FNMA vs. FMCC
Compare and contrast key facts about Federal National Mortgage Association (FNMA) and Freddie Mac (FMCC).
Performance
FNMA vs. FMCC - Performance Comparison
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FNMA vs. FMCC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FNMA Federal National Mortgage Association | -32.34% | 227.13% | 206.54% | 202.77% | -56.90% | -65.69% | -23.40% | 194.34% | -60.00% | -32.05% |
FMCC Freddie Mac | -36.88% | 210.52% | 284.18% | 140.59% | -57.43% | -64.38% | -22.33% | 183.02% | -57.94% | -32.62% |
Fundamentals
FNMA:
$42.78B
FMCC:
$20.70B
FNMA:
$3.67
FMCC:
$4.94
FNMA:
1.98
FMCC:
1.29
FNMA:
0.00
FMCC:
0.00
FNMA:
0.27
FMCC:
0.41
FNMA:
$158.62B
FMCC:
$51.10B
FNMA:
$0.00
FMCC:
$0.00
FNMA:
$0.00
FMCC:
$0.00
Returns By Period
In the year-to-date period, FNMA achieves a -32.34% return, which is significantly higher than FMCC's -36.88% return. Over the past 10 years, FNMA has outperformed FMCC with an annualized return of 18.15%, while FMCC has yielded a comparatively lower 17.10% annualized return.
FNMA
- 1D
- -1.22%
- 1M
- 0.83%
- YTD
- -32.34%
- 6M
- -39.75%
- 1Y
- 14.87%
- 3Y*
- 160.65%
- 5Y*
- 28.90%
- 10Y*
- 18.15%
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%
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Return for Risk
FNMA vs. FMCC — Risk / Return Rank
FNMA
FMCC
FNMA vs. FMCC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federal National Mortgage Association (FNMA) and Freddie Mac (FMCC). 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.
| FNMA | FMCC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.14 | 0.19 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.26 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.14 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.12 | 0.16 | -0.04 |
Martin ratioReturn relative to average drawdown | 0.27 | 0.38 | -0.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FNMA | FMCC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 0.19 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.30 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.22 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | -0.05 | +0.13 |
Correlation
The correlation between FNMA and FMCC is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FNMA vs. FMCC - Dividend Comparison
Neither FNMA nor FMCC has paid dividends to shareholders.
Drawdowns
FNMA vs. FMCC - Drawdown Comparison
The maximum FNMA drawdown since its inception was -99.74%, roughly equal to the maximum FMCC drawdown of -99.81%. Use the drawdown chart below to compare losses from any high point for FNMA and FMCC.
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Drawdown Indicators
| FNMA | FMCC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.74% | -99.81% | +0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -69.76% | -71.31% | +1.55% |
Max Drawdown (5Y)Largest decline over 5 years | -85.55% | -85.52% | -0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -92.13% | -91.97% | -0.16% |
Current DrawdownCurrent decline from peak | -90.09% | -93.58% | +3.49% |
Average DrawdownAverage peak-to-trough decline | -46.01% | -68.75% | +22.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.44% | 30.15% | +0.29% |
Volatility
FNMA vs. FMCC - Volatility Comparison
Federal National Mortgage Association (FNMA) and Freddie Mac (FMCC) have volatilities of 50.63% and 49.47%, 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.
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Volatility by Period
| FNMA | FMCC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 50.63% | 49.47% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 69.43% | 68.27% | +1.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 106.23% | 101.50% | +4.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 91.16% | 85.87% | +5.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.50% | 79.15% | +3.35% |
Financials
FNMA vs. FMCC - Financials Comparison
This section allows you to compare key financial metrics between Federal National Mortgage Association and Freddie Mac. 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