Federal National Mortgage Association (FNMA)

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

The chart shows the growth of an initial investment of $10,000 in Federal National Mortgage Association, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Federal National Mortgage Association (FNMA) has returned -32.34% so far this year and 14.87% over the past 12 months. Looking at the last ten years, FNMA has achieved an annualized return of 18.15%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.

Based on dividend-adjusted daily data since Jan 3, 1977, FNMA's average daily return is +0.12%, while the average monthly return is +2.26%. 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 +232.8%, while the worst month was Sep 2008 at -77.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 7 months.

On a daily basis, FNMA closed higher 44% of trading days. The best single day was Sep 23, 2008 with a return of +65.8%, while the worst single day was Sep 8, 2008 at -89.6%.

Federal National Mortgage Association has an annualized alpha of 20.41%, beta of 1.12, and R² of 0.08 versus S&P 500 Index. Calculated based on daily prices since January 04, 1977.

• This stock participated in 155.81% of S&P 500 Index downside but only 154.68% of its upside — more exposed to losses than it benefited from rallies.
• R² of 0.08 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.

FNMA ranks 49 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.

The table below present risk-adjusted performance metrics for Federal National Mortgage Association (FNMA) and compare them to a chosen benchmark (S&P 500 Index).

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.

The table below displays the maximum drawdowns of the Federal National Mortgage Association. 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 Federal National Mortgage Association was 99.74%, occurring on Jul 8, 2010. The portfolio has not yet recovered.

The current Federal National Mortgage Association drawdown is 90.09%.

The chart below shows the rolling one-month volatility.

The chart below illustrates the trends in the financial health of Federal National Mortgage Association over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

The Valuation section provides an overview of how Federal National Mortgage Association 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.