- ISIN
- US3134003017
- Sector
- Financial Services
- Industry
- Mortgage Finance
- IPO Date
- Mar 3, 1989
Highlights
- EPS (TTM)
- $4.74
- PE Ratio
- 1.24
- PEG Ratio
- 0.00
- Total Revenue (TTM)
- $100.04B
- Gross Profit (TTM)
- $100.04B
- EBITDA (TTM)
- $92.03B
- Year Range
- $3.40 - $14.99
- Target Price
- $16.68
- ROA (TTM)
- 0.33%
- ROE (TTM)
- 15.55%
Share Price Chart
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Performance
FMCC Performance Chart
Freddie Mac (FMCC) is down 42.1% since the beginning of the year. At $6 per share, FMCC is trading 60.8% below its 52-week high of $15. Investors who bought $1,000 worth of FMCC shares 5 years ago would now be looking at an investment worth $4,163.
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Returns By Period
Freddie Mac (FMCC) has returned -42.11% so far this year and -28.15% over the past 12 months. Over the last ten years, FMCC has returned 12.24% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Freddie Mac
- 1D
- -1.84%
- 1M
- -8.42%
- YTD
- -42.11%
- 6M
- -43.67%
- 1Y
- -28.15%
- 3Y*
- 138.59%
- 5Y*
- 33.01%
- 10Y*
- 12.24%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
FMCC Monthly Returns History
Based on dividend-adjusted daily data since Mar 3, 1989, FMCC's average daily return is +0.11%, while the average monthly return is +2.22%. At this rate, an 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% | 10.94% | -10.49% | -7.64% | -42.11% | ||||||
| 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 18.31%, beta of 1.09, and R2 of 0.06 versus S&P 500 Index. Calculated based on daily prices since March 03, 1989.
- This stock participated in 181.72% of S&P 500 Index downside but only 145.06% 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
- 18.31%
- Beta
- 1.09
- R²
- 0.06
- Upside Capture
- 145.06%
- Downside Capture
- 181.72%
Return for Risk
Risk / Return Rank
FMCC ranks 31 for risk / return — below 31% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Freddie Mac (FMCC) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FMCC | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.33 | ||
| Sortino ratioReturn per unit of downside risk | -2.63 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.37 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | 2.78 | -3.18 |
| Martin ratioReturn relative to average drawdown | -0.72 | 12.44 | -13.16 |
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.
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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 94.11%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2011 bear market2011 | -99.81%Dec 2011 | 14y 11mo | — | 29y 5moJan 1997 - now |
1990 bear market1990 | -86.95%Oct 1990 | 1y 20d | 4y 7mo | 5y 7moOct 1989 - Jun 1995 |
1996 correction1996 | -14.40%May 1996 | 2mo 1d | 3mo 1d | 5mo 2dMar 1996 - Aug 1996 |
1995 correction1995 | -13.55%Aug 1995 | 2mo 1d | 2mo 5d | 4mo 6dJun 1995 - Oct 1995 |
1989 pullback1989 | -8.82%Jun 1989 | 25d | 12d | 1mo 7dJun 1989 - Jul 1989 |
Drawdown Indicators
| FMCC | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.81% | -56.78% | -43.03% |
Max Drawdown (1Y)Largest decline over 1 year | -71.31% | -9.10% | -62.21% |
Max Drawdown (3Y)Largest decline over 3 years | -71.31% | -18.90% | -52.41% |
Max Drawdown (5Y)Largest decline over 5 years | -75.47% | -25.43% | -50.04% |
Max Drawdown (10Y)Largest decline over 10 years | -91.97% | -33.92% | -58.05% |
Current DrawdownCurrent decline from peak | -94.11% | -1.80% | -92.31% |
Average DrawdownAverage peak-to-trough decline | -68.89% | -10.71% | -58.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.35% | 2.03% | +37.32% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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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 1.2. 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 0.1. 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 | — |
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