FMCC vs. ASML

Last updated Jun 13, 2026

FMCC (Freddie Mac) and ASML (ASML Holding N.V.) are both stocks. FMCC operates in Mortgage Finance (Financial Services), while ASML operates in Semiconductor Equipment & Materials (Technology). Over the past 10 years, FMCC returned 11.72%/yr vs 36.00%/yr for ASML. At a 0.18 correlation, their price movements are largely independent.

Performance

FMCC vs. ASML - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Freddie Mac (FMCC) and ASML Holding N.V. (ASML). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FMCC achieves a -42.66% return, which is significantly lower than ASML's 74.80% return. Over the past 10 years, FMCC has underperformed ASML with an annualized return of 11.72%, while ASML has yielded a comparatively higher 36.00% annualized return.

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%

ASML

• 1D: -1.89%
• 1M: 17.83%
• YTD: 74.80%
• 6M: 73.02%
• 1Y: 138.89%
• 3Y*: 37.59%
• 5Y*: 22.97%
• 10Y*: 36.00%

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

FMCC vs. ASML - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FMCC Freddie Mac	-42.66%	210.52%	284.18%	140.59%	-57.43%	-64.38%	-22.33%	183.02%	-57.94%	-32.62%
ASML ASML Holding N.V.	74.80%	56.51%	-7.70%	39.91%	-30.49%	64.13%	66.06%	93.56%	-9.80%	56.23%

Correlation

The correlation between FMCC and ASML is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (10Y) Calculated over the trailing 10-year period	0.16
Correlation (All Time) Calculated using the full available price history since Mar 16, 1995	0.18

Fundamentals

EPS FMCC : $4.74 ASML : €25.86
PE Ratio FMCC : 1.23 ASML : 62.30
PEG Ratio FMCC : 0.00 ASML : 4.10
PS Ratio FMCC : 0.14 ASML : 18.51
Total Revenue (TTM) FMCC : $100.04B ASML : €33.69B
Gross Profit (TTM) FMCC : $100.04B ASML : €17.72B
EBITDA (TTM) FMCC : $92.03B ASML : €12.99B

Return for Risk

FMCC vs. ASML — Risk / Return Rank

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

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

ASML

ASML Risk / Return Rank: 95
ASML Sharpe Ratio Rank: 96
ASML Sortino Ratio Rank: 94
ASML Omega Ratio Rank: 92
ASML Calmar Ratio Rank: 96
ASML Martin Ratio Rank: 96

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.

FMCC vs. ASML - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Freddie Mac (FMCC) and ASML Holding N.V. (ASML). 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.

	FMCC	ASML	Difference
Sharpe ratio: Return per unit of total volatility	-0.29	3.27	-3.56
Sortino ratio: Return per unit of downside risk	0.16	3.70	-3.53
Omega ratio: Gain probability vs. loss probability	1.02	1.45	-0.43
Calmar ratio: Return relative to maximum drawdown	-0.38	7.83	-8.20
Martin ratio: Return relative to average drawdown	-0.70	21.08	-21.78

FMCC vs. ASML - Sharpe Ratio Comparison

The current FMCC Sharpe Ratio is -0.29, which is lower than the ASML Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of FMCC and ASML, 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

FMCC vs. ASML - Drawdown Comparison

The maximum FMCC drawdown since its inception was -99.81%, which is greater than ASML's maximum drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for FMCC and ASML.

Drawdown Indicators

	FMCC	ASML	Difference
Max Drawdown Largest peak-to-trough decline	-99.81%	-90.00%	-9.81%
Max Drawdown (1Y) Largest decline over 1 year	-71.31%	-17.85%	-53.46%
Max Drawdown (3Y) Largest decline over 3 years	-71.31%	-45.38%	-25.93%
Max Drawdown (5Y) Largest decline over 5 years	-84.97%	-56.84%	-28.13%
Max Drawdown (10Y) Largest decline over 10 years	-91.97%	-56.84%	-35.13%
Current Drawdown Current decline from peak	-94.17%	-1.89%	-92.28%
Average Drawdown Average peak-to-trough decline	-68.88%	-28.12%	-40.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	38.50%	6.63%	+31.87%

Volatility

FMCC vs. ASML - Volatility Comparison

Freddie Mac (FMCC) and ASML Holding N.V. (ASML) have volatilities of 16.83% and 17.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FMCC	ASML	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.83%	17.27%	-0.44%
Volatility (6M) Calculated over the trailing 6-month period	65.64%	34.58%	+31.06%
Volatility (1Y) Calculated over the trailing 1-year period	92.69%	42.75%	+49.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	86.65%	42.44%	+44.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	78.76%	38.72%	+40.04%

Dividends

FMCC vs. ASML - Dividend Comparison

FMCC has not paid dividends to shareholders, while ASML's dividend yield for the trailing twelve months is around 0.47%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ASML ASML Holding N.V.	0.47%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%
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 FMCC and ASML in my portfolio?

FMCC and ASML have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FMCC or ASML?

ASML has higher volatility (17.27%) compared to FMCC (16.83%). In terms of maximum drawdown, FMCC dropped -99.81% vs ASML's -90.00%.

Which has better risk-adjusted returns?

ASML currently has the higher Sharpe Ratio (3.27 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.