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

Correlation

The correlation between PH and FSS is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

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%NovemberDecember2025FebruaryMarchApril
17,341.09%
4,841.56%
PH
FSS

Key characteristics

Sharpe Ratio

PH:

0.28

FSS:

-0.28

Sortino Ratio

PH:

0.66

FSS:

-0.16

Omega Ratio

PH:

1.09

FSS:

0.98

Calmar Ratio

PH:

0.37

FSS:

-0.31

Martin Ratio

PH:

1.24

FSS:

-0.80

Ulcer Index

PH:

7.88%

FSS:

12.06%

Daily Std Dev

PH:

34.86%

FSS:

34.96%

Max Drawdown

PH:

-66.92%

FSS:

-83.42%

Current Drawdown

PH:

-15.35%

FSS:

-25.58%

Fundamentals

Market Cap

PH:

$76.85B

FSS:

$4.69B

EPS

PH:

$24.22

FSS:

$3.50

PE Ratio

PH:

24.64

FSS:

21.92

PEG Ratio

PH:

2.34

FSS:

1.43

PS Ratio

PH:

3.86

FSS:

2.52

PB Ratio

PH:

5.70

FSS:

3.89

Total Revenue (TTM)

PH:

$14.83B

FSS:

$1.44B

Gross Profit (TTM)

PH:

$5.40B

FSS:

$409.40M

EBITDA (TTM)

PH:

$4.03B

FSS:

$273.80M

Returns By Period

In the year-to-date period, PH achieves a -5.75% return, which is significantly higher than FSS's -18.39% return. Over the past 10 years, PH has outperformed FSS with an annualized return of 19.46%, while FSS has yielded a comparatively lower 17.66% annualized return.


PH

YTD

-5.75%

1M

-6.19%

6M

-3.36%

1Y

10.00%

5Y*

36.78%

10Y*

19.46%

FSS

YTD

-18.39%

1M

-5.18%

6M

-11.55%

1Y

-8.91%

5Y*

22.87%

10Y*

17.66%

*Annualized

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Risk-Adjusted Performance

PH vs. FSS — Risk-Adjusted Performance Rank

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

PH
The Risk-Adjusted Performance Rank of PH is 6363
Overall Rank
The Sharpe Ratio Rank of PH is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of PH is 5757
Sortino Ratio Rank
The Omega Ratio Rank of PH is 5858
Omega Ratio Rank
The Calmar Ratio Rank of PH is 6969
Calmar Ratio Rank
The Martin Ratio Rank of PH is 6767
Martin Ratio Rank

FSS
The Risk-Adjusted Performance Rank of FSS is 3434
Overall Rank
The Sharpe Ratio Rank of FSS is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of FSS is 3333
Sortino Ratio Rank
The Omega Ratio Rank of FSS is 3232
Omega Ratio Rank
The Calmar Ratio Rank of FSS is 3232
Calmar Ratio Rank
The Martin Ratio Rank of FSS is 3434
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.

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.


The chart of Sharpe ratio for PH, currently valued at 0.28, compared to the broader market-2.00-1.000.001.002.003.00
PH: 0.28
FSS: -0.28
The chart of Sortino ratio for PH, currently valued at 0.66, compared to the broader market-6.00-4.00-2.000.002.004.00
PH: 0.66
FSS: -0.16
The chart of Omega ratio for PH, currently valued at 1.09, compared to the broader market0.501.001.502.00
PH: 1.09
FSS: 0.98
The chart of Calmar ratio for PH, currently valued at 0.37, compared to the broader market0.001.002.003.004.005.00
PH: 0.37
FSS: -0.31
The chart of Martin ratio for PH, currently valued at 1.24, compared to the broader market-5.000.005.0010.0015.0020.00
PH: 1.24
FSS: -0.80

The current PH Sharpe Ratio is 0.28, which is higher than the FSS Sharpe Ratio of -0.28. 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.28
-0.28
PH
FSS

Dividends

PH vs. FSS - Dividend Comparison

PH's dividend yield for the trailing twelve months is around 1.09%, more than FSS's 0.66% yield.


TTM20242023202220212020201920182017201620152014
PH
Parker-Hannifin Corporation
1.09%1.00%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%1.61%
FSS
Federal Signal Corporation
0.66%0.52%0.51%0.77%0.83%0.96%0.99%1.56%1.39%1.79%1.58%0.58%

Drawdowns

PH vs. FSS - Drawdown Comparison

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.35%
-25.58%
PH
FSS

Volatility

PH vs. FSS - Volatility Comparison

Parker-Hannifin Corporation (PH) has a higher volatility of 22.30% compared to Federal Signal Corporation (FSS) at 15.33%. This indicates that PH'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%NovemberDecember2025FebruaryMarchApril
22.30%
15.33%
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