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FSTR vs. PSIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FSTR vs. PSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L.B. Foster Company (FSTR) and Power Solutions International, Inc. (PSIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSTR achieves a 52.62% return, which is significantly higher than PSIX's -51.68% return. Over the past 10 years, FSTR has outperformed PSIX with an annualized return of 15.15%, while PSIX has yielded a comparatively lower 5.61% annualized return.


FSTR

1D
-0.15%
1M
-3.81%
6M
36.87%
YTD
52.62%
1Y
84.27%
3Y*
41.92%
5Y*
17.76%
10Y*
15.15%
ALL TIME*
6.20%

PSIX

1D
-0.79%
1M
-25.54%
6M
-61.47%
YTD
-51.68%
1Y
-68.26%
3Y*
121.23%
5Y*
29.78%
10Y*
5.61%
ALL TIME*
3.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.04M$3.01M$4.24M
$13.05M$14.34M$29.49M

FSTR vs. PSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSTR
L.B. Foster Company
52.62%0.19%22.33%127.17%-29.60%-8.64%-22.34%21.89%-41.44%99.63%
PSIX
Power Solutions International, Inc.
-51.68%92.07%1,351.22%-31.67%0.00%-9.09%-58.23%-14.59%23.33%0.00%

Correlation

The correlation between FSTR and PSIX is 0.29, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.29

Correlation (3Y)
Balances recent behavior with more history.

0.18

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.12

Correlation (10Y)
Provides a long-term view across more market conditions.

0.07

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2012

0.12

The correlation between FSTR and PSIX shifts across timeframes, from 0.07 (10 years) to 0.29 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FSTR:

$430.17M

PSIX:

$636.42M

EPS

FSTR:

$1.04

PSIX:

$4.43

PE Ratio

FSTR:

39.61

PSIX:

6.23

PEG Ratio

FSTR:

0.06

PSIX:

0.06

PS Ratio

FSTR:

0.78

PSIX:

1.08

PB Ratio

FSTR:

2.51

PSIX:

3.43

Total Revenue (TTM)

FSTR:

$563.36M

PSIX:

$586.96M

Gross Profit (TTM)

FSTR:

$119.30M

PSIX:

$172.81M

EBITDA (TTM)

FSTR:

$37.88M

PSIX:

$102.78M

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Return for Risk

FSTR vs. PSIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FSTR
FSTR Risk / Return Rank: 9292
Overall Rank
FSTR Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FSTR Sortino Ratio Rank: 9292
Sortino Ratio Rank
FSTR Omega Ratio Rank: 8989
Omega Ratio Rank
FSTR Calmar Ratio Rank: 9595
Calmar Ratio Rank
FSTR Martin Ratio Rank: 9595
Martin Ratio Rank

PSIX
PSIX Risk / Return Rank: 1010
Overall Rank
PSIX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
PSIX Sortino Ratio Rank: 1414
Sortino Ratio Rank
PSIX Omega Ratio Rank: 1414
Omega Ratio Rank
PSIX Calmar Ratio Rank: 77
Calmar Ratio Rank
PSIX Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FSTR vs. PSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L.B. Foster Company (FSTR) and Power Solutions International, Inc. (PSIX). 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.


FSTRPSIXDifference
Sharpe ratioReturn per unit of total volatility

+2.55

Sortino ratioReturn per unit of downside risk

+3.91

Omega ratioGain probability vs. loss probability

1.35

0.89

+0.47

Calmar ratioReturn relative to maximum drawdown

4.90

-0.91

+5.81

Martin ratioReturn relative to average drawdown

13.34

-1.57

+14.92

FSTR vs. PSIX - Sharpe Ratio Comparison

The current FSTR Sharpe Ratio is 1.84, which is higher than the PSIX Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of FSTR and PSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSTR vs. PSIX - Drawdown Comparison

The maximum FSTR drawdown since its inception was -84.47%, smaller than the maximum PSIX drawdown of -98.55%. Use the drawdown chart below to compare losses from any high point for FSTR and PSIX.


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Drawdown Indicators


FSTRPSIXDifference

Max Drawdown

Largest peak-to-trough decline

-84.47%

-98.55%

+14.08%

Max Drawdown (1Y)

Largest decline over 1 year

-15.38%

-78.03%

+62.65%

Max Drawdown (3Y)

Largest decline over 3 years

-45.90%

-78.03%

+32.13%

Max Drawdown (5Y)

Largest decline over 5 years

-50.47%

-78.07%

+27.60%

Max Drawdown (10Y)

Largest decline over 10 years

-70.39%

-92.09%

+21.70%

Current Drawdown

Current decline from peak

-26.98%

-76.15%

+49.17%

Average Drawdown

Average peak-to-trough decline

-41.74%

-68.22%

+26.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.69%

44.85%

-39.16%

Volatility

FSTR vs. PSIX - Volatility Comparison

The current volatility for L.B. Foster Company (FSTR) is 8.89%, while Power Solutions International, Inc. (PSIX) has a volatility of 21.37%. This indicates that FSTR experiences smaller price fluctuations and is considered to be less risky than PSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSTRPSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.89%

21.37%

-12.48%

Volatility (6M)

Calculated over the trailing 6-month period

30.05%

89.38%

-59.33%

Volatility (1Y)

Calculated over the trailing 1-year period

40.97%

100.07%

-59.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.63%

112.91%

-71.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.94%

106.00%

-58.06%

Dividends

FSTR vs. PSIX - Dividend Comparison

Neither FSTR nor PSIX has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FSTR
L.B. Foster Company
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.88%1.17%
PSIX
Power Solutions International, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

FSTR vs. PSIX - Financials Comparison

This section allows you to compare key financial metrics between L.B. Foster Company and Power Solutions International, 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

Frequently Asked Questions


FSTR and PSIX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PSIX has higher volatility (21.37%) compared to FSTR (8.89%). In terms of maximum drawdown, FSTR dropped -84.47% vs PSIX's -98.55%.

FSTR currently has the higher Sharpe Ratio (1.84 vs -0.71), 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.

Portfolio Optimizer

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