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FMCC vs. V
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.2

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.

0.00%100.00%200.00%300.00%400.00%500.00%SeptemberOctoberNovemberDecember2025February
451.13%
33.57%
FMCC
V

Key characteristics

Sharpe Ratio

FMCC:

4.66

V:

1.73

Sortino Ratio

FMCC:

4.36

V:

2.31

Omega Ratio

FMCC:

1.55

V:

1.33

Calmar Ratio

FMCC:

5.09

V:

2.37

Martin Ratio

FMCC:

23.57

V:

5.98

Ulcer Index

FMCC:

21.29%

V:

4.93%

Daily Std Dev

FMCC:

108.12%

V:

17.04%

Max Drawdown

FMCC:

-99.71%

V:

-51.90%

Current Drawdown

FMCC:

-90.27%

V:

0.00%

Fundamentals

Market Cap

FMCC:

$4.23B

V:

$682.50B

EPS

FMCC:

$0.00

V:

$9.91

PE Ratio

FMCC:

0.00

V:

35.70

PEG Ratio

FMCC:

0.00

V:

2.34

Total Revenue (TTM)

FMCC:

$23.91B

V:

$36.80B

Returns By Period

In the year-to-date period, FMCC achieves a 99.05% return, which is significantly higher than V's 13.06% return. Over the past 10 years, FMCC has underperformed V with an annualized return of 8.94%, while V has yielded a comparatively higher 18.87% annualized return.


FMCC

YTD

99.05%

1M

6.56%

6M

450.85%

1Y

513.21%

5Y*

15.74%

10Y*

8.94%

V

YTD

13.06%

1M

11.80%

6M

33.57%

1Y

29.02%

5Y*

11.87%

10Y*

18.87%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FMCC vs. V — Risk-Adjusted Performance Rank

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

FMCC
The Risk-Adjusted Performance Rank of FMCC is 9797
Overall Rank
The Sharpe Ratio Rank of FMCC is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of FMCC is 9797
Sortino Ratio Rank
The Omega Ratio Rank of FMCC is 9696
Omega Ratio Rank
The Calmar Ratio Rank of FMCC is 9898
Calmar Ratio Rank
The Martin Ratio Rank of FMCC is 9898
Martin Ratio Rank

V
The Risk-Adjusted Performance Rank of V is 8686
Overall Rank
The Sharpe Ratio Rank of V is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of V is 8383
Sortino Ratio Rank
The Omega Ratio Rank of V is 8484
Omega Ratio Rank
The Calmar Ratio Rank of V is 9292
Calmar Ratio Rank
The Martin Ratio Rank of V is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FMCC vs. V - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FMCC, currently valued at 4.66, compared to the broader market-2.000.002.004.004.661.73
The chart of Sortino ratio for FMCC, currently valued at 4.36, compared to the broader market-6.00-4.00-2.000.002.004.006.004.362.31
The chart of Omega ratio for FMCC, currently valued at 1.55, compared to the broader market0.501.001.502.001.551.33
The chart of Calmar ratio for FMCC, currently valued at 5.18, compared to the broader market0.002.004.006.005.182.37
The chart of Martin ratio for FMCC, currently valued at 23.57, compared to the broader market0.0010.0020.0030.0023.575.98
FMCC
V

The current FMCC Sharpe Ratio is 4.66, which is higher than the V Sharpe Ratio of 1.73. 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.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.007.00SeptemberOctoberNovemberDecember2025February
4.66
1.73
FMCC
V

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 0.62%.


TTM20242023202220212020201920182017201620152014
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.
0.62%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%

Drawdowns

FMCC vs. V - Drawdown Comparison

The maximum FMCC drawdown since its inception was -99.71%, 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. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-79.82%
0
FMCC
V

Volatility

FMCC vs. V - Volatility Comparison

Freddie Mac (FMCC) has a higher volatility of 33.12% compared to Visa Inc. (V) at 3.35%. 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.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
33.12%
3.35%
FMCC
V

Financials

FMCC vs. V - Financials Comparison

This section allows you to compare key financial metrics between Freddie Mac and Visa 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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