FMCC vs. FNMA

In the year-to-date period, FMCC achieves a 66.90% return, which is significantly lower than FNMA's 101.83% return. Over the past 10 years, FMCC has underperformed FNMA with an annualized return of 7.92%, while FNMA has yielded a comparatively higher 9.58% annualized return.

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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.

The current FMCC Sharpe Ratio is 2.73, which is comparable to the FNMA Sharpe Ratio of 3.17. The chart below compares the historical Sharpe Ratios of FMCC and FNMA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither FMCC nor FNMA has paid dividends to shareholders.

The maximum FMCC drawdown since its inception was -99.71%, 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. For additional features, visit the drawdowns tool.

Freddie Mac (FMCC) and Federal National Mortgage Association (FNMA) have volatilities of 12.48% and 12.73%, 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.

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.