FNMA vs. AUR
FNMA (Federal National Mortgage Association) and AUR (Aurora Innovation, Inc.) are both stocks. FNMA operates in Mortgage Finance (Financial Services), while AUR operates in Information Technology Services (Technology). Over the past 5 years, FNMA returned 35.66%/yr vs -8.23%/yr for AUR. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
FNMA vs. AUR - Performance Comparison
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Returns By Period
In the year-to-date period, FNMA achieves a -46.04% return, which is significantly lower than AUR's 67.97% return.
FNMA
- 1D
- -3.50%
- 1M
- -5.39%
- 6M
- -29.30%
- YTD
- -46.04%
- 1Y
- -34.48%
- 3Y*
- 130.95%
- 5Y*
- 35.66%
- 10Y*
- 11.45%
- ALL TIME*
- 4.65%
AUR
- 1D
- 3.37%
- 1M
- -2.71%
- 6M
- 53.57%
- YTD
- 67.97%
- 1Y
- 14.16%
- 3Y*
- 24.53%
- 5Y*
- -8.23%
- 10Y*
- —
- ALL TIME*
- -8.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $167.91M | $144.20M | $199.13M | |
| $23.10M | $22.70M | $28.43M |
FNMA vs. AUR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FNMA Federal National Mortgage Association | -46.04% | 227.13% | 206.54% | 202.77% | -56.90% | -61.14% |
AUR Aurora Innovation, Inc. | 67.97% | -39.05% | 44.16% | 261.16% | -89.25% | 12.60% |
Correlation
The correlation between FNMA and AUR is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (All Time) Calculated using the full available price history since May 10, 2021 | 0.19 |
Fundamentals
FNMA:
$6.74B
AUR:
$12.64B
FNMA:
$2.90
AUR:
-$0.46
FNMA:
0.21
AUR:
2.50K
FNMA:
$161.49B
AUR:
$5.00M
FNMA:
$117.87B
AUR:
$352.00M
FNMA:
$112.67B
AUR:
-$864.00M
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Return for Risk
FNMA vs. AUR — Risk / Return Rank
FNMA
AUR
FNMA vs. AUR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federal National Mortgage Association (FNMA) and Aurora Innovation, Inc. (AUR). 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.
| FNMA | AUR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.08 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | 0.26 | -0.66 |
| Martin ratioReturn relative to average drawdown | -0.65 | 0.41 | -1.06 |
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Drawdowns
FNMA vs. AUR - Drawdown Comparison
The maximum FNMA drawdown since its inception was -99.74%, which is greater than AUR's maximum drawdown of -93.34%. Use the drawdown chart below to compare losses from any high point for FNMA and AUR.
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Drawdown Indicators
| FNMA | AUR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.74% | -93.34% | -6.40% |
Max Drawdown (1Y)Largest decline over 1 year | -69.76% | -42.53% | -27.23% |
Max Drawdown (3Y)Largest decline over 3 years | -69.76% | -63.00% | -6.76% |
Max Drawdown (5Y)Largest decline over 5 years | -72.28% | -93.34% | +21.06% |
Max Drawdown (10Y)Largest decline over 10 years | -92.13% | — | — |
Current DrawdownCurrent decline from peak | -92.09% | -62.30% | -29.79% |
Average DrawdownAverage peak-to-trough decline | -46.30% | -67.28% | +20.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.96% | 26.66% | +16.30% |
Volatility
FNMA vs. AUR - Volatility Comparison
The current volatility for Federal National Mortgage Association (FNMA) is 13.74%, while Aurora Innovation, Inc. (AUR) has a volatility of 18.94%. This indicates that FNMA experiences smaller price fluctuations and is considered to be less risky than AUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FNMA | AUR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.74% | 18.94% | -5.20% |
Volatility (6M)Calculated over the trailing 6-month period | 65.68% | 50.04% | +15.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 93.13% | 63.00% | +30.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 90.78% | 91.18% | -0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.10% | 89.15% | -7.05% |
Dividends
FNMA vs. AUR - Dividend Comparison
Neither FNMA nor AUR has paid dividends to shareholders.
Financials
FNMA vs. AUR - Financials Comparison
This section allows you to compare key financial metrics between Federal National Mortgage Association and Aurora Innovation, 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
FNMA and AUR have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AUR has higher volatility (18.94%) compared to FNMA (13.74%). In terms of maximum drawdown, FNMA dropped -99.74% vs AUR's -93.34%.
AUR currently has the higher Sharpe Ratio (0.18 vs -0.30), 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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