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

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.

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PH vs. FSS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PH
Parker-Hannifin Corporation
2.04%39.54%39.58%60.81%-6.91%18.30%34.78%40.75%-24.00%44.91%
FSS
Federal Signal Corporation
-0.27%18.21%21.05%66.26%8.22%31.80%3.99%63.92%0.39%30.79%

Fundamentals

Market Cap

PH:

$114.68B

FSS:

$6.65B

EPS

PH:

$27.53

FSS:

$4.02

PE Ratio

PH:

32.52

FSS:

26.93

PEG Ratio

PH:

1.37

FSS:

1.05

PS Ratio

PH:

5.62

FSS:

3.05

PB Ratio

PH:

7.48

FSS:

4.81

Total Revenue (TTM)

PH:

$20.46B

FSS:

$2.18B

Gross Profit (TTM)

PH:

$7.63B

FSS:

$631.20M

EBITDA (TTM)

PH:

$5.26B

FSS:

$340.90M

Returns By Period

In the year-to-date period, PH achieves a 2.04% return, which is significantly higher than FSS's -0.27% return. Both investments have delivered pretty close results over the past 10 years, with PH having a 25.06% annualized return and FSS not far behind at 24.56%.


PH

1D
3.92%
1M
-11.29%
YTD
2.04%
6M
18.56%
1Y
48.64%
3Y*
40.22%
5Y*
24.76%
10Y*
25.06%

FSS

1D
3.22%
1M
-6.99%
YTD
-0.27%
6M
-8.87%
1Y
47.80%
3Y*
26.62%
5Y*
23.62%
10Y*
24.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PH vs. FSS — Risk / Return Rank

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

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

FSS
FSS Risk / Return Rank: 8080
Overall Rank
FSS Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FSS Sortino Ratio Rank: 8282
Sortino Ratio Rank
FSS Omega Ratio Rank: 8080
Omega Ratio Rank
FSS Calmar Ratio Rank: 8181
Calmar Ratio Rank
FSS Martin Ratio Rank: 7676
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.

PH vs. FSS - Risk-Adjusted Trends 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.


PHFSSDifference

Sharpe ratio

Return per unit of total volatility

1.59

1.34

+0.25

Sortino ratio

Return per unit of downside risk

2.19

2.18

0.00

Omega ratio

Gain probability vs. loss probability

1.33

1.28

+0.05

Calmar ratio

Return relative to maximum drawdown

2.83

2.34

+0.48

Martin ratio

Return relative to average drawdown

10.89

4.80

+6.09

PH vs. FSS - Sharpe Ratio Comparison

The current PH Sharpe Ratio is 1.59, which is comparable to the FSS Sharpe Ratio of 1.34. 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.


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Sharpe Ratios by Period


PHFSSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.34

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.79

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.78

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.28

+0.17

Correlation

The correlation between PH and FSS is 0.41, 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.


Dividends

PH vs. FSS - Dividend Comparison

PH's dividend yield for the trailing twelve months is around 0.80%, more than FSS's 0.53% yield.


TTM20252024202320222021202020192018201720162015
PH
Parker-Hannifin Corporation
0.80%0.80%1.00%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%
FSS
Federal Signal Corporation
0.53%0.52%0.52%0.51%0.77%0.83%0.96%0.99%1.56%1.39%1.79%1.58%

Drawdowns

PH vs. FSS - Drawdown Comparison

The maximum PH drawdown since its inception was -66.92%, smaller than the maximum FSS drawdown of -83.43%. Use the drawdown chart below to compare losses from any high point for PH and FSS.


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Drawdown Indicators


PHFSSDifference

Max Drawdown

Largest peak-to-trough decline

-66.92%

-83.43%

+16.51%

Max Drawdown (1Y)

Largest decline over 1 year

-17.77%

-19.04%

+1.27%

Max Drawdown (5Y)

Largest decline over 5 years

-28.64%

-32.96%

+4.32%

Max Drawdown (10Y)

Largest decline over 10 years

-54.68%

-32.96%

-21.72%

Current Drawdown

Current decline from peak

-12.49%

-16.44%

+3.95%

Average Drawdown

Average peak-to-trough decline

-15.35%

-22.61%

+7.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.61%

9.30%

-4.69%

Volatility

PH vs. FSS - Volatility Comparison

Parker-Hannifin Corporation (PH) and Federal Signal Corporation (FSS) have volatilities of 9.82% and 10.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHFSSDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.82%

10.31%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

17.88%

21.62%

-3.74%

Volatility (1Y)

Calculated over the trailing 1-year period

30.84%

36.05%

-5.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.31%

30.21%

-1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.52%

31.57%

-0.05%

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


0.001.00B2.00B3.00B4.00B5.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
5.17B
597.10M
(PH) Total Revenue
(FSS) Total Revenue
Values in USD except per share items

PH vs. FSS - Profitability Comparison

The chart below illustrates the profitability comparison between Parker-Hannifin 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%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
37.3%
29.1%
Portfolio components
PH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Parker-Hannifin Corporation reported a gross profit of 1.93B and revenue of 5.17B. Therefore, the gross margin over that period was 37.3%.

FSS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Federal Signal Corporation reported a gross profit of 173.80M and revenue of 597.10M. Therefore, the gross margin over that period was 29.1%.

PH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Parker-Hannifin Corporation reported an operating income of 1.09B and revenue of 5.17B, resulting in an operating margin of 21.1%.

FSS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Federal Signal Corporation reported an operating income of 81.90M and revenue of 597.10M, resulting in an operating margin of 13.7%.

PH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Parker-Hannifin Corporation reported a net income of 845.00M and revenue of 5.17B, resulting in a net margin of 16.3%.

FSS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Federal Signal Corporation reported a net income of 60.80M and revenue of 597.10M, resulting in a net margin of 10.2%.