FNMA vs. FMCC

In the year-to-date period, FNMA achieves a 103.66% return, which is significantly higher than FMCC's 65.37% return. Over the past 10 years, FNMA has outperformed FMCC with an annualized return of 9.67%, while FMCC has yielded a comparatively lower 7.82% annualized return.

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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.

The current FNMA Sharpe Ratio is 3.23, which is comparable to the FMCC Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of FNMA and FMCC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither FNMA nor FMCC has paid dividends to shareholders.

The maximum FNMA drawdown since its inception was -99.74%, roughly equal to the maximum FMCC drawdown of -99.71%. Use the drawdown chart below to compare losses from any high point for FNMA and FMCC. For additional features, visit the drawdowns tool.

Federal National Mortgage Association (FNMA) and Freddie Mac (FMCC) have volatilities of 12.67% and 12.54%, 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.

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.