The purpose of this article is to compare Principal Component Analysis (PCA) and a much less used method, i.e. MCA (Multiple Correspondence Analysis) with data being first changed into membership values to fuzzy space windows. For such a comparison, data from an experimental study about turning the steering wheel is used. In a didactic perspective, this article only considers one multidimensional signal with 5 components: 3 linked to the steering wheel angle and hand positions and 2 to hand effort variables. A discussion weighs out the pros and the cons of both methods with criteria such as the possibility to show complex relational phenomena, the analysis/computing time or the information loss inherent to the averaging stage (in the perspective to analyze several hundreds of large multidimensional signals).