

1.18

VOO:

2.21

Sortino Ratio

FSS:

1.72

VOO:

2.92

Omega Ratio

FSS:

1.22

VOO:

1.41

Calmar Ratio

FSS:

1.88

VOO:

3.34

Martin Ratio

FSS:

4.96

VOO:

14.07

Ulcer Index

FSS:

6.95%

VOO:

2.01%

Daily Std Dev

FSS:

29.09%

VOO:

12.80%

Max Drawdown

FSS:

-83.42%

VOO:

-33.99%

Current Drawdown

FSS:

-2.52%

VOO:

-1.36%

Returns By Period

In the year-to-date period, FSS achieves a 5.21% return, which is significantly higher than VOO's 1.98% return. Over the past 10 years, FSS has outperformed VOO with an annualized return of 21.57%, while VOO has yielded a comparatively lower 13.37% annualized return.


FSS

YTD

5.21%

1M

5.88%

6M

1.68%

1Y

31.68%

5Y*

24.83%

10Y*

21.57%

VOO

YTD

1.98%

1M

1.13%

6M

8.46%

1Y

25.58%

5Y*

14.35%

10Y*

13.37%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FSS vs. VOO — 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

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Federal Signal Corporation (FSS) and Vanguard S&P 500 ETF (VOO). 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-2.000.002.004.001.182.21
The chart of Sortino ratio for FSS, currently valued at 1.72, compared to the broader market-4.00-2.000.002.004.001.722.92
The chart of Omega ratio for FSS, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.41
The chart of Calmar ratio for FSS, currently valued at 1.88, compared to the broader market0.002.004.006.001.883.34
The chart of Martin ratio for FSS, currently valued at 4.96, compared to the broader market-10.000.0010.0020.0030.004.9614.07
FSS
VOO

The current FSS Sharpe Ratio is 1.18, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of FSS and VOO, 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 Ratio0.501.001.502.002.503.003.504.00AugustSeptemberOctoberNovemberDecember2025
1.18
2.21
FSS
VOO

Dividends

FSS vs. VOO - Dividend Comparison

FSS's dividend yield for the trailing twelve months is around 0.49%, less than VOO's 1.22% 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%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FSS vs. VOO - Drawdown Comparison

The maximum FSS drawdown since its inception was -83.42%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FSS and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.52%
-1.36%
FSS
VOO

Volatility

FSS vs. VOO - Volatility Comparison

Federal Signal Corporation (FSS) has a higher volatility of 8.50% compared to Vanguard S&P 500 ETF (VOO) at 5.05%. This indicates that FSS's price experiences larger fluctuations and is considered to be riskier than VOO 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
8.50%
5.05%
FSS
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab