AXP vs. FMCC
AXP (American Express Company) and FMCC (Freddie Mac) are both stocks. Both are in the Financial Services sector — AXP in Credit Services, FMCC in Mortgage Finance. Over the past 10 years, AXP returned 19.88%/yr vs 11.72%/yr for FMCC. At a 0.30 correlation, their price movements are largely independent.
Performance
AXP vs. FMCC - Performance Comparison
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Returns By Period
In the year-to-date period, AXP achieves a -11.56% return, which is significantly higher than FMCC's -42.66% return. Over the past 10 years, AXP has outperformed FMCC with an annualized return of 19.88%, while FMCC has yielded a comparatively lower 11.72% annualized return.
AXP
- 1D
- 2.18%
- 1M
- 5.11%
- YTD
- -11.56%
- 6M
- -14.47%
- 1Y
- 10.36%
- 3Y*
- 24.40%
- 5Y*
- 16.02%
- 10Y*
- 19.88%
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%
AXP vs. FMCC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AXP American Express Company | -11.56% | 25.99% | 60.32% | 28.67% | -8.52% | 36.88% | -1.14% | 32.52% | -2.62% | 36.22% |
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 AXP and FMCC is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 1989 | 0.30 |
Fundamentals
AXP:
$16.23
FMCC:
$4.74
AXP:
20.06
FMCC:
1.23
AXP:
1.71
FMCC:
0.00
AXP:
2.73
FMCC:
0.14
AXP:
$82.41B
FMCC:
$100.04B
AXP:
$68.81B
FMCC:
$100.04B
AXP:
$18.41B
FMCC:
$92.03B
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Return for Risk
AXP vs. FMCC — Risk / Return Rank
AXP
FMCC
AXP vs. FMCC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Express Company (AXP) 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.
| AXP | FMCC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.02 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | -0.38 | +0.81 |
| Martin ratioReturn relative to average drawdown | 0.93 | -0.70 | +1.63 |
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Drawdowns
AXP vs. FMCC - Drawdown Comparison
The maximum AXP drawdown since its inception was -83.91%, smaller than the maximum FMCC drawdown of -99.81%. Use the drawdown chart below to compare losses from any high point for AXP and FMCC.
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Drawdown Indicators
| AXP | FMCC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.91% | -99.81% | +15.90% |
Max Drawdown (1Y)Largest decline over 1 year | -23.90% | -71.31% | +47.41% |
Max Drawdown (3Y)Largest decline over 3 years | -28.76% | -71.31% | +42.55% |
Max Drawdown (5Y)Largest decline over 5 years | -31.55% | -84.97% | +53.42% |
Max Drawdown (10Y)Largest decline over 10 years | -49.64% | -91.97% | +42.33% |
Current DrawdownCurrent decline from peak | -14.99% | -94.17% | +79.18% |
Average DrawdownAverage peak-to-trough decline | -22.05% | -68.88% | +46.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.15% | 38.50% | -27.35% |
Volatility
AXP vs. FMCC - Volatility Comparison
The current volatility for American Express Company (AXP) is 6.90%, while Freddie Mac (FMCC) has a volatility of 16.83%. This indicates that AXP 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.
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Volatility by Period
| AXP | FMCC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 16.83% | -9.93% |
Volatility (6M)Calculated over the trailing 6-month period | 20.01% | 65.64% | -45.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.46% | 92.69% | -66.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.50% | 86.65% | -57.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.83% | 78.76% | -46.93% |
Dividends
AXP vs. FMCC - Dividend Comparison
AXP's dividend yield for the trailing twelve months is around 1.05%, while FMCC has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AXP American Express Company | 1.05% | 0.85% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% |
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
AXP vs. FMCC - Financials Comparison
This section allows you to compare key financial metrics between American Express Company and Freddie Mac. 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
Frequently Asked Questions
AXP and FMCC have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FMCC has higher volatility (16.83%) compared to AXP (6.90%). In terms of maximum drawdown, AXP dropped -83.91% vs FMCC's -99.81%.
AXP currently has the higher Sharpe Ratio (0.39 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.
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