FMCC vs. V

Last updated Apr 1, 2026

Compare and contrast key facts about Freddie Mac (FMCC) and Visa Inc. (V).

Performance

FMCC vs. V - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Freddie Mac (FMCC) and Visa Inc. (V). The values are adjusted to include any dividend payments, if applicable.

FMCC vs. V - 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%
V Visa Inc.	-13.64%	11.76%	22.32%	26.31%	-3.40%	-0.31%	17.12%	43.33%	16.49%	47.18%

Fundamentals

EPS FMCC : $4.94 V : $15.10
PE Ratio FMCC : 1.29 V : 20.02
PEG Ratio FMCC : 0.00 V : 1.23
PS Ratio FMCC : 0.41 V : 10.06
Total Revenue (TTM) FMCC : $51.10B V : $41.39B
Gross Profit (TTM) FMCC : $0.00 V : $24.66B
EBITDA (TTM) FMCC : $0.00 V : $26.20B

Returns By Period

In the year-to-date period, FMCC achieves a -36.88% return, which is significantly lower than V's -13.64% return. Over the past 10 years, FMCC has outperformed V with an annualized return of 17.10%, while V has yielded a comparatively lower 15.37% 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%

V

• 1D: 0.90%
• 1M: -5.59%
• YTD: -13.64%
• 6M: -11.11%
• 1Y: -13.11%
• 3Y*: 11.10%
• 5Y*: 7.65%
• 10Y*: 15.37%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FMCC vs. V — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FMCC

FMCC Risk / Return Rank: 52
FMCC Sharpe Ratio Rank: 49
FMCC Sortino Ratio Rank: 63
FMCC Omega Ratio Rank: 57
FMCC Calmar Ratio Rank: 46
FMCC Martin Ratio Rank: 46

V

V Risk / Return Rank: 19
V Sharpe Ratio Rank: 18
V Sortino Ratio Rank: 17
V Omega Ratio Rank: 17
V Calmar Ratio Rank: 24
V Martin Ratio Rank: 19

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FMCC vs. V - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Freddie Mac (FMCC) and Visa Inc. (V). 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	V	Difference
Sharpe ratio Return per unit of total volatility	0.19	-0.56	+0.75
Sortino ratio Return per unit of downside risk	1.26	-0.63	+1.89
Omega ratio Gain probability vs. loss probability	1.14	0.91	+0.23
Calmar ratio Return relative to maximum drawdown	0.16	-0.55	+0.71
Martin ratio Return relative to average drawdown	0.38	-1.20	+1.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FMCC vs. V - Sharpe Ratio Comparison

The current FMCC Sharpe Ratio is 0.19, which is higher than the V Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of FMCC and V, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FMCC	V	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.19	-0.56	+0.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	0.34	-0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.22	0.63	-0.42
Sharpe Ratio (All Time) Calculated using the full available price history	-0.05	0.68	-0.73

Correlation

The correlation between FMCC and V is 0.20, 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. V - Dividend Comparison

FMCC has not paid dividends to shareholders, while V's dividend yield for the trailing twelve months is around 0.83%.

	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%
V Visa Inc.	0.83%	0.70%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%

Drawdowns

FMCC vs. V - Drawdown Comparison

The maximum FMCC drawdown since its inception was -99.81%, which is greater than V's maximum drawdown of -51.90%. Use the drawdown chart below to compare losses from any high point for FMCC and V.

Drawdown Indicators

	FMCC	V	Difference
Max Drawdown Largest peak-to-trough decline	-99.81%	-51.90%	-47.91%
Max Drawdown (1Y) Largest decline over 1 year	-71.31%	-20.38%	-50.93%
Max Drawdown (5Y) Largest decline over 5 years	-85.52%	-28.60%	-56.92%
Max Drawdown (10Y) Largest decline over 10 years	-91.97%	-36.36%	-55.61%
Current Drawdown Current decline from peak	-93.58%	-18.57%	-75.01%
Average Drawdown Average peak-to-trough decline	-68.75%	-8.20%	-60.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	30.15%	9.29%	+20.86%

Volatility

FMCC vs. V - Volatility Comparison

Freddie Mac (FMCC) has a higher volatility of 49.47% compared to Visa Inc. (V) at 5.55%. This indicates that FMCC's price experiences larger fluctuations and is considered to be riskier than V based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FMCC	V	Difference
Volatility (1M) Calculated over the trailing 1-month period	49.47%	5.55%	+43.92%
Volatility (6M) Calculated over the trailing 6-month period	68.27%	15.39%	+52.88%
Volatility (1Y) Calculated over the trailing 1-year period	101.50%	23.81%	+77.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	85.87%	22.47%	+63.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	79.15%	24.32%	+54.83%

Financials