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NPO vs. FSS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NPO vs. FSS - Performance Comparison

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

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Returns By Period

In the year-to-date period, NPO achieves a 51.37% return, which is significantly higher than FSS's 10.35% return. Over the past 10 years, NPO has underperformed FSS with an annualized return of 22.44%, while FSS has yielded a comparatively higher 25.49% annualized return.


NPO

1D
-1.59%
1M
-9.72%
6M
34.08%
YTD
51.37%
1Y
59.38%
3Y*
32.79%
5Y*
29.98%
10Y*
22.44%

FSS

1D
1.46%
1M
6.03%
6M
2.50%
YTD
10.35%
1Y
12.81%
3Y*
24.18%
5Y*
26.16%
10Y*
25.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NPO vs. FSS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NPO
EnPro Industries, Inc.
51.37%24.95%10.85%45.63%-0.19%47.48%15.05%13.05%-34.87%40.54%
FSS
Federal Signal Corporation
10.35%18.21%21.05%66.26%8.22%31.80%3.99%63.92%0.39%30.79%

Correlation

The correlation between NPO and FSS is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.54

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (10Y)
Calculated over the trailing 10-year period

0.62

Correlation (All Time)
Calculated using the full available price history since May 24, 2002

0.53

The correlation between NPO and FSS shifts across timeframes, from 0.53 (all time) to 0.63 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NPO:

$6.83B

FSS:

$7.29B

EPS

NPO:

$3.07

FSS:

$4.40

PE Ratio

NPO:

105.31

FSS:

27.13

PEG Ratio

NPO:

3.87

FSS:

1.06

PS Ratio

NPO:

3.90

FSS:

3.14

Total Revenue (TTM)

NPO:

$1.17B

FSS:

$2.34B

Gross Profit (TTM)

NPO:

$499.30M

FSS:

$670.20M

EBITDA (TTM)

NPO:

$127.70M

FSS:

$435.10M

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Return for Risk

NPO vs. FSS — Risk / Return Rank

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

NPO
NPO Risk / Return Rank: 8585
Overall Rank
NPO Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
NPO Sortino Ratio Rank: 8282
Sortino Ratio Rank
NPO Omega Ratio Rank: 7979
Omega Ratio Rank
NPO Calmar Ratio Rank: 8989
Calmar Ratio Rank
NPO Martin Ratio Rank: 9191
Martin Ratio Rank

FSS
FSS Risk / Return Rank: 5656
Overall Rank
FSS Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FSS Sortino Ratio Rank: 5454
Sortino Ratio Rank
FSS Omega Ratio Rank: 5353
Omega Ratio Rank
FSS Calmar Ratio Rank: 6060
Calmar Ratio Rank
FSS Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NPO vs. FSS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EnPro Industries, Inc. (NPO) 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.

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.


NPOFSSDifference
Sharpe ratioReturn per unit of total volatility

+1.27

Sortino ratioReturn per unit of downside risk

+1.36

Omega ratioGain probability vs. loss probability

1.26

1.10

+0.16

Calmar ratioReturn relative to maximum drawdown

3.40

0.68

+2.72

Martin ratioReturn relative to average drawdown

10.09

1.15

+8.94

NPO vs. FSS - Sharpe Ratio Comparison

The current NPO Sharpe Ratio is 1.62, which is higher than the FSS Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of NPO and FSS, 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

NPO vs. FSS - Drawdown Comparison

The maximum NPO drawdown since its inception was -73.26%, smaller than the maximum FSS drawdown of -83.43%. Use the drawdown chart below to compare losses from any high point for NPO and FSS.


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Drawdown Indicators


NPOFSSDifference

Max Drawdown

Largest peak-to-trough decline

-73.26%

-83.43%

+10.17%

Max Drawdown (1Y)

Largest decline over 1 year

-17.56%

-19.04%

+1.48%

Max Drawdown (3Y)

Largest decline over 3 years

-33.72%

-31.54%

-2.18%

Max Drawdown (5Y)

Largest decline over 5 years

-33.80%

-32.96%

-0.84%

Max Drawdown (10Y)

Largest decline over 10 years

-65.78%

-32.96%

-32.82%

Current Drawdown

Current decline from peak

-16.58%

-10.73%

-5.85%

Average Drawdown

Average peak-to-trough decline

-19.90%

-22.53%

+2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.90%

11.13%

-5.23%

Volatility

NPO vs. FSS - Volatility Comparison

EnPro Industries, Inc. (NPO) has a higher volatility of 14.37% compared to Federal Signal Corporation (FSS) at 12.25%. This indicates that NPO'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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Volatility by Period


NPOFSSDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.37%

12.25%

+2.12%

Volatility (6M)

Calculated over the trailing 6-month period

28.16%

25.72%

+2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

36.84%

36.74%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.44%

31.06%

+4.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.64%

31.77%

+5.87%

Dividends

NPO vs. FSS - Dividend Comparison

NPO's dividend yield for the trailing twelve months is around 0.39%, less than FSS's 0.49% yield.


PositionTTM20252024202320222021202020192018201720162015
FSS
Federal Signal Corporation
0.49%0.52%0.52%0.51%0.77%0.83%0.96%0.99%1.56%1.39%1.79%1.58%
NPO
EnPro Industries, Inc.
0.39%0.58%0.70%0.74%1.03%0.98%1.38%1.50%1.60%0.94%1.25%1.82%

Financials

NPO vs. FSS - Financials Comparison

This section allows you to compare key financial metrics between EnPro Industries, Inc. 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


200.00M300.00M400.00M500.00M600.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
303.00M
625.60M
(NPO) Total Revenue
(FSS) Total Revenue
Values in USD except per share items

NPO vs. FSS - Profitability Comparison

The chart below illustrates the profitability comparison between EnPro Industries, Inc. 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%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
42.9%
28.7%
Portfolio components
NPO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, EnPro Industries, Inc. reported a gross profit of 130.00M and revenue of 303.00M. Therefore, the gross margin over that period was 42.9%.

FSS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Federal Signal Corporation reported a gross profit of 179.40M and revenue of 625.60M. Therefore, the gross margin over that period was 28.7%.

NPO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, EnPro Industries, Inc. reported an operating income of 43.50M and revenue of 303.00M, resulting in an operating margin of 14.4%.

FSS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Federal Signal Corporation reported an operating income of 99.70M and revenue of 625.60M, resulting in an operating margin of 15.9%.

NPO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, EnPro Industries, Inc. reported a net income of 27.40M and revenue of 303.00M, resulting in a net margin of 9.0%.

FSS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Federal Signal Corporation reported a net income of 70.40M and revenue of 625.60M, resulting in a net margin of 11.3%.


Frequently Asked Questions


NPO and FSS have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NPO has higher volatility (14.37%) compared to FSS (12.25%). In terms of maximum drawdown, NPO dropped -73.26% vs FSS's -83.43%.

NPO currently has the higher Sharpe Ratio (1.62 vs 0.35), 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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