FMCC vs. GNLX

In the year-to-date period, FMCC achieves a 66.90% return, which is significantly higher than GNLX's 17.80% return.

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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.

The current FMCC Sharpe Ratio is 2.73, which is higher than the GNLX Sharpe Ratio of -0.24. 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.

Neither FMCC nor GNLX has paid dividends to shareholders.

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

The current volatility for Freddie Mac (FMCC) is 12.48%, while Genelux Corporation (GNLX) has a volatility of 33.39%. This indicates that FMCC experiences smaller price fluctuations and is considered to be less risky than GNLX based on this measure. 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 Genelux Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.