ASCCY vs. FNMAS
ASCCY (Asics Corp ADR) and FNMAS (Federal National Mortgage Association) are both stocks. ASCCY operates in Footwear & Accessories (Consumer Cyclical), while FNMAS operates in Mortgage Finance (Financial Services). Over the past 5 years, ASCCY returned 35.12%/yr vs 12.76%/yr for FNMAS. At a 0.03 correlation, their price movements are largely independent.
Performance
ASCCY vs. FNMAS - Performance Comparison
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Returns By Period
In the year-to-date period, ASCCY achieves a 14.56% return, which is significantly higher than FNMAS's -22.78% return.
ASCCY
- 1D
- -2.63%
- 1M
- -0.83%
- YTD
- 14.56%
- 6M
- 15.97%
- 1Y
- 10.18%
- 3Y*
- 57.77%
- 5Y*
- 35.12%
- 10Y*
- —
FNMAS
- 1D
- -0.76%
- 1M
- -5.62%
- YTD
- -22.78%
- 6M
- -24.23%
- 1Y
- -9.89%
- 3Y*
- 99.55%
- 5Y*
- 12.76%
- 10Y*
- 9.47%
ASCCY vs. FNMAS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ASCCY Asics Corp ADR | 14.56% | 21.77% | 152.83% | 43.48% | 1.37% | 10.10% | 18.67% | 27.61% | -13.67% | -0.86% |
FNMAS Federal National Mortgage Association | -22.78% | 27.66% | 270.50% | 37.61% | -25.00% | -63.64% | -28.20% | 71.94% | -21.02% | 25.89% |
Correlation
The correlation between ASCCY and FNMAS is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2017 | 0.03 |
The correlation between ASCCY and FNMAS shifts across timeframes, from 0.03 (all time) to 0.16 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
ASCCY:
$19.42B
FNMAS:
$69.30B
ASCCY:
$161.60
FNMAS:
$2.77
ASCCY:
0.17
FNMAS:
4.24
ASCCY:
0.00
FNMAS:
0.00
ASCCY:
0.02
FNMAS:
0.43
ASCCY:
$885.06B
FNMAS:
$160.91B
ASCCY:
$476.81B
FNMAS:
$85.61B
ASCCY:
$190.22B
FNMAS:
$143.41B
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Return for Risk
ASCCY vs. FNMAS — Risk / Return Rank
ASCCY
FNMAS
ASCCY vs. FNMAS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Asics Corp ADR (ASCCY) and Federal National Mortgage Association (FNMAS). 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.
| ASCCY | FNMAS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 0.99 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | -0.26 | +0.75 |
| Martin ratioReturn relative to average drawdown | 0.93 | -0.53 | +1.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ASCCY | FNMAS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.25 | -0.25 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.19 | +0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.16 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.19 | +0.42 |
Drawdowns
ASCCY vs. FNMAS - Drawdown Comparison
The maximum ASCCY drawdown since its inception was -64.92%, smaller than the maximum FNMAS drawdown of -89.36%. Use the drawdown chart below to compare losses from any high point for ASCCY and FNMAS.
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Drawdown Indicators
| ASCCY | FNMAS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.92% | -89.36% | +24.44% |
Max Drawdown (1Y)Largest decline over 1 year | -20.82% | -38.53% | +17.71% |
Max Drawdown (3Y)Largest decline over 3 years | -27.09% | -38.53% | +11.44% |
Max Drawdown (5Y)Largest decline over 5 years | -47.44% | -78.17% | +30.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -89.36% | — |
Current DrawdownCurrent decline from peak | -14.30% | -33.07% | +18.77% |
Average DrawdownAverage peak-to-trough decline | -18.14% | -42.67% | +24.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.01% | 18.85% | -7.84% |
Volatility
ASCCY vs. FNMAS - Volatility Comparison
Asics Corp ADR (ASCCY) has a higher volatility of 11.26% compared to Federal National Mortgage Association (FNMAS) at 8.49%. This indicates that ASCCY's price experiences larger fluctuations and is considered to be riskier than FNMAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASCCY | FNMAS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.26% | 8.49% | +2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 28.79% | 32.16% | -3.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.96% | 39.98% | +0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.85% | 66.74% | -21.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.11% | 61.18% | -14.07% |
Dividends
ASCCY vs. FNMAS - Dividend Comparison
ASCCY's dividend yield for the trailing twelve months is around 0.30%, while FNMAS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ASCCY Asics Corp ADR | 0.30% | 0.34% | 0.69% |
FNMAS Federal National Mortgage Association | 0.00% | 0.00% | 0.00% |
Financials
ASCCY vs. FNMAS - Financials Comparison
This section allows you to compare key financial metrics between Asics Corp ADR and Federal National Mortgage Association. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
ASCCY vs. FNMAS - Profitability Comparison
ASCCY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Asics Corp ADR reported a gross profit of 142.55B and revenue of 275.23B. Therefore, the gross margin over that period was 51.8%.
FNMAS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Federal National Mortgage Association reported a gross profit of 0.00 and revenue of 40.22B. Therefore, the gross margin over that period was 0.0%.
ASCCY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Asics Corp ADR reported an operating income of 61.88B and revenue of 275.23B, resulting in an operating margin of 22.5%.
FNMAS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Federal National Mortgage Association reported an operating income of 0.00 and revenue of 40.22B, resulting in an operating margin of 0.0%.
ASCCY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Asics Corp ADR reported a net income of 47.43B and revenue of 275.23B, resulting in a net margin of 17.2%.
FNMAS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Federal National Mortgage Association reported a net income of 5.61B and revenue of 40.22B, resulting in a net margin of 13.9%.
Frequently Asked Questions
ASCCY and FNMAS have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASCCY has higher volatility (11.26%) compared to FNMAS (8.49%). In terms of maximum drawdown, ASCCY dropped -64.92% vs FNMAS's -89.36%.
ASCCY currently has the higher Sharpe Ratio (0.25 vs -0.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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