FSS vs. VOO
FSS (Federal Signal Corporation) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, FSS returned 26.96%/yr vs 15.14%/yr for VOO. Their 0.56 correlation means they have sometimes moved together and sometimes differently.
Performance
FSS vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, FSS achieves a 15.38% return, which is significantly higher than VOO's 10.16% return. Over the past 10 years, FSS has outperformed VOO with an annualized return of 26.96%, while VOO has yielded a comparatively lower 15.14% annualized return.
FSS
- 1D
- 0.32%
- 1M
- -4.68%
- 6M
- 15.91%
- YTD
- 15.38%
- 1Y
- 2.46%
- 3Y*
- 27.11%
- 5Y*
- 26.69%
- 10Y*
- 26.96%
- ALL TIME*
- 10.15%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $54.11M | $65.70M | $62.78M | |
| $3.82B | $3.78B | $5.44B |
FSS vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSS Federal Signal Corporation | 15.38% | 18.21% | 21.05% | 66.26% | 8.22% | 31.80% | 3.99% | 63.92% | 0.39% | 30.79% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between FSS and VOO is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.47 |
Correlation (3Y) Balances recent behavior with more history. | 0.55 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.54 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.56 |
The correlation between FSS and VOO has been stable across timeframes, ranging from 0.47 to 0.56 - a consistent structural relationship.
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Return for Risk
FSS vs. VOO — Risk / Return Rank
FSS
VOO
FSS vs. VOO - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FSS | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.56 | ||
| Sortino ratioReturn per unit of downside risk | -1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.28 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 2.21 | -2.25 |
| Martin ratioReturn relative to average drawdown | -0.07 | 9.44 | -9.50 |
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Drawdowns
FSS vs. VOO - Drawdown Comparison
The maximum FSS drawdown since its inception was -83.43%, 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.
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Drawdown Indicators
| FSS | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.43% | -33.99% | -49.44% |
Max Drawdown (1Y)Largest decline over 1 year | -19.04% | -8.90% | -10.14% |
Max Drawdown (3Y)Largest decline over 3 years | -31.54% | -18.69% | -12.85% |
Max Drawdown (5Y)Largest decline over 5 years | -32.96% | -24.52% | -8.44% |
Max Drawdown (10Y)Largest decline over 10 years | -32.96% | -33.99% | +1.03% |
Current DrawdownCurrent decline from peak | -6.66% | -1.38% | -5.28% |
Average DrawdownAverage peak-to-trough decline | -22.52% | -3.67% | -18.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.41% | 2.08% | +9.33% |
Volatility
FSS vs. VOO - Volatility Comparison
Federal Signal Corporation (FSS) has a higher volatility of 16.17% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. 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.
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Volatility by Period
| FSS | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.17% | 3.54% | +12.63% |
Volatility (6M)Calculated over the trailing 6-month period | 27.90% | 10.10% | +17.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.29% | 12.82% | +21.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.49% | 16.93% | +14.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.98% | 18.01% | +13.97% |
Dividends
FSS vs. VOO - Dividend Comparison
FSS's dividend yield for the trailing twelve months is around 0.46%, less than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSS Federal Signal Corporation | 0.46% | 0.52% | 0.52% | 0.51% | 0.77% | 0.83% | 0.96% | 0.99% | 1.56% | 1.39% | 1.79% | 1.58% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
FSS and VOO have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSS has higher volatility (16.17%) compared to VOO (3.54%). In terms of maximum drawdown, FSS dropped -83.43% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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