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

Performance

GFF vs. FSS - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
21.10%
6.53%
GFF
FSS

Returns By Period

In the year-to-date period, GFF achieves a 31.10% return, which is significantly higher than FSS's 20.10% return. Over the past 10 years, GFF has outperformed FSS with an annualized return of 24.13%, while FSS has yielded a comparatively lower 21.05% annualized return.


GFF

YTD

31.10%

1M

20.99%

6M

20.62%

1Y

73.32%

5Y (annualized)

35.25%

10Y (annualized)

24.13%

FSS

YTD

20.10%

1M

4.45%

6M

5.92%

1Y

32.99%

5Y (annualized)

24.49%

10Y (annualized)

21.05%

Fundamentals


GFFFSS
Market Cap$3.80B$5.60B
EPS$4.23$3.45
PE Ratio18.7626.57
PEG Ratio2.362.71
Total Revenue (TTM)$2.62B$1.84B
Gross Profit (TTM)$1.04B$507.00M
EBITDA (TTM)$493.26M$337.20M

Key characteristics


GFFFSS
Sharpe Ratio1.631.09
Sortino Ratio2.201.59
Omega Ratio1.331.20
Calmar Ratio2.831.70
Martin Ratio8.084.55
Ulcer Index8.96%6.82%
Daily Std Dev44.32%28.55%
Max Drawdown-75.71%-83.42%
Current Drawdown-1.43%-8.08%

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Correlation

-0.50.00.51.00.3

The correlation between GFF and FSS is 0.33, 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.

Risk-Adjusted Performance

GFF vs. FSS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Griffon Corporation (GFF) and Federal Signal Corporation (FSS). 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 GFF, currently valued at 1.63, compared to the broader market-4.00-2.000.002.004.001.631.09
The chart of Sortino ratio for GFF, currently valued at 2.20, compared to the broader market-4.00-2.000.002.004.002.201.59
The chart of Omega ratio for GFF, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.20
The chart of Calmar ratio for GFF, currently valued at 2.83, compared to the broader market0.002.004.006.002.831.70
The chart of Martin ratio for GFF, currently valued at 8.08, compared to the broader market-10.000.0010.0020.0030.008.084.55
GFF
FSS

The current GFF Sharpe Ratio is 1.63, which is higher than the FSS Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of GFF and FSS, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.63
1.09
GFF
FSS

Dividends

GFF vs. FSS - Dividend Comparison

GFF's dividend yield for the trailing twelve months is around 0.76%, more than FSS's 0.52% yield.


TTM20232022202120202019201820172016201520142013
GFF
Griffon Corporation
0.76%4.10%6.62%1.16%1.50%1.45%12.28%1.23%0.80%0.96%0.98%0.79%
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%0.00%

Drawdowns

GFF vs. FSS - Drawdown Comparison

The maximum GFF drawdown since its inception was -75.71%, smaller than the maximum FSS drawdown of -83.42%. Use the drawdown chart below to compare losses from any high point for GFF and FSS. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.43%
-8.08%
GFF
FSS

Volatility

GFF vs. FSS - Volatility Comparison

Griffon Corporation (GFF) has a higher volatility of 19.54% compared to Federal Signal Corporation (FSS) at 9.71%. This indicates that GFF's price experiences larger fluctuations and is considered to be riskier than FSS 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%JuneJulyAugustSeptemberOctoberNovember
19.54%
9.71%
GFF
FSS

Financials

GFF vs. FSS - Financials Comparison

This section allows you to compare key financial metrics between Griffon Corporation and Federal Signal 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