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FMCC vs. GNLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FMCC and GNLX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

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.

0.00%100.00%200.00%300.00%400.00%500.00%SeptemberOctoberNovemberDecember2025February
450.86%
132.35%
FMCC
GNLX

Key characteristics

Sharpe Ratio

FMCC:

4.66

GNLX:

-0.37

Sortino Ratio

FMCC:

4.36

GNLX:

0.16

Omega Ratio

FMCC:

1.55

GNLX:

1.02

Calmar Ratio

FMCC:

5.09

GNLX:

-0.43

Martin Ratio

FMCC:

23.57

GNLX:

-0.67

Ulcer Index

FMCC:

21.29%

GNLX:

62.34%

Daily Std Dev

FMCC:

108.12%

GNLX:

113.06%

Max Drawdown

FMCC:

-99.71%

GNLX:

-95.74%

Current Drawdown

FMCC:

-90.27%

GNLX:

-87.53%

Fundamentals

Market Cap

FMCC:

$4.23B

GNLX:

$163.71M

EPS

FMCC:

$0.00

GNLX:

-$0.94

Total Revenue (TTM)

FMCC:

$23.91B

GNLX:

$8.00K

Returns By Period

The year-to-date returns for both investments are quite close, with FMCC having a 99.05% return and GNLX slightly higher at 100.85%.


FMCC

YTD

99.05%

1M

6.56%

6M

450.85%

1Y

513.21%

5Y*

15.74%

10Y*

8.94%

GNLX

YTD

100.85%

1M

92.68%

6M

132.35%

1Y

-39.62%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FMCC vs. GNLX — Risk-Adjusted Performance Rank

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

FMCC
The Risk-Adjusted Performance Rank of FMCC is 9797
Overall Rank
The Sharpe Ratio Rank of FMCC is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of FMCC is 9797
Sortino Ratio Rank
The Omega Ratio Rank of FMCC is 9696
Omega Ratio Rank
The Calmar Ratio Rank of FMCC is 9898
Calmar Ratio Rank
The Martin Ratio Rank of FMCC is 9898
Martin Ratio Rank

GNLX
The Risk-Adjusted Performance Rank of GNLX is 2929
Overall Rank
The Sharpe Ratio Rank of GNLX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of GNLX is 3535
Sortino Ratio Rank
The Omega Ratio Rank of GNLX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of GNLX is 2020
Calmar Ratio Rank
The Martin Ratio Rank of GNLX is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FMCC vs. GNLX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FMCC, currently valued at 4.66, compared to the broader market-2.000.002.004.004.66-0.37
The chart of Sortino ratio for FMCC, currently valued at 4.36, compared to the broader market-6.00-4.00-2.000.002.004.006.004.360.16
The chart of Omega ratio for FMCC, currently valued at 1.55, compared to the broader market0.501.001.502.001.551.02
The chart of Calmar ratio for FMCC, currently valued at 12.34, compared to the broader market0.002.004.006.0012.34-0.43
The chart of Martin ratio for FMCC, currently valued at 23.57, compared to the broader market0.0010.0020.0030.0023.57-0.67
FMCC
GNLX

The current FMCC Sharpe Ratio is 4.66, which is higher than the GNLX Sharpe Ratio of -0.37. 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.


Rolling 12-month Sharpe Ratio0.002.004.006.00SeptemberOctoberNovemberDecember2025February
4.66
-0.37
FMCC
GNLX

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 -99.71%, 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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February0
-87.53%
FMCC
GNLX

Volatility

FMCC vs. GNLX - Volatility Comparison

The current volatility for Freddie Mac (FMCC) is 33.12%, while Genelux Corporation (GNLX) has a volatility of 39.06%. 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.


10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
33.12%
39.06%
FMCC
GNLX

Financials

FMCC vs. GNLX - Financials Comparison

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.


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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