Highlights
- Market Cap
- $20.70B
- Enterprise Value
- $90.81B
- EPS (TTM)
- $4.94
- PE Ratio
- 1.29
- PEG Ratio
- 0.00
- Total Revenue (TTM)
- $51.10B
- Year Range
- $3.40 - $14.99
- Target Price
- $16.68
- ROA (TTM)
- 0.46%
- ROE (TTM)
- 22.72%
Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Freddie Mac, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading graphics...
Returns By Period
Freddie Mac (FMCC) has returned -36.88% so far this year and 19.63% over the past 12 months. Looking at the last ten years, FMCC has achieved an annualized return of 17.10%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.
Freddie Mac
- 1D
- -0.78%
- 1M
- -0.62%
- YTD
- -36.88%
- 6M
- -45.62%
- 1Y
- 19.63%
- 3Y*
- 150.25%
- 5Y*
- 25.94%
- 10Y*
- 17.10%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Mar 3, 1989, FMCC's average daily return is +0.11%, while the average monthly return is +2.25%. At this rate, your investment would double in approximately 2.6 years.
Historically, 52% of months were positive and 48% were negative. The best month was Aug 2009 with a return of +269.4%, while the worst month was Jan 1997 at -73.5%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 7 months.
On a daily basis, FMCC closed higher 45% of trading days. The best single day was Aug 10, 2009 with a return of +128.4%, while the worst single day was Sep 8, 2008 at -82.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -28.77% | -10.83% | -0.62% | -36.88% | |||||||||
| 2025 | 59.24% | 5.58% | -2.55% | -3.18% | 53.28% | 3.78% | -22.94% | 48.82% | 24.55% | -19.03% | 1.15% | 5.19% | 210.52% |
| 2024 | 21.18% | 5.83% | 23.85% | 0.74% | 6.62% | -6.90% | -11.85% | -5.04% | 1.77% | 12.17% | 140.31% | 5.34% | 284.18% |
| 2023 | 31.62% | -2.37% | -10.05% | 4.56% | 5.79% | -3.99% | 1.84% | 35.84% | -1.33% | 9.80% | 1.54% | 28.79% | 140.59% |
| 2022 | -0.16% | 0.14% | -5.41% | -4.46% | 0.00% | -43.99% | 31.56% | -5.92% | 0.71% | -0.71% | -17.75% | -17.40% | -57.43% |
| 2021 | -20.17% | -7.53% | 19.19% | 16.59% | -9.21% | -33.64% | -22.92% | -15.50% | -12.58% | 7.93% | 24.29% | -24.55% | -64.38% |
Benchmark Metrics
Freddie Mac has an annualized alpha of 18.96%, beta of 1.08, and R² of 0.06 versus S&P 500 Index. Calculated based on daily prices since March 06, 1989.
- This stock participated in 181.23% of S&P 500 Index downside but only 147.90% of its upside — more exposed to losses than it benefited from rallies.
- R² of 0.06 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 18.96%
- Beta
- 1.08
- R²
- 0.06
- Upside Capture
- 147.90%
- Downside Capture
- 181.23%
Return for Risk
Risk / Return Rank
FMCC ranks 51 for risk / return — on par with similar stocks. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Freddie Mac (FMCC) and compare them to a chosen benchmark (S&P 500 Index).
| FMCC | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.19 | 0.90 | -0.70 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.39 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.16 | 1.40 | -1.24 |
Martin ratioReturn relative to average drawdown | 0.38 | 6.61 | -6.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore FMCC risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the Freddie Mac. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Freddie Mac was 99.81%, occurring on Dec 21, 2011. The portfolio has not yet recovered.
The current Freddie Mac drawdown is 93.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -99.81% | Jan 13, 1997 | 3753 | Dec 21, 2011 | — | — | — |
| -86.95% | Oct 10, 1989 | 268 | Oct 30, 1990 | 1159 | Jun 1, 1995 | 1427 |
| -14.4% | Mar 8, 1996 | 43 | May 8, 1996 | 63 | Aug 7, 1996 | 106 |
| -13.55% | Jun 7, 1995 | 43 | Aug 7, 1995 | 46 | Oct 11, 1995 | 89 |
| -8.82% | Jun 5, 1989 | 20 | Jun 30, 1989 | 7 | Jul 12, 1989 | 27 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Financials
Financial Performance
The chart below illustrates the trends in the financial health of Freddie Mac over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.
Valuation
The Valuation section provides an overview of how Freddie Mac is priced in the market compared to other companies in the Mortgage Finance industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.
PE Ratio
The chart displays the Price-to-Earnings (P/E) ratio for FMCC, comparing it with other companies in the Mortgage Finance industry. Currently, FMCC has a P/E ratio of 1.3. This P/E ratio is considered low compared to industry peers, which may suggest that the stock is undervalued or that the company has weaker growth prospects.
PEG Ratio
The chart shows the Price/Earnings to Growth (PEG) ratio for FMCC compared to other companies in the Mortgage Finance industry. FMCC currently has a PEG ratio of 0.0. This PEG ratio is low compared to industry peers, which could indicate the stock is undervalued relative to its expected growth.
PS Ratio
This chart shows the Price-to-Sales (P/S) ratio for FMCC relative to other companies in the Mortgage Finance industry. Currently, FMCC has a P/S ratio of 0.4. This P/S ratio is low compared to the industry average. It may indicate that the stock is undervalued relative to its revenue, or that the market expects slower growth or lower margins.
Income Statement
| TTM | |
|---|---|
Revenue | — |
Total Revenue | — |
Cost Of Revenue | — |
Gross Profit | — |
Operating Expenses | — |
Selling, General & Admin Expenses | — |
R&D Expenses | — |
Depreciation And Amortization | — |
Total Operating Expenses | — |
Income | — |
Income Before Tax | — |
Operating Income | — |
EBITDA | — |
EBIT | — |
Earnings From Continuing Operations | — |
Net Income | — |
Income Tax Expense | — |
Other Non-Operating Income (Expenses) | — |
Extraordinary Items | — |
Discontinued Operations | — |
Effect Of Accounting Charges | — |
Non Recurring | — |
Minority Interest | — |
Other Items | — |
Interest Income | — |
Interest Expense | — |
Net Interest Income | — |