FNMA vs. VRT

Last updated Apr 1, 2026

Compare and contrast key facts about Federal National Mortgage Association (FNMA) and Vertiv Holdings Co. (VRT).

Performance

FNMA vs. VRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federal National Mortgage Association (FNMA) and Vertiv Holdings Co. (VRT). The values are adjusted to include any dividend payments, if applicable.

FNMA vs. VRT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FNMA Federal National Mortgage Association	-32.34%	227.13%	206.54%	202.77%	-56.90%	-65.69%	-23.40%	194.34%	-32.48%
VRT Vertiv Holdings Co.	54.71%	42.80%	136.82%	251.81%	-45.25%	33.80%	69.36%	12.55%	-0.51%

Fundamentals

Market Cap FNMA : $42.78B VRT : $98.15B
EPS FNMA : $3.67 VRT : $3.41
PE Ratio FNMA : 1.98 VRT : 73.44
PEG Ratio FNMA : 0.00 VRT : 0.32
PS Ratio FNMA : 0.27 VRT : 13.32
Total Revenue (TTM) FNMA : $158.62B VRT : $7.35B
Gross Profit (TTM) FNMA : $0.00 VRT : $736.40M
EBITDA (TTM) FNMA : $0.00 VRT : $2.05B

Returns By Period

In the year-to-date period, FNMA achieves a -32.34% return, which is significantly lower than VRT's 54.71% 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%

VRT

• 1D: 6.98%
• 1M: -1.67%
• YTD: 54.71%
• 6M: 66.20%
• 1Y: 247.49%
• 3Y*: 159.97%
• 5Y*: 64.32%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FNMA vs. VRT — Risk / Return Rank

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

FNMA

FNMA Risk / Return Rank: 51
FNMA Sharpe Ratio Rank: 47
FNMA Sortino Ratio Rank: 62
FNMA Omega Ratio Rank: 57
FNMA Calmar Ratio Rank: 45
FNMA Martin Ratio Rank: 45

VRT

VRT Risk / Return Rank: 98
VRT Sharpe Ratio Rank: 99
VRT Sortino Ratio Rank: 97
VRT Omega Ratio Rank: 95
VRT Calmar Ratio Rank: 98
VRT Martin Ratio Rank: 98

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FNMA vs. VRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federal National Mortgage Association (FNMA) and Vertiv Holdings Co. (VRT). 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	VRT	Difference
Sharpe ratio Return per unit of total volatility	0.14	3.97	-3.83
Sortino ratio Return per unit of downside risk	1.21	3.91	-2.71
Omega ratio Gain probability vs. loss probability	1.14	1.52	-0.38
Calmar ratio Return relative to maximum drawdown	0.12	9.60	-9.48
Martin ratio Return relative to average drawdown	0.27	27.88	-27.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FNMA vs. VRT - Sharpe Ratio Comparison

The current FNMA Sharpe Ratio is 0.14, which is lower than the VRT Sharpe Ratio of 3.97. The chart below compares the historical Sharpe Ratios of FNMA and VRT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FNMA	VRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.14	3.97	-3.83
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	1.06	-0.74
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.22	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.08	0.97	-0.89

Correlation

The correlation between FNMA and VRT is 0.16, 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.

Dividends

FNMA vs. VRT - Dividend Comparison

FNMA has not paid dividends to shareholders, while VRT's dividend yield for the trailing twelve months is around 0.08%.

	TTM	2025	2024	2023	2022	2021	2020
FNMA Federal National Mortgage Association	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VRT Vertiv Holdings Co.	0.08%	0.11%	0.10%	0.05%	0.07%	0.04%	0.05%

Drawdowns

FNMA vs. VRT - Drawdown Comparison

The maximum FNMA drawdown since its inception was -99.74%, which is greater than VRT's maximum drawdown of -71.24%. Use the drawdown chart below to compare losses from any high point for FNMA and VRT.

Drawdown Indicators

	FNMA	VRT	Difference
Max Drawdown Largest peak-to-trough decline	-99.74%	-71.24%	-28.50%
Max Drawdown (1Y) Largest decline over 1 year	-69.76%	-24.78%	-44.98%
Max Drawdown (5Y) Largest decline over 5 years	-85.55%	-71.24%	-14.31%
Max Drawdown (10Y) Largest decline over 10 years	-92.13%	—	—
Current Drawdown Current decline from peak	-90.09%	-9.26%	-80.83%
Average Drawdown Average peak-to-trough decline	-46.01%	-16.47%	-29.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	30.44%	8.53%	+21.91%

Volatility

FNMA vs. VRT - Volatility Comparison

Federal National Mortgage Association (FNMA) has a higher volatility of 50.63% compared to Vertiv Holdings Co. (VRT) at 20.14%. This indicates that FNMA's price experiences larger fluctuations and is considered to be riskier than VRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FNMA	VRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	50.63%	20.14%	+30.49%
Volatility (6M) Calculated over the trailing 6-month period	69.43%	45.36%	+24.07%
Volatility (1Y) Calculated over the trailing 1-year period	106.23%	62.91%	+43.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	91.16%	61.08%	+30.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	82.50%	54.59%	+27.91%

Financials