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 33.10%/yr vs -8.09%/yr for AUR. At a 0.19 correlation, their price movements are largely independent.
Performance
FNMA vs. AUR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FNMA achieves a -40.82% return, which is significantly lower than AUR's 70.83% return.
FNMA
- 1D
- -0.16%
- 1M
- -11.63%
- YTD
- -40.82%
- 6M
- -42.48%
- 1Y
- -36.44%
- 3Y*
- 144.96%
- 5Y*
- 33.10%
- 10Y*
- 12.02%
AUR
- 1D
- 4.46%
- 1M
- -7.21%
- YTD
- 70.83%
- 6M
- 55.45%
- 1Y
- 25.67%
- 3Y*
- 40.11%
- 5Y*
- -8.09%
- 10Y*
- —
FNMA vs. AUR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FNMA Federal National Mortgage Association | -40.82% | 227.13% | 206.54% | 202.77% | -56.90% | -61.14% |
AUR Aurora Innovation, Inc. | 70.83% | -39.05% | 44.16% | 261.16% | -89.25% | 12.60% |
Correlation
The correlation between FNMA and AUR is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since May 10, 2021 | 0.19 |
Fundamentals
FNMA:
$37.42B
AUR:
$12.78B
FNMA:
$2.77
AUR:
-$0.44
FNMA:
0.23
AUR:
3.10K
FNMA:
$161.03B
AUR:
$4.00M
FNMA:
$117.99B
AUR:
$163.00M
FNMA:
$111.39B
AUR:
-$882.00M
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
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 | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.12 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 0.61 | -1.13 |
| Martin ratioReturn relative to average drawdown | -0.95 | 1.01 | -1.96 |
Loading charts...
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.
Loading charts...
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 | -77.35% | -93.34% | +15.99% |
Max Drawdown (10Y)Largest decline over 10 years | -92.13% | — | — |
Current DrawdownCurrent decline from peak | -91.33% | -61.66% | -29.67% |
Average DrawdownAverage peak-to-trough decline | -46.20% | -67.37% | +21.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.43% | 25.38% | +13.05% |
Volatility
FNMA vs. AUR - Volatility Comparison
Federal National Mortgage Association (FNMA) and Aurora Innovation, Inc. (AUR) have volatilities of 17.60% and 18.08%, 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
| FNMA | AUR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.60% | 18.08% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 65.89% | 48.99% | +16.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 93.68% | 62.44% | +31.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 92.01% | 90.79% | +1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 81.90% | 89.69% | -7.79% |
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 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AUR has higher volatility (18.08%) compared to FNMA (17.60%). In terms of maximum drawdown, FNMA dropped -99.74% vs AUR's -93.34%.
AUR currently has the higher Sharpe Ratio (0.41 vs -0.39), 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 FNMA and AUR
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