ASR vs. FMCC

Last updated Jun 13, 2026

ASR (Grupo Aeroportuario del Sureste, S. A. B. de C. V.) and FMCC (Freddie Mac) are both stocks. ASR operates in Airports & Air Services (Industrials), while FMCC operates in Mortgage Finance (Financial Services). Over the past 10 years, ASR returned 10.32%/yr vs 11.72%/yr for FMCC. At a 0.15 correlation, their price movements are largely independent.

Performance

ASR vs. FMCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grupo Aeroportuario del Sureste, S. A. B. de C. V. (ASR) and Freddie Mac (FMCC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ASR achieves a -9.55% return, which is significantly higher than FMCC's -42.66% return. Over the past 10 years, ASR has underperformed FMCC with an annualized return of 10.32%, while FMCC has yielded a comparatively higher 11.72% annualized return.

ASR

• 1D: 1.07%
• 1M: -4.15%
• YTD: -9.55%
• 6M: -8.65%
• 1Y: -3.36%
• 3Y*: 6.19%
• 5Y*: 14.67%
• 10Y*: 10.32%

FMCC

• 1D: 2.76%
• 1M: -17.41%
• YTD: -42.66%
• 6M: -43.55%
• 1Y: -26.78%
• 3Y*: 136.25%
• 5Y*: 19.46%
• 10Y*: 11.72%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ASR vs. FMCC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ASR Grupo Aeroportuario del Sureste, S. A. B. de C. V.	-9.55%	42.19%	-9.20%	32.09%	16.98%	27.81%	-11.99%	28.79%	-15.64%	26.89%
FMCC Freddie Mac	-42.66%	210.52%	284.18%	140.59%	-57.43%	-64.38%	-22.33%	183.02%	-57.94%	-32.62%

Correlation

The correlation between ASR and FMCC is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.15
Correlation (10Y) Calculated over the trailing 10-year period	0.13
Correlation (All Time) Calculated using the full available price history since Sep 28, 2000	0.15

Fundamentals

EPS ASR : MX$327.81 FMCC : $4.74
PE Ratio ASR : 15.10 FMCC : 1.23
PEG Ratio ASR : 0.76 FMCC : 0.00
PS Ratio ASR : 3.96 FMCC : 0.14
Total Revenue (TTM) ASR : MX$37.47B FMCC : $100.04B
Gross Profit (TTM) ASR : MX$21.16B FMCC : $100.04B
EBITDA (TTM) ASR : MX$18.53B FMCC : $92.03B

Return for Risk

ASR vs. FMCC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASR

ASR Risk / Return Rank: 36
ASR Sharpe Ratio Rank: 37
ASR Sortino Ratio Rank: 32
ASR Omega Ratio Rank: 32
ASR Calmar Ratio Rank: 39
ASR Martin Ratio Rank: 38

FMCC

FMCC Risk / Return Rank: 32
FMCC Sharpe Ratio Rank: 30
FMCC Sortino Ratio Rank: 36
FMCC Omega Ratio Rank: 35
FMCC Calmar Ratio Rank: 31
FMCC Martin Ratio Rank: 30

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ASR vs. FMCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grupo Aeroportuario del Sureste, S. A. B. de C. V. (ASR) and Freddie Mac (FMCC). 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.

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.

	ASR	FMCC	Difference
Sharpe ratio: Return per unit of total volatility	-0.13	-0.29	+0.16
Sortino ratio: Return per unit of downside risk	-0.00	0.16	-0.17
Omega ratio: Gain probability vs. loss probability	1.00	1.02	-0.02
Calmar ratio: Return relative to maximum drawdown	-0.13	-0.38	+0.25
Martin ratio: Return relative to average drawdown	-0.33	-0.70	+0.37

ASR vs. FMCC - Sharpe Ratio Comparison

The current ASR Sharpe Ratio is -0.13, which is higher than the FMCC Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of ASR and FMCC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ASR vs. FMCC - Drawdown Comparison

The maximum ASR drawdown since its inception was -61.33%, smaller than the maximum FMCC drawdown of -99.81%. Use the drawdown chart below to compare losses from any high point for ASR and FMCC.

Drawdown Indicators

	ASR	FMCC	Difference
Max Drawdown Largest peak-to-trough decline	-61.33%	-99.81%	+38.48%
Max Drawdown (1Y) Largest decline over 1 year	-26.13%	-71.31%	+45.18%
Max Drawdown (3Y) Largest decline over 3 years	-33.81%	-71.31%	+37.50%
Max Drawdown (5Y) Largest decline over 5 years	-35.28%	-84.97%	+49.69%
Max Drawdown (10Y) Largest decline over 10 years	-61.33%	-91.97%	+30.64%
Current Drawdown Current decline from peak	-23.25%	-94.17%	+70.92%
Average Drawdown Average peak-to-trough decline	-14.45%	-68.88%	+54.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.30%	38.50%	-28.20%

Volatility

ASR vs. FMCC - Volatility Comparison

The current volatility for Grupo Aeroportuario del Sureste, S. A. B. de C. V. (ASR) is 8.54%, while Freddie Mac (FMCC) has a volatility of 16.83%. This indicates that ASR experiences smaller price fluctuations and is considered to be less risky than FMCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ASR	FMCC	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.54%	16.83%	-8.29%
Volatility (6M) Calculated over the trailing 6-month period	21.56%	65.64%	-44.08%
Volatility (1Y) Calculated over the trailing 1-year period	26.10%	92.69%	-66.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.53%	86.65%	-54.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.82%	78.76%	-43.94%

Dividends

ASR vs. FMCC - Dividend Comparison

ASR's dividend yield for the trailing twelve months is around 7.64%, while FMCC has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ASR Grupo Aeroportuario del Sureste, S. A. B. de C. V.	7.64%	12.61%	4.68%	3.86%	3.18%	2.00%	0.00%	2.80%	2.29%	0.05%	0.05%	0.52%
FMCC Freddie Mac	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both ASR and FMCC in my portfolio?

ASR and FMCC have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ASR or FMCC?

FMCC has higher volatility (16.83%) compared to ASR (8.54%). In terms of maximum drawdown, ASR dropped -61.33% vs FMCC's -99.81%.

Which has better risk-adjusted returns?

ASR currently has the higher Sharpe Ratio (-0.13 vs -0.29), 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.