FMCC vs. FNMA
Compare and contrast key facts about Freddie Mac (FMCC) and Federal National Mortgage Association (FNMA).
Performance
FMCC vs. FNMA - Performance Comparison
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FMCC vs. FNMA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FMCC Freddie Mac | -36.88% | 210.52% | 284.18% | 140.59% | -57.43% | -64.38% | -22.33% | 183.02% | -57.94% | -32.62% |
FNMA Federal National Mortgage Association | -32.34% | 227.13% | 206.54% | 202.77% | -56.90% | -65.69% | -23.40% | 194.34% | -60.00% | -32.05% |
Fundamentals
FMCC:
$20.70B
FNMA:
$42.78B
FMCC:
$4.94
FNMA:
$3.67
FMCC:
1.29
FNMA:
1.98
FMCC:
0.00
FNMA:
0.00
FMCC:
0.41
FNMA:
0.27
FMCC:
$51.10B
FNMA:
$158.62B
FMCC:
$0.00
FNMA:
$0.00
FMCC:
$0.00
FNMA:
$0.00
Returns By Period
In the year-to-date period, FMCC achieves a -36.88% return, which is significantly lower than FNMA's -32.34% return. Over the past 10 years, FMCC has underperformed FNMA with an annualized return of 17.10%, while FNMA has yielded a comparatively higher 18.15% annualized return.
FMCC
- 1D
- -0.78%
- 1M
- -0.62%
- YTD
- -36.88%
- 6M
- -45.62%
- 1Y
- 19.63%
- 3Y*
- 150.25%
- 5Y*
- 25.94%
- 10Y*
- 17.10%
FNMA
- 1D
- -1.22%
- 1M
- 0.83%
- YTD
- -32.34%
- 6M
- -39.75%
- 1Y
- 14.87%
- 3Y*
- 160.65%
- 5Y*
- 28.90%
- 10Y*
- 18.15%
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Return for Risk
FMCC vs. FNMA — Risk / Return Rank
FMCC
FNMA
FMCC vs. FNMA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Freddie Mac (FMCC) 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.
| FMCC | FNMA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.19 | 0.14 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.21 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.14 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.16 | 0.12 | +0.04 |
Martin ratioReturn relative to average drawdown | 0.38 | 0.27 | +0.11 |
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
| FMCC | FNMA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | 0.14 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.32 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.22 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 0.08 | -0.13 |
Correlation
The correlation between FMCC and FNMA is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FMCC vs. FNMA - Dividend Comparison
Neither FMCC nor FNMA has paid dividends to shareholders.
Drawdowns
FMCC vs. FNMA - Drawdown Comparison
The maximum FMCC drawdown since its inception was -99.81%, roughly equal to the maximum FNMA drawdown of -99.74%. Use the drawdown chart below to compare losses from any high point for FMCC and FNMA.
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Drawdown Indicators
| FMCC | FNMA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.81% | -99.74% | -0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -71.31% | -69.76% | -1.55% |
Max Drawdown (5Y)Largest decline over 5 years | -85.52% | -85.55% | +0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -91.97% | -92.13% | +0.16% |
Current DrawdownCurrent decline from peak | -93.58% | -90.09% | -3.49% |
Average DrawdownAverage peak-to-trough decline | -68.75% | -46.01% | -22.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.15% | 30.44% | -0.29% |
Volatility
FMCC vs. FNMA - Volatility Comparison
Freddie Mac (FMCC) and Federal National Mortgage Association (FNMA) have volatilities of 49.47% and 50.63%, 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.
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Volatility by Period
| FMCC | FNMA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 49.47% | 50.63% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 68.27% | 69.43% | -1.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 101.50% | 106.23% | -4.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.87% | 91.16% | -5.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.15% | 82.50% | -3.35% |
Financials
FMCC vs. FNMA - Financials Comparison
This section allows you to compare key financial metrics between Freddie Mac 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