FMCC vs. ASR

Last updated Jun 13, 2026

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

Performance

FMCC vs. ASR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Freddie Mac (FMCC) and Grupo Aeroportuario del Sureste, S. A. B. de C. V. (ASR). 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 ASR's -9.55% return. Over the past 10 years, FMCC has outperformed ASR with an annualized return of 11.72%, while ASR has yielded a comparatively lower 10.32% 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%

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%

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

FMCC vs. ASR - 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%
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%

Correlation

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

Return for Risk

FMCC vs. ASR — 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

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

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. ASR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Freddie Mac (FMCC) and Grupo Aeroportuario del Sureste, S. A. B. de C. V. (ASR). 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	ASR	Difference
Sharpe ratio: Return per unit of total volatility	-0.29	-0.13	-0.16
Sortino ratio: Return per unit of downside risk	0.16	-0.00	+0.17
Omega ratio: Gain probability vs. loss probability	1.02	1.00	+0.02
Calmar ratio: Return relative to maximum drawdown	-0.38	-0.13	-0.25
Martin ratio: Return relative to average drawdown	-0.70	-0.33	-0.37

FMCC vs. ASR - Sharpe Ratio Comparison

The current FMCC Sharpe Ratio is -0.29, which is lower than the ASR Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of FMCC and ASR, 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. ASR - Drawdown Comparison

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

Drawdown Indicators

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

Volatility

FMCC vs. ASR - Volatility Comparison

Freddie Mac (FMCC) has a higher volatility of 16.83% compared to Grupo Aeroportuario del Sureste, S. A. B. de C. V. (ASR) at 8.54%. This indicates that FMCC's price experiences larger fluctuations and is considered to be riskier than ASR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

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

Dividends

FMCC vs. ASR - Dividend Comparison

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

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 FMCC and ASR in my portfolio?

FMCC and ASR 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, FMCC or ASR?

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

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.