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

Correlation

The correlation between PH and FSS is 0.40, 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.


-0.50.00.51.00.4

Performance

PH vs. FSS - Performance Comparison

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

5,000.00%10,000.00%15,000.00%20,000.00%JulyAugustSeptemberOctoberNovemberDecember
18,447.07%
5,793.68%
PH
FSS

Key characteristics

Sharpe Ratio

PH:

1.76

FSS:

0.76

Sortino Ratio

PH:

2.72

FSS:

1.21

Omega Ratio

PH:

1.36

FSS:

1.15

Calmar Ratio

PH:

4.03

FSS:

1.19

Martin Ratio

PH:

11.01

FSS:

3.16

Ulcer Index

PH:

4.14%

FSS:

6.90%

Daily Std Dev

PH:

25.93%

FSS:

28.58%

Max Drawdown

PH:

-66.92%

FSS:

-83.42%

Current Drawdown

PH:

-8.61%

FSS:

-7.94%

Fundamentals

Market Cap

PH:

$85.73B

FSS:

$5.85B

EPS

PH:

$22.18

FSS:

$3.45

PE Ratio

PH:

30.03

FSS:

27.74

PEG Ratio

PH:

2.80

FSS:

2.71

Total Revenue (TTM)

PH:

$19.99B

FSS:

$1.84B

Gross Profit (TTM)

PH:

$7.20B

FSS:

$507.00M

EBITDA (TTM)

PH:

$4.95B

FSS:

$337.20M

Returns By Period

In the year-to-date period, PH achieves a 42.03% return, which is significantly higher than FSS's 20.28% return. Over the past 10 years, PH has underperformed FSS with an annualized return of 19.40%, while FSS has yielded a comparatively higher 21.05% annualized return.


PH

YTD

42.03%

1M

-6.26%

6M

29.03%

1Y

43.52%

5Y*

27.58%

10Y*

19.40%

FSS

YTD

20.28%

1M

0.15%

6M

9.13%

1Y

21.04%

5Y*

24.24%

10Y*

21.05%

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Risk-Adjusted Performance

PH vs. FSS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Parker-Hannifin Corporation (PH) 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 PH, currently valued at 1.76, compared to the broader market-4.00-2.000.002.001.760.76
The chart of Sortino ratio for PH, currently valued at 2.72, compared to the broader market-4.00-2.000.002.004.002.721.21
The chart of Omega ratio for PH, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.15
The chart of Calmar ratio for PH, currently valued at 4.03, compared to the broader market0.002.004.006.004.031.19
The chart of Martin ratio for PH, currently valued at 11.01, compared to the broader market-5.000.005.0010.0015.0020.0025.0011.013.16
PH
FSS

The current PH Sharpe Ratio is 1.76, which is higher than the FSS Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of PH 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.76
0.76
PH
FSS

Dividends

PH vs. FSS - Dividend Comparison

PH's dividend yield for the trailing twelve months is around 0.98%, more than FSS's 0.52% yield.


TTM20232022202120202019201820172016201520142013
PH
Parker-Hannifin Corporation
0.98%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%1.61%1.38%
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

PH vs. FSS - Drawdown Comparison

The maximum PH drawdown since its inception was -66.92%, smaller than the maximum FSS drawdown of -83.42%. Use the drawdown chart below to compare losses from any high point for PH and FSS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.61%
-7.94%
PH
FSS

Volatility

PH vs. FSS - Volatility Comparison

The current volatility for Parker-Hannifin Corporation (PH) is 5.26%, while Federal Signal Corporation (FSS) has a volatility of 6.66%. This indicates that PH experiences smaller price fluctuations and is considered to be less risky than FSS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
5.26%
6.66%
PH
FSS

Financials

PH vs. FSS - Financials Comparison

This section allows you to compare key financial metrics between Parker-Hannifin 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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