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

Correlation

The correlation between GFF and FSS is 0.46, 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.


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.

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Key characteristics

Sharpe Ratio

GFF:

0.12

FSS:

0.27

Sortino Ratio

GFF:

0.52

FSS:

0.61

Omega Ratio

GFF:

1.07

FSS:

1.08

Calmar Ratio

GFF:

0.24

FSS:

0.29

Martin Ratio

GFF:

0.49

FSS:

0.73

Ulcer Index

GFF:

12.31%

FSS:

12.56%

Daily Std Dev

GFF:

45.41%

FSS:

35.71%

Max Drawdown

GFF:

-75.71%

FSS:

-83.42%

Current Drawdown

GFF:

-14.31%

FSS:

-6.87%

Fundamentals

Market Cap

GFF:

$3.44B

FSS:

$5.72B

EPS

GFF:

$4.83

FSS:

$3.41

PE Ratio

GFF:

15.12

FSS:

27.50

PEG Ratio

GFF:

2.36

FSS:

1.76

PS Ratio

GFF:

1.35

FSS:

3.01

PB Ratio

GFF:

16.10

FSS:

4.79

Total Revenue (TTM)

GFF:

$2.55B

FSS:

$1.90B

Gross Profit (TTM)

GFF:

$1.04B

FSS:

$540.20M

EBITDA (TTM)

GFF:

$490.42M

FSS:

$339.50M

Returns By Period

In the year-to-date period, GFF achieves a 2.39% return, which is significantly higher than FSS's 2.13% return. Over the past 10 years, GFF has underperformed FSS with an annualized return of 19.74%, while FSS has yielded a comparatively higher 21.37% annualized return.


GFF

YTD

2.39%

1M

4.03%

6M

-5.50%

1Y

5.28%

5Y*

42.50%

10Y*

19.74%

FSS

YTD

2.13%

1M

24.68%

6M

4.14%

1Y

8.32%

5Y*

30.00%

10Y*

21.37%

*Annualized

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Risk-Adjusted Performance

GFF vs. FSS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GFF
The Risk-Adjusted Performance Rank of GFF is 5656
Overall Rank
The Sharpe Ratio Rank of GFF is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of GFF is 5151
Sortino Ratio Rank
The Omega Ratio Rank of GFF is 5252
Omega Ratio Rank
The Calmar Ratio Rank of GFF is 6363
Calmar Ratio Rank
The Martin Ratio Rank of GFF is 5757
Martin Ratio Rank

FSS
The Risk-Adjusted Performance Rank of FSS is 5959
Overall Rank
The Sharpe Ratio Rank of FSS is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FSS is 5454
Sortino Ratio Rank
The Omega Ratio Rank of FSS is 5454
Omega Ratio Rank
The Calmar Ratio Rank of FSS is 6565
Calmar Ratio Rank
The Martin Ratio Rank of FSS is 6060
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.

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.


The current GFF Sharpe Ratio is 0.12, which is lower than the FSS Sharpe Ratio of 0.27. 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.


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Dividends

GFF vs. FSS - Dividend Comparison

GFF's dividend yield for the trailing twelve months is around 0.91%, more than FSS's 0.68% yield.


TTM20242023202220212020201920182017201620152014
GFF
Griffon Corporation
0.91%0.88%4.10%6.62%1.16%1.50%1.45%12.28%1.23%0.80%0.96%0.98%
FSS
Federal Signal Corporation
0.68%0.52%0.51%0.77%0.83%0.96%0.99%1.56%1.39%1.79%1.58%0.58%

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.


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Volatility

GFF vs. FSS - Volatility Comparison

Griffon Corporation (GFF) has a higher volatility of 11.85% compared to Federal Signal Corporation (FSS) at 10.19%. 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.


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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


300.00M400.00M500.00M600.00M700.00M800.00M20212022202320242025
611.75M
463.80M
(GFF) Total Revenue
(FSS) Total Revenue
Values in USD except per share items

GFF vs. FSS - Profitability Comparison

The chart below illustrates the profitability comparison between Griffon Corporation and Federal Signal Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

25.0%30.0%35.0%40.0%20212022202320242025
41.2%
28.2%
(GFF) Gross Margin
(FSS) Gross Margin
GFF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Griffon Corporation reported a gross profit of 252.21M and revenue of 611.75M. Therefore, the gross margin over that period was 41.2%.

FSS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Federal Signal Corporation reported a gross profit of 130.80M and revenue of 463.80M. Therefore, the gross margin over that period was 28.2%.

GFF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Griffon Corporation reported an operating income of 101.16M and revenue of 611.75M, resulting in an operating margin of 16.5%.

FSS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Federal Signal Corporation reported an operating income of 65.70M and revenue of 463.80M, resulting in an operating margin of 14.2%.

GFF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Griffon Corporation reported a net income of 56.76M and revenue of 611.75M, resulting in a net margin of 9.3%.

FSS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Federal Signal Corporation reported a net income of 46.30M and revenue of 463.80M, resulting in a net margin of 10.0%.