FMCC vs. JPM

In the year-to-date period, FMCC achieves a 58.63% return, which is significantly higher than JPM's -2.13% return. Over the past 10 years, FMCC has underperformed JPM with an annualized return of 6.79%, while JPM has yielded a comparatively higher 17.27% annualized return.

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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.

The current FMCC Sharpe Ratio is 2.63, which is higher than the JPM Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of FMCC and JPM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FMCC has not paid dividends to shareholders, while JPM's dividend yield for the trailing twelve months is around 2.18%.

The maximum FMCC drawdown since its inception was -99.71%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for FMCC and JPM. For additional features, visit the drawdowns tool.

Freddie Mac (FMCC) has a higher volatility of 31.60% compared to JPMorgan Chase & Co. (JPM) at 15.36%. 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.

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.