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

Correlation

The correlation between TTI and FSS is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

TTI vs. FSS - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
0.29%
6.47%
TTI
FSS

Key characteristics

Sharpe Ratio

TTI:

-0.50

FSS:

0.68

Sortino Ratio

TTI:

-0.48

FSS:

1.11

Omega Ratio

TTI:

0.95

FSS:

1.14

Calmar Ratio

TTI:

-0.30

FSS:

1.07

Martin Ratio

TTI:

-1.05

FSS:

2.82

Ulcer Index

TTI:

25.69%

FSS:

6.93%

Daily Std Dev

TTI:

53.77%

FSS:

28.66%

Max Drawdown

TTI:

-99.20%

FSS:

-83.42%

Current Drawdown

TTI:

-87.62%

FSS:

-9.09%

Fundamentals

Market Cap

TTI:

$483.74M

FSS:

$5.85B

EPS

TTI:

$0.06

FSS:

$3.45

PE Ratio

TTI:

61.17

FSS:

27.74

PEG Ratio

TTI:

0.20

FSS:

2.71

Total Revenue (TTM)

TTI:

$617.73M

FSS:

$1.84B

Gross Profit (TTM)

TTI:

$135.87M

FSS:

$507.00M

EBITDA (TTM)

TTI:

$77.32M

FSS:

$337.20M

Returns By Period

In the year-to-date period, TTI achieves a -24.78% return, which is significantly lower than FSS's 18.77% return. Over the past 10 years, TTI has underperformed FSS with an annualized return of -5.31%, while FSS has yielded a comparatively higher 20.54% annualized return.


TTI

YTD

-24.78%

1M

-15.84%

6M

0.29%

1Y

-27.04%

5Y*

10.68%

10Y*

-5.31%

FSS

YTD

18.77%

1M

-5.44%

6M

6.47%

1Y

18.62%

5Y*

23.77%

10Y*

20.54%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

TTI vs. FSS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TETRA Technologies, Inc. (TTI) 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 TTI, currently valued at -0.50, compared to the broader market-4.00-2.000.002.00-0.500.68
The chart of Sortino ratio for TTI, currently valued at -0.48, compared to the broader market-4.00-2.000.002.004.00-0.481.11
The chart of Omega ratio for TTI, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.14
The chart of Calmar ratio for TTI, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.301.07
The chart of Martin ratio for TTI, currently valued at -1.05, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.052.82
TTI
FSS

The current TTI Sharpe Ratio is -0.50, which is lower than the FSS Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of TTI 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-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
-0.50
0.68
TTI
FSS

Dividends

TTI vs. FSS - Dividend Comparison

TTI has not paid dividends to shareholders, while FSS's dividend yield for the trailing twelve months is around 0.53%.


TTM2023202220212020201920182017201620152014
TTI
TETRA Technologies, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.34%1.79%6.68%0.00%
FSS
Federal Signal Corporation
0.53%0.51%0.77%0.83%0.96%0.99%1.56%1.39%1.79%1.58%0.58%

Drawdowns

TTI vs. FSS - Drawdown Comparison

The maximum TTI drawdown since its inception was -99.20%, which is greater than FSS's maximum drawdown of -83.42%. Use the drawdown chart below to compare losses from any high point for TTI and FSS. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-87.62%
-9.09%
TTI
FSS

Volatility

TTI vs. FSS - Volatility Comparison

TETRA Technologies, Inc. (TTI) has a higher volatility of 9.53% compared to Federal Signal Corporation (FSS) at 5.74%. This indicates that TTI'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%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
9.53%
5.74%
TTI
FSS

Financials

TTI vs. FSS - Financials Comparison

This section allows you to compare key financial metrics between TETRA Technologies, 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


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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