FMCC vs. JPM
FMCC (Freddie Mac) and JPM (JPMorgan Chase & Co.) are both stocks. Both are in the Financial Services sector — FMCC in Mortgage Finance, JPM in Banks - Diversified. Over the past 10 years, FMCC returned 12.09%/yr vs 21.80%/yr for JPM. Their 0.30 correlation means their historical movements had little consistent relationship.
Performance
FMCC vs. JPM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FMCC achieves a -45.68% return, which is significantly lower than JPM's 10.73% return. Over the past 10 years, FMCC has underperformed JPM with an annualized return of 12.09%, while JPM has yielded a comparatively higher 21.80% annualized return.
FMCC
- 1D
- -0.94%
- 1M
- -3.03%
- 6M
- -23.74%
- YTD
- -45.68%
- 1Y
- -23.92%
- 3Y*
- 127.13%
- 5Y*
- 37.76%
- 10Y*
- 12.09%
- ALL TIME*
- -4.26%
JPM
- 1D
- 0.27%
- 1M
- 5.65%
- 6M
- 16.11%
- YTD
- 10.73%
- 1Y
- 23.90%
- 3Y*
- 33.72%
- 5Y*
- 21.31%
- 10Y*
- 21.80%
- ALL TIME*
- 12.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
FMCC Freddie Mac | $7.86M | $8.85M | $13.54M |
| $2.69B | $3.19B | $3.04B |
FMCC vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FMCC Freddie Mac | -45.68% | 210.52% | 284.18% | 140.59% | -57.43% | -64.38% | -22.33% | 183.02% | -57.94% | -32.62% |
JPM JPMorgan Chase & Co. | 10.73% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between FMCC and JPM is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.13 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.15 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 1989 | 0.30 |
Over the past year, the correlation between FMCC and JPM has dropped to 0.07 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.
Fundamentals
FMCC:
$3.58B
JPM:
$942.62B
FMCC:
$5.34
JPM:
$23.29
FMCC:
1.03
JPM:
15.10
FMCC:
0.00
JPM:
1.67
FMCC:
0.13
JPM:
3.30
FMCC:
$100.82B
JPM:
$297.63B
FMCC:
$100.82B
JPM:
$186.33B
FMCC:
$95.90B
JPM:
$90.84B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FMCC | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.17 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 1.36 | -1.55 |
| Martin ratioReturn relative to average drawdown | -0.30 | 3.24 | -3.55 |
Loading charts...
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.
Loading charts...
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 (3Y)Largest decline over 3 years | -71.31% | -24.42% | -46.89% |
Max Drawdown (5Y)Largest decline over 5 years | -71.31% | -38.77% | -32.54% |
Max Drawdown (10Y)Largest decline over 10 years | -91.97% | -43.63% | -48.34% |
Current DrawdownCurrent decline from peak | -94.47% | -1.54% | -92.93% |
Average DrawdownAverage peak-to-trough decline | -68.97% | -17.56% | -51.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.74% | 6.51% | +37.23% |
Volatility
FMCC vs. JPM - Volatility Comparison
Freddie Mac (FMCC) has a higher volatility of 16.29% compared to JPMorgan Chase & Co. (JPM) at 6.60%. 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.
Loading charts...
Volatility by Period
| FMCC | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.29% | 6.60% | +9.69% |
Volatility (6M)Calculated over the trailing 6-month period | 64.92% | 16.70% | +48.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 93.40% | 22.50% | +70.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.19% | 24.46% | +60.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.04% | 27.33% | +51.71% |
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 1.71%.
| Position | 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. | 1.71% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
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
Frequently Asked Questions
FMCC and JPM have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FMCC has higher volatility (16.29%) compared to JPM (6.60%). In terms of maximum drawdown, FMCC dropped -99.81% vs JPM's -76.16%.
JPM currently has the higher Sharpe Ratio (0.94 vs -0.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for FMCC and JPM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer