PortfoliosLab logoPortfoliosLab logo
FMCC vs. FNMA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FMCC vs. FNMA - Performance Comparison

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

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with FMCC having a -42.11% return and FNMA slightly higher at -40.82%. Both investments have delivered pretty close results over the past 10 years, with FMCC having a 12.24% annualized return and FNMA not far behind at 12.02%.


FMCC

1D
-1.84%
1M
-8.42%
YTD
-42.11%
6M
-43.67%
1Y
-28.15%
3Y*
138.59%
5Y*
33.01%
10Y*
12.24%

FNMA

1D
-0.16%
1M
-11.63%
YTD
-40.82%
6M
-42.48%
1Y
-36.44%
3Y*
144.96%
5Y*
33.10%
10Y*
12.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMCC vs. FNMA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMCC
Freddie Mac
-42.11%210.52%284.18%140.59%-57.43%-64.38%-22.33%183.02%-57.94%-32.62%
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 FMCC and FNMA is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

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

0.91

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

0.87

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

0.89

Correlation (All Time)
Calculated using the full available price history since Mar 3, 1989

0.83

The correlation between FMCC and FNMA shifts across timeframes, from 0.82 (all time) to 0.94 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS

FMCC:

$4.74

FNMA:

$2.77

PE Ratio

FMCC:

1.24

FNMA:

2.29

PEG Ratio

FMCC:

0.00

FNMA:

0.00

PS Ratio

FMCC:

0.14

FNMA:

0.23

Total Revenue (TTM)

FMCC:

$100.04B

FNMA:

$161.03B

Gross Profit (TTM)

FMCC:

$100.04B

FNMA:

$117.99B

EBITDA (TTM)

FMCC:

$92.03B

FNMA:

$111.39B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FMCC vs. FNMA — Risk / Return Rank

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

FMCC
FMCC Risk / Return Rank: 3131
Overall Rank
FMCC Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FMCC Sortino Ratio Rank: 3434
Sortino Ratio Rank
FMCC Omega Ratio Rank: 3333
Omega Ratio Rank
FMCC Calmar Ratio Rank: 2828
Calmar Ratio Rank
FMCC Martin Ratio Rank: 2828
Martin Ratio Rank

FNMA
FNMA Risk / Return Rank: 2626
Overall Rank
FNMA Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
FNMA Sortino Ratio Rank: 2929
Sortino Ratio Rank
FNMA Omega Ratio Rank: 2929
Omega Ratio Rank
FNMA Calmar Ratio Rank: 2323
Calmar Ratio Rank
FNMA Martin Ratio Rank: 2222
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.

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.

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.


FMCCFNMADifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.01

0.99

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.40

-0.52

+0.13

Martin ratioReturn relative to average drawdown

-0.72

-0.95

+0.23

FMCC vs. FNMA - Sharpe Ratio Comparison

The current FMCC Sharpe Ratio is -0.30, which is comparable to the FNMA Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of FMCC and FNMA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

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.


Loading charts...

Drawdown Indicators


FMCCFNMADifference

Max Drawdown

Largest 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 (3Y)

Largest decline over 3 years

-71.31%

-69.76%

-1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-75.47%

-77.35%

+1.88%

Max Drawdown (10Y)

Largest decline over 10 years

-91.97%

-92.13%

+0.16%

Current Drawdown

Current decline from peak

-94.11%

-91.33%

-2.78%

Average Drawdown

Average peak-to-trough decline

-68.89%

-46.20%

-22.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.35%

38.43%

+0.92%

Volatility

FMCC vs. FNMA - Volatility Comparison

The current volatility for Freddie Mac (FMCC) is 14.83%, while Federal National Mortgage Association (FNMA) has a volatility of 17.60%. This indicates that FMCC 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.


Loading charts...

Volatility by Period


FMCCFNMADifference

Volatility (1M)

Calculated over the trailing 1-month period

14.83%

17.60%

-2.77%

Volatility (6M)

Calculated over the trailing 6-month period

65.51%

65.89%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

92.96%

93.68%

-0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

86.71%

92.01%

-5.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.78%

81.90%

-3.12%

Dividends

FMCC vs. FNMA - Dividend Comparison

Neither FMCC nor FNMA has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


Quarterly
Annual

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


0.0010.00B20.00B30.00B40.00B202220232024202520260
40.22B
(FMCC) Total Revenue
(FNMA) Total Revenue
Values in USD except per share items

Frequently Asked Questions


With a correlation of 0.94, FMCC and FNMA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FNMA has higher volatility (17.60%) compared to FMCC (14.83%). In terms of maximum drawdown, FMCC dropped -99.81% vs FNMA's -99.74%.

FMCC currently has the higher Sharpe Ratio (-0.30 vs -0.39), 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.

Portfolio Optimizer

Find the right allocation for FMCC and FNMA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer