FMCC vs. GNLX

Last updated Apr 2, 2026

Compare and contrast key facts about Freddie Mac (FMCC) and Genelux Corporation (GNLX).

Performance

FMCC vs. GNLX - Performance Comparison

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

FMCC vs. GNLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FMCC Freddie Mac	-37.48%	210.52%	284.18%	70.34%
GNLX Genelux Corporation	-41.28%	84.75%	-83.15%	127.80%

Fundamentals

Market Cap FMCC : $20.50B GNLX : $95.17M
EPS FMCC : $4.94 GNLX : -$0.85
PS Ratio FMCC : 0.40 GNLX : 12.06K
Total Revenue (TTM) FMCC : $51.10B GNLX : $8.00K
Gross Profit (TTM) FMCC : $0.00 GNLX : $0.00
EBITDA (TTM) FMCC : $0.00 GNLX : $0.00

Returns By Period

In the year-to-date period, FMCC achieves a -37.48% return, which is significantly higher than GNLX's -41.28% return.

FMCC

• 1D: -0.94%
• 1M: 1.60%
• YTD: -37.48%
• 6M: -46.86%
• 1Y: 11.03%
• 3Y*: 149.46%
• 5Y*: 25.70%
• 10Y*: 16.99%

GNLX

• 1D: 5.79%
• 1M: -12.33%
• YTD: -41.28%
• 6M: -41.82%
• 1Y: -1.54%
• 3Y*: -54.81%
• 5Y*: —
• 10Y*: —

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

Return for Risk

FMCC vs. GNLX — Risk / Return Rank

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

FMCC

FMCC Risk / Return Rank: 50
FMCC Sharpe Ratio Rank: 44
FMCC Sortino Ratio Rank: 57
FMCC Omega Ratio Rank: 52
FMCC Calmar Ratio Rank: 48
FMCC Martin Ratio Rank: 48

GNLX

GNLX Risk / Return Rank: 41
GNLX Sharpe Ratio Rank: 39
GNLX Sortino Ratio Rank: 45
GNLX Omega Ratio Rank: 45
GNLX Calmar Ratio Rank: 38
GNLX 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. GNLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Freddie Mac (FMCC) and Genelux Corporation (GNLX). 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	GNLX	Difference
Sharpe ratio Return per unit of total volatility	0.11	-0.02	+0.13
Sortino ratio Return per unit of downside risk	1.11	0.66	+0.45
Omega ratio Gain probability vs. loss probability	1.12	1.09	+0.03
Calmar ratio Return relative to maximum drawdown	0.26	-0.07	+0.33
Martin ratio Return relative to average drawdown	0.61	-0.14	+0.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FMCC vs. GNLX - Sharpe Ratio Comparison

The current FMCC Sharpe Ratio is 0.11, which is higher than the GNLX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of FMCC and GNLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FMCC	GNLX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.11	-0.02	+0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.22	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.05	-0.21	+0.16

Correlation

The correlation between FMCC and GNLX is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

FMCC vs. GNLX - Dividend Comparison

Neither FMCC nor GNLX has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

FMCC vs. GNLX - Drawdown Comparison

The maximum FMCC drawdown since its inception was -99.81%, roughly equal to the maximum GNLX drawdown of -95.74%. Use the drawdown chart below to compare losses from any high point for FMCC and GNLX.

Drawdown Indicators

	FMCC	GNLX	Difference
Max Drawdown Largest peak-to-trough decline	-99.81%	-95.74%	-4.07%
Max Drawdown (1Y) Largest decline over 1 year	-71.31%	-72.09%	+0.78%
Max Drawdown (5Y) Largest decline over 5 years	-85.52%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-91.97%	—	—
Current Drawdown Current decline from peak	-93.64%	-93.26%	-0.38%
Average Drawdown Average peak-to-trough decline	-68.75%	-72.07%	+3.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	30.35%	37.89%	-7.54%

Volatility

FMCC vs. GNLX - Volatility Comparison

Freddie Mac (FMCC) has a higher volatility of 48.58% compared to Genelux Corporation (GNLX) at 19.30%. This indicates that FMCC's price experiences larger fluctuations and is considered to be riskier than GNLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FMCC	GNLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	48.58%	19.30%	+29.28%
Volatility (6M) Calculated over the trailing 6-month period	68.21%	75.07%	-6.86%
Volatility (1Y) Calculated over the trailing 1-year period	101.26%	93.70%	+7.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	85.87%	113.14%	-27.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	79.13%	113.14%	-34.01%

Financials