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ELMD vs. FNMAS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ELMD vs. FNMAS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Electromed, Inc. (ELMD) and Federal National Mortgage Association (FNMAS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ELMD achieves a 22.42% return, which is significantly higher than FNMAS's -22.19% return. Over the past 10 years, ELMD has outperformed FNMAS with an annualized return of 23.08%, while FNMAS has yielded a comparatively lower 9.64% annualized return.


ELMD

1D
-2.54%
1M
39.48%
YTD
22.42%
6M
27.55%
1Y
74.07%
3Y*
44.52%
5Y*
26.65%
10Y*
23.08%

FNMAS

1D
-3.27%
1M
-4.67%
YTD
-22.19%
6M
-23.65%
1Y
-13.19%
3Y*
99.16%
5Y*
12.94%
10Y*
9.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ELMD vs. FNMAS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ELMD
Electromed, Inc.
22.42%-1.46%170.85%4.00%-19.31%32.52%13.41%69.94%-16.14%56.44%
FNMAS
Federal National Mortgage Association
-22.19%27.66%270.50%37.61%-25.00%-63.64%-28.20%71.94%-21.02%10.00%

Correlation

The correlation between ELMD and FNMAS is 0.06, 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

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.06

Fundamentals

Market Cap

ELMD:

$308.29M

FNMAS:

$69.83B

EPS

ELMD:

$1.16

FNMAS:

$2.77

PE Ratio

ELMD:

30.64

FNMAS:

4.28

PEG Ratio

ELMD:

0.84

FNMAS:

0.00

PS Ratio

ELMD:

4.31

FNMAS:

0.43

Total Revenue (TTM)

ELMD:

$71.75M

FNMAS:

$160.91B

Gross Profit (TTM)

ELMD:

$56.28M

FNMAS:

$85.61B

EBITDA (TTM)

ELMD:

$14.10M

FNMAS:

$143.41B

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Return for Risk

ELMD vs. FNMAS — Risk / Return Rank

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

ELMD
ELMD Risk / Return Rank: 8080
Overall Rank
ELMD Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ELMD Sortino Ratio Rank: 7979
Sortino Ratio Rank
ELMD Omega Ratio Rank: 7878
Omega Ratio Rank
ELMD Calmar Ratio Rank: 8383
Calmar Ratio Rank
ELMD Martin Ratio Rank: 7979
Martin Ratio Rank

FNMAS
FNMAS Risk / Return Rank: 2727
Overall Rank
FNMAS Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FNMAS Sortino Ratio Rank: 2525
Sortino Ratio Rank
FNMAS Omega Ratio Rank: 2525
Omega Ratio Rank
FNMAS Calmar Ratio Rank: 2929
Calmar Ratio Rank
FNMAS Martin Ratio Rank: 2828
Martin Ratio Rank
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.

ELMD vs. FNMAS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Electromed, Inc. (ELMD) 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.


ELMDFNMASDifference

Sharpe ratio

Return per unit of total volatility

1.41

-0.33

+1.74

Sortino ratio

Return per unit of downside risk

2.27

-0.24

+2.52

Omega ratio

Gain probability vs. loss probability

1.29

0.97

+0.32

Calmar ratio

Return relative to maximum drawdown

3.20

-0.34

+3.54

Martin ratio

Return relative to average drawdown

6.48

-0.70

+7.18

ELMD vs. FNMAS - Sharpe Ratio Comparison

The current ELMD Sharpe Ratio is 1.41, which is higher than the FNMAS Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of ELMD and FNMAS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ELMDFNMASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

-0.33

+1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.19

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.16

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.19

+0.02

Drawdowns

ELMD vs. FNMAS - Drawdown Comparison

The maximum ELMD drawdown since its inception was -78.65%, smaller than the maximum FNMAS drawdown of -89.36%. Use the drawdown chart below to compare losses from any high point for ELMD and FNMAS.


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Drawdown Indicators


ELMDFNMASDifference

Max Drawdown

Largest peak-to-trough decline

-78.65%

-89.36%

+10.71%

Max Drawdown (1Y)

Largest decline over 1 year

-23.27%

-38.53%

+15.26%

Max Drawdown (3Y)

Largest decline over 3 years

-48.86%

-38.53%

-10.33%

Max Drawdown (5Y)

Largest decline over 5 years

-48.86%

-78.17%

+29.31%

Max Drawdown (10Y)

Largest decline over 10 years

-55.84%

-89.36%

+33.52%

Current Drawdown

Current decline from peak

-9.26%

-32.56%

+23.30%

Average Drawdown

Average peak-to-trough decline

-33.81%

-42.67%

+8.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.47%

18.74%

-7.27%

Volatility

ELMD vs. FNMAS - Volatility Comparison

Electromed, Inc. (ELMD) has a higher volatility of 26.12% compared to Federal National Mortgage Association (FNMAS) at 8.49%. This indicates that ELMD'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


ELMDFNMASDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.12%

8.49%

+17.63%

Volatility (6M)

Calculated over the trailing 6-month period

37.30%

32.15%

+5.15%

Volatility (1Y)

Calculated over the trailing 1-year period

52.78%

40.25%

+12.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.31%

66.74%

-20.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.01%

61.19%

-8.18%

Dividends

ELMD vs. FNMAS - Dividend Comparison

Neither ELMD nor FNMAS has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

ELMD vs. FNMAS - Financials Comparison

This section allows you to compare key financial metrics between Electromed, Inc. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00B20.00B30.00B40.00B20222023202420252026
18.58M
40.22B
(ELMD) Total Revenue
(FNMAS) Total Revenue
Values in USD except per share items

ELMD vs. FNMAS - Profitability Comparison

The chart below illustrates the profitability comparison between Electromed, Inc. and Federal National Mortgage Association over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
78.8%
0
Portfolio components
ELMD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Electromed, Inc. reported a gross profit of 14.64M and revenue of 18.58M. Therefore, the gross margin over that period was 78.8%.

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%.

ELMD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Electromed, Inc. reported an operating income of 3.77M and revenue of 18.58M, resulting in an operating margin of 20.3%.

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%.

ELMD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Electromed, Inc. reported a net income of 3.00M and revenue of 18.58M, resulting in a net margin of 16.2%.

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


ELMD and FNMAS have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ELMD has higher volatility (26.12%) compared to FNMAS (8.49%). In terms of maximum drawdown, ELMD dropped -78.65% vs FNMAS's -89.36%.

ELMD currently has the higher Sharpe Ratio (1.41 vs -0.33), 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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