FMCC vs. JPM
Compare and contrast key facts about Freddie Mac (FMCC) and JPMorgan Chase & Co. (JPM).
Performance
FMCC vs. JPM - Performance Comparison
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FMCC vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FMCC Freddie Mac | -36.88% | 210.52% | 284.18% | 140.59% | -57.43% | -64.38% | -22.33% | 183.02% | -57.94% | -32.62% |
JPM JPMorgan Chase & Co. | -7.92% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Fundamentals
FMCC:
$20.70B
JPM:
$825.20B
FMCC:
$4.94
JPM:
$20.42
FMCC:
1.29
JPM:
14.47
FMCC:
0.00
JPM:
1.60
FMCC:
0.41
JPM:
3.22
FMCC:
$51.10B
JPM:
$256.52B
FMCC:
$0.00
JPM:
$168.20B
FMCC:
$0.00
JPM:
$78.84B
Returns By Period
In the year-to-date period, FMCC achieves a -36.88% return, which is significantly lower than JPM's -7.92% return. Over the past 10 years, FMCC has underperformed JPM with an annualized return of 17.10%, while JPM has yielded a comparatively higher 20.50% annualized return.
FMCC
- 1D
- -0.78%
- 1M
- -0.62%
- YTD
- -36.88%
- 6M
- -45.62%
- 1Y
- 19.63%
- 3Y*
- 150.25%
- 5Y*
- 25.94%
- 10Y*
- 17.10%
JPM
- 1D
- 0.41%
- 1M
- -0.73%
- YTD
- -7.92%
- 6M
- -4.04%
- 1Y
- 23.71%
- 3Y*
- 34.51%
- 5Y*
- 16.89%
- 10Y*
- 20.50%
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Return for Risk
FMCC vs. JPM — Risk / Return Rank
FMCC
JPM
FMCC vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Freddie Mac (FMCC) and JPMorgan Chase & Co. (JPM). 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 | JPM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.19 | 0.94 | -0.75 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.34 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.19 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.16 | 1.48 | -1.32 |
Martin ratioReturn relative to average drawdown | 0.38 | 4.00 | -3.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FMCC | JPM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | 0.94 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.70 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.75 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 0.34 | -0.39 |
Correlation
The correlation between FMCC and JPM is 0.30, 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. JPM - Dividend Comparison
FMCC has not paid dividends to shareholders, while JPM's dividend yield for the trailing twelve months is around 1.96%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMCC Freddie Mac | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPM JPMorgan Chase & Co. | 1.96% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
Drawdowns
FMCC vs. JPM - Drawdown Comparison
The maximum FMCC drawdown since its inception was -99.81%, which is greater than JPM's maximum drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for FMCC and JPM.
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Drawdown Indicators
| FMCC | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.81% | -76.16% | -23.65% |
Max Drawdown (1Y)Largest decline over 1 year | -71.31% | -15.47% | -55.84% |
Max Drawdown (5Y)Largest decline over 5 years | -85.52% | -38.77% | -46.75% |
Max Drawdown (10Y)Largest decline over 10 years | -91.97% | -43.63% | -48.34% |
Current DrawdownCurrent decline from peak | -93.58% | -11.72% | -81.86% |
Average DrawdownAverage peak-to-trough decline | -68.75% | -17.66% | -51.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.15% | 5.72% | +24.43% |
Volatility
FMCC vs. JPM - Volatility Comparison
Freddie Mac (FMCC) has a higher volatility of 49.47% compared to JPMorgan Chase & Co. (JPM) at 6.28%. This indicates that FMCC's price experiences larger fluctuations and is considered to be riskier than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FMCC | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 49.47% | 6.28% | +43.19% |
Volatility (6M)Calculated over the trailing 6-month period | 68.27% | 17.19% | +51.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 101.50% | 25.24% | +76.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.87% | 24.34% | +61.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.15% | 27.38% | +51.77% |
Financials
FMCC vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Freddie Mac and JPMorgan Chase & Co.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities