FNMAS vs. ASCCY
FNMAS (Federal National Mortgage Association) and ASCCY (Asics Corp ADR) are both stocks. FNMAS operates in Mortgage Finance (Financial Services), while ASCCY operates in Footwear & Accessories (Consumer Cyclical). Over the past 5 years, FNMAS returned 36.17%/yr vs 35.90%/yr for ASCCY. At a 0.03 correlation, their price movements are largely independent.
Performance
FNMAS vs. ASCCY - Performance Comparison
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Returns By Period
In the year-to-date period, FNMAS achieves a -22.52% return, which is significantly lower than ASCCY's 10.91% return.
FNMAS
- 1D
- -0.84%
- 1M
- -10.13%
- YTD
- -22.52%
- 6M
- -22.11%
- 1Y
- -17.83%
- 3Y*
- 73.48%
- 5Y*
- 36.17%
- 10Y*
- 10.29%
ASCCY
- 1D
- -3.47%
- 1M
- -7.03%
- YTD
- 10.91%
- 6M
- 5.71%
- 1Y
- 18.18%
- 3Y*
- 54.88%
- 5Y*
- 35.90%
- 10Y*
- —
FNMAS vs. ASCCY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FNMAS Federal National Mortgage Association | -22.52% | 27.66% | 270.50% | 37.61% | -25.00% | -63.64% | -28.20% | 71.94% | -21.02% | 27.54% |
ASCCY Asics Corp ADR | 10.91% | 21.77% | 152.83% | 43.48% | 1.37% | 10.10% | 18.67% | 27.61% | -13.67% | -0.86% |
Correlation
The correlation between FNMAS and ASCCY is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2017 | 0.03 |
The correlation between FNMAS and ASCCY shifts across timeframes, from 0.03 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
FNMAS:
$69.54B
ASCCY:
$18.80B
FNMAS:
$2.77
ASCCY:
¥161.60
FNMAS:
4.26
ASCCY:
26.50
FNMAS:
0.00
ASCCY:
0.32
FNMAS:
0.43
ASCCY:
3.45
FNMAS:
$160.91B
ASCCY:
¥885.06B
FNMAS:
$85.61B
ASCCY:
¥476.81B
FNMAS:
$143.41B
ASCCY:
¥190.22B
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Return for Risk
FNMAS vs. ASCCY — Risk / Return Rank
FNMAS
ASCCY
FNMAS vs. ASCCY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federal National Mortgage Association (FNMAS) and Asics Corp ADR (ASCCY). 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.
| FNMAS | ASCCY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.12 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | 0.88 | -1.34 |
| Martin ratioReturn relative to average drawdown | -0.89 | 1.61 | -2.50 |
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Drawdowns
FNMAS vs. ASCCY - Drawdown Comparison
The maximum FNMAS drawdown since its inception was -89.36%, which is greater than ASCCY's maximum drawdown of -64.92%. Use the drawdown chart below to compare losses from any high point for FNMAS and ASCCY.
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Drawdown Indicators
| FNMAS | ASCCY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.36% | -64.92% | -24.44% |
Max Drawdown (1Y)Largest decline over 1 year | -38.53% | -20.82% | -17.71% |
Max Drawdown (3Y)Largest decline over 3 years | -38.53% | -27.09% | -11.44% |
Max Drawdown (5Y)Largest decline over 5 years | -63.55% | -47.44% | -16.11% |
Max Drawdown (10Y)Largest decline over 10 years | -89.36% | — | — |
Current DrawdownCurrent decline from peak | -32.84% | -17.04% | -15.80% |
Average DrawdownAverage peak-to-trough decline | -42.61% | -18.11% | -24.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.12% | 11.33% | +8.79% |
Volatility
FNMAS vs. ASCCY - Volatility Comparison
Federal National Mortgage Association (FNMAS) and Asics Corp ADR (ASCCY) have volatilities of 9.34% and 9.66%, 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
| FNMAS | ASCCY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.34% | 9.66% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 32.80% | 29.09% | +3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.05% | 40.82% | -0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.84% | 44.91% | +21.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.24% | 47.03% | +14.21% |
Dividends
FNMAS vs. ASCCY - Dividend Comparison
FNMAS has not paid dividends to shareholders, while ASCCY's dividend yield for the trailing twelve months is around 0.31%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ASCCY Asics Corp ADR | 0.31% | 0.34% | 0.69% |
FNMAS Federal National Mortgage Association | 0.00% | 0.00% | 0.00% |
Financials
FNMAS vs. ASCCY - Financials Comparison
This section allows you to compare key financial metrics between Federal National Mortgage Association and Asics Corp ADR. 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
FNMAS vs. ASCCY - Profitability Comparison
FNMAS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Federal National Mortgage Association reported a gross profit of 0.00 and revenue of 40.22B. Therefore, the gross margin over that period was 0.0%.
ASCCY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Asics Corp ADR reported a gross profit of 142.55B and revenue of 275.23B. Therefore, the gross margin over that period was 51.8%.
FNMAS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Federal National Mortgage Association reported an operating income of 0.00 and revenue of 40.22B, resulting in an operating margin of 0.0%.
ASCCY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Asics Corp ADR reported an operating income of 61.88B and revenue of 275.23B, resulting in an operating margin of 22.5%.
FNMAS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Federal National Mortgage Association reported a net income of 5.61B and revenue of 40.22B, resulting in a net margin of 13.9%.
ASCCY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Asics Corp ADR reported a net income of 47.43B and revenue of 275.23B, resulting in a net margin of 17.2%.
Frequently Asked Questions
FNMAS and ASCCY have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASCCY has higher volatility (9.66%) compared to FNMAS (9.34%). In terms of maximum drawdown, FNMAS dropped -89.36% vs ASCCY's -64.92%.
ASCCY currently has the higher Sharpe Ratio (0.45 vs -0.45), 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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