BPXXY vs. FNMA
BPXXY (Bper Banca SpA ADR) and FNMA (Federal National Mortgage Association) are both stocks. Both are in the Financial Services sector — BPXXY in Banks - Regional, FNMA in Mortgage Finance. Over the past 10 years, BPXXY returned 16.64%/yr vs 10.59%/yr for FNMA. At a 0.01 correlation, their price movements are largely independent.
Performance
BPXXY vs. FNMA - Performance Comparison
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Returns By Period
In the year-to-date period, BPXXY achieves a 10.07% return, which is significantly higher than FNMA's -40.82% return. Over the past 10 years, BPXXY has outperformed FNMA with an annualized return of 16.64%, while FNMA has yielded a comparatively lower 10.59% annualized return.
BPXXY
- 1D
- 0.00%
- 1M
- 0.20%
- YTD
- 10.07%
- 6M
- 10.07%
- 1Y
- 51.42%
- 3Y*
- 82.15%
- 5Y*
- 51.95%
- 10Y*
- 16.64%
FNMA
- 1D
- -9.93%
- 1M
- -26.84%
- YTD
- -40.82%
- 6M
- -45.07%
- 1Y
- -32.16%
- 3Y*
- 144.17%
- 5Y*
- 22.52%
- 10Y*
- 10.59%
BPXXY vs. FNMA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BPXXY Bper Banca SpA ADR | 10.07% | 158.64% | 92.56% | 60.97% | 4.36% | -31.19% | -24.67% | 19.03% | -17.32% | 0.43% |
FNMA Federal National Mortgage Association | -40.82% | 227.13% | 206.54% | 202.77% | -56.90% | -65.69% | -23.40% | 194.34% | -60.00% | -32.05% |
Correlation
The correlation between BPXXY and FNMA is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2015 | 0.01 |
Fundamentals
BPXXY:
$27.03B
FNMA:
$37.42B
BPXXY:
$2.07
FNMA:
$2.77
BPXXY:
13.17
FNMA:
2.29
BPXXY:
0.32
FNMA:
0.00
BPXXY:
2.82
FNMA:
0.23
BPXXY:
$8.88B
FNMA:
$161.03B
BPXXY:
$7.06B
FNMA:
$117.99B
BPXXY:
$3.21B
FNMA:
$111.39B
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Return for Risk
BPXXY vs. FNMA — Risk / Return Rank
BPXXY
FNMA
BPXXY vs. FNMA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bper Banca SpA ADR (BPXXY) and Federal National Mortgage Association (FNMA). 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.
| BPXXY | FNMA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.68 | ||
| Sortino ratioReturn per unit of downside risk | +2.01 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.00 | +0.57 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | -0.46 | +2.40 |
| Martin ratioReturn relative to average drawdown | 5.42 | -0.89 | +6.31 |
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
| BPXXY | FNMA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | -0.34 | +1.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 0.25 | +0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.13 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.07 | +0.03 |
Drawdowns
BPXXY vs. FNMA - Drawdown Comparison
The maximum BPXXY drawdown since its inception was -83.37%, smaller than the maximum FNMA drawdown of -99.74%. Use the drawdown chart below to compare losses from any high point for BPXXY and FNMA.
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Drawdown Indicators
| BPXXY | FNMA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.37% | -99.74% | +16.37% |
Max Drawdown (1Y)Largest decline over 1 year | -26.65% | -69.76% | +43.11% |
Max Drawdown (3Y)Largest decline over 3 years | -26.65% | -69.76% | +43.11% |
Max Drawdown (5Y)Largest decline over 5 years | -40.28% | -85.40% | +45.12% |
Max Drawdown (10Y)Largest decline over 10 years | -76.15% | -92.13% | +15.98% |
Current DrawdownCurrent decline from peak | -12.72% | -91.33% | +78.61% |
Average DrawdownAverage peak-to-trough decline | -41.90% | -46.16% | +4.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.51% | 36.31% | -26.80% |
Volatility
BPXXY vs. FNMA - Volatility Comparison
The current volatility for Bper Banca SpA ADR (BPXXY) is 10.58%, while Federal National Mortgage Association (FNMA) has a volatility of 17.91%. This indicates that BPXXY experiences smaller price fluctuations and is considered to be less risky than FNMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BPXXY | FNMA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.58% | 17.91% | -7.33% |
Volatility (6M)Calculated over the trailing 6-month period | 35.44% | 66.26% | -30.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.59% | 94.78% | -56.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.21% | 91.90% | -36.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 110.58% | 81.90% | +28.68% |
Dividends
BPXXY vs. FNMA - Dividend Comparison
BPXXY's dividend yield for the trailing twelve months is around 5.65%, while FNMA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BPXXY Bper Banca SpA ADR | 5.65% | 6.13% | 5.75% | 4.07% | 3.10% | 1.53% | 14.36% | 1.93% | 2.09% | 2.19% | 4.35% | 0.32% |
FNMA Federal National Mortgage Association | 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
BPXXY vs. FNMA - Financials Comparison
This section allows you to compare key financial metrics between Bper Banca SpA 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
BPXXY vs. FNMA - Profitability Comparison
BPXXY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Bper Banca SpA ADR reported a gross profit of 1.61B and revenue of 1.70B. Therefore, the gross margin over that period was 94.9%.
FNMA - 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%.
BPXXY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Bper Banca SpA ADR reported an operating income of 844.22M and revenue of 1.70B, resulting in an operating margin of 49.6%.
FNMA - 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%.
BPXXY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Bper Banca SpA ADR reported a net income of 527.07M and revenue of 1.70B, resulting in a net margin of 31.0%.
FNMA - 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
BPXXY and FNMA have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FNMA has higher volatility (17.91%) compared to BPXXY (10.58%). In terms of maximum drawdown, BPXXY dropped -83.37% vs FNMA's -99.74%.
BPXXY currently has the higher Sharpe Ratio (1.34 vs -0.34), 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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