FMCC vs. PANW
FMCC (Freddie Mac) and PANW (Palo Alto Networks, Inc.) are both stocks. FMCC operates in Mortgage Finance (Financial Services), while PANW operates in Software - Infrastructure (Technology). Over the past 10 years, FMCC returned 11.72%/yr vs 29.12%/yr for PANW. At a 0.12 correlation, their price movements are largely independent.
Performance
FMCC vs. PANW - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FMCC achieves a -42.66% return, which is significantly lower than PANW's 51.80% return. Over the past 10 years, FMCC has underperformed PANW with an annualized return of 11.72%, while PANW has yielded a comparatively higher 29.12% annualized return.
FMCC
- 1D
- 2.76%
- 1M
- -16.70%
- YTD
- -42.66%
- 6M
- -43.55%
- 1Y
- -25.75%
- 3Y*
- 136.25%
- 5Y*
- 19.46%
- 10Y*
- 11.72%
PANW
- 1D
- 0.03%
- 1M
- 17.38%
- YTD
- 51.80%
- 6M
- 45.87%
- 1Y
- 42.47%
- 3Y*
- 33.77%
- 5Y*
- 35.61%
- 10Y*
- 29.12%
FMCC vs. PANW - 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% |
PANW Palo Alto Networks, Inc. | 51.80% | 1.23% | 23.41% | 111.32% | -24.81% | 56.66% | 53.68% | 22.78% | 29.95% | 15.91% |
Correlation
The correlation between FMCC and PANW is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2012 | 0.12 |
Fundamentals
FMCC:
$4.74
PANW:
$1.17
FMCC:
1.23
PANW:
238.46
FMCC:
0.00
PANW:
0.02
FMCC:
0.14
PANW:
18.95
FMCC:
$100.04B
PANW:
$10.61B
FMCC:
$100.04B
PANW:
$7.63B
FMCC:
$92.03B
PANW:
$1.33B
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. PANW — Risk / Return Rank
FMCC
PANW
FMCC vs. PANW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Freddie Mac (FMCC) and Palo Alto Networks, Inc. (PANW). 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 | PANW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.21 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 1.16 | -1.53 |
| Martin ratioReturn relative to average drawdown | -0.70 | 2.62 | -3.32 |
Loading charts...
Drawdowns
FMCC vs. PANW - Drawdown Comparison
The maximum FMCC drawdown since its inception was -99.81%, which is greater than PANW's maximum drawdown of -47.98%. Use the drawdown chart below to compare losses from any high point for FMCC and PANW.
Loading charts...
Drawdown Indicators
| FMCC | PANW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.81% | -47.98% | -51.83% |
Max Drawdown (1Y)Largest decline over 1 year | -71.31% | -36.01% | -35.30% |
Max Drawdown (3Y)Largest decline over 3 years | -71.31% | -36.01% | -35.30% |
Max Drawdown (5Y)Largest decline over 5 years | -84.64% | -36.01% | -48.63% |
Max Drawdown (10Y)Largest decline over 10 years | -91.97% | -47.98% | -43.99% |
Current DrawdownCurrent decline from peak | -94.17% | -6.94% | -87.23% |
Average DrawdownAverage peak-to-trough decline | -68.88% | -14.68% | -54.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.50% | 15.87% | +22.63% |
Volatility
FMCC vs. PANW - Volatility Comparison
Freddie Mac (FMCC) and Palo Alto Networks, Inc. (PANW) have volatilities of 16.83% and 16.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FMCC | PANW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.83% | 16.97% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 65.64% | 32.33% | +33.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 92.69% | 38.96% | +53.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.65% | 41.72% | +44.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.76% | 38.62% | +40.14% |
Dividends
FMCC vs. PANW - Dividend Comparison
Neither FMCC nor PANW has paid dividends to shareholders.
Financials
FMCC vs. PANW - Financials Comparison
This section allows you to compare key financial metrics between Freddie Mac and Palo Alto Networks, Inc.. 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 PANW have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PANW has higher volatility (16.97%) compared to FMCC (16.83%). In terms of maximum drawdown, FMCC dropped -99.81% vs PANW's -47.98%.
PANW 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.
Find the right allocation for FMCC and PANW
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