FMCC vs. LLY
FMCC (Freddie Mac) and LLY (Eli Lilly and Company) are both stocks. FMCC operates in Mortgage Finance (Financial Services), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, FMCC returned 11.72%/yr vs 33.45%/yr for LLY. At a 0.18 correlation, their price movements are largely independent.
Performance
FMCC vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, FMCC achieves a -42.66% return, which is significantly lower than LLY's 5.78% return. Over the past 10 years, FMCC has underperformed LLY with an annualized return of 11.72%, while LLY has yielded a comparatively higher 33.45% annualized return.
FMCC
- 1D
- 2.76%
- 1M
- -17.41%
- YTD
- -42.66%
- 6M
- -43.55%
- 1Y
- -26.78%
- 3Y*
- 136.25%
- 5Y*
- 19.46%
- 10Y*
- 11.72%
LLY
- 1D
- -2.41%
- 1M
- 11.74%
- YTD
- 5.78%
- 6M
- 10.64%
- 1Y
- 40.51%
- 3Y*
- 37.45%
- 5Y*
- 39.59%
- 10Y*
- 33.45%
FMCC vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FMCC Freddie Mac | -42.66% | 210.52% | 284.18% | 140.59% | -57.43% | -64.38% | -22.33% | 183.02% | -57.94% | -32.62% |
LLY Eli Lilly and Company | 5.78% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
Correlation
The correlation between FMCC and LLY is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 1989 | 0.18 |
The correlation between FMCC and LLY shifts across timeframes, from 0.03 (3 years) to 0.18 (all time), reflecting how their relationship changes across market environments.
Fundamentals
FMCC:
$4.74
LLY:
$28.14
FMCC:
1.23
LLY:
40.26
FMCC:
0.00
LLY:
0.81
FMCC:
0.14
LLY:
14.08
FMCC:
$100.04B
LLY:
$72.25B
FMCC:
$100.04B
LLY:
$59.75B
FMCC:
$92.03B
LLY:
$32.97B
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Return for Risk
FMCC vs. LLY — Risk / Return Rank
FMCC
LLY
FMCC vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Freddie Mac (FMCC) and Eli Lilly and Company (LLY). 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 | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.22 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 1.72 | -2.10 |
| Martin ratioReturn relative to average drawdown | -0.70 | 4.28 | -4.98 |
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Drawdowns
FMCC vs. LLY - Drawdown Comparison
The maximum FMCC drawdown since its inception was -99.81%, which is greater than LLY's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for FMCC and LLY.
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Drawdown Indicators
| FMCC | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.81% | -68.24% | -31.57% |
Max Drawdown (1Y)Largest decline over 1 year | -71.31% | -23.64% | -47.67% |
Max Drawdown (3Y)Largest decline over 3 years | -71.31% | -34.48% | -36.83% |
Max Drawdown (5Y)Largest decline over 5 years | -84.97% | -34.48% | -50.49% |
Max Drawdown (10Y)Largest decline over 10 years | -91.97% | -34.48% | -57.49% |
Current DrawdownCurrent decline from peak | -94.17% | -2.41% | -91.76% |
Average DrawdownAverage peak-to-trough decline | -68.88% | -19.21% | -49.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.50% | 9.49% | +29.01% |
Volatility
FMCC vs. LLY - Volatility Comparison
Freddie Mac (FMCC) has a higher volatility of 16.83% compared to Eli Lilly and Company (LLY) at 9.27%. This indicates that FMCC's price experiences larger fluctuations and is considered to be riskier than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FMCC | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.83% | 9.27% | +7.56% |
Volatility (6M)Calculated over the trailing 6-month period | 65.64% | 27.16% | +38.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 92.69% | 38.01% | +54.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.65% | 32.46% | +54.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.76% | 30.19% | +48.57% |
Dividends
FMCC vs. LLY - Dividend Comparison
FMCC has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.57%.
| 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% |
LLY Eli Lilly and Company | 0.57% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
Financials
FMCC vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Freddie Mac and Eli Lilly and Company. 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 LLY have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FMCC has higher volatility (16.83%) compared to LLY (9.27%). In terms of maximum drawdown, FMCC dropped -99.81% vs LLY's -68.24%.
LLY currently has the higher Sharpe Ratio (1.07 vs -0.29), 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.
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