FNMAS vs. ZIVO
FNMAS (Federal National Mortgage Association) and ZIVO (ZIVO Bioscience, Inc.) are both stocks. FNMAS operates in Mortgage Finance (Financial Services), while ZIVO operates in Biotechnology (Healthcare). Over the past 10 years, FNMAS returned 8.64%/yr vs 28.41%/yr for ZIVO. Their 0.02 correlation means their historical movements had little consistent relationship.
Performance
FNMAS vs. ZIVO - Performance Comparison
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Returns By Period
In the year-to-date period, FNMAS achieves a -35.33% return, which is significantly higher than ZIVO's -54.02% return. Over the past 10 years, FNMAS has underperformed ZIVO with an annualized return of 8.64%, while ZIVO has yielded a comparatively higher 28.41% annualized return.
FNMAS
- 1D
- 1.03%
- 1M
- -6.55%
- 6M
- -24.06%
- YTD
- -35.33%
- 1Y
- -35.26%
- 3Y*
- 66.09%
- 5Y*
- 38.25%
- 10Y*
- 8.64%
- ALL TIME*
- 10.28%
ZIVO
- 1D
- 0.00%
- 1M
- -23.81%
- 6M
- -61.90%
- YTD
- -54.02%
- 1Y
- -59.88%
- 3Y*
- -30.66%
- 5Y*
- -28.23%
- 10Y*
- 28.41%
- ALL TIME*
- 11.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.27M | $6.04M | $7.80M | |
| $4.68K | $3.81K | $4.67K |
FNMAS vs. ZIVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FNMAS Federal National Mortgage Association | -35.33% | 27.66% | 270.50% | 37.61% | -25.00% | -63.64% | -28.20% | 71.94% | -21.02% | 10.00% |
ZIVO ZIVO Bioscience, Inc. | -54.02% | -59.53% | 1,691.67% | -92.00% | -12.89% | 1,813.33% | -11.76% | 30.77% | 44.44% | -5.26% |
Correlation
The correlation between FNMAS and ZIVO is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.03 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.03 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.02 |
Fundamentals
FNMAS:
$7.74B
ZIVO:
$15.55M
FNMAS:
$2.90
ZIVO:
-$1.70
FNMAS:
0.36
ZIVO:
131.10
FNMAS:
$161.49B
ZIVO:
$119.03K
FNMAS:
$117.87B
ZIVO:
$39.21K
FNMAS:
$176.94B
ZIVO:
-$6.59M
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Return for Risk
FNMAS vs. ZIVO — Risk / Return Rank
FNMAS
ZIVO
FNMAS vs. ZIVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federal National Mortgage Association (FNMAS) and ZIVO Bioscience, Inc. (ZIVO). 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 | ZIVO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.08 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | -0.67 | +0.01 |
| Martin ratioReturn relative to average drawdown | -1.25 | -1.09 | -0.17 |
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Drawdowns
FNMAS vs. ZIVO - Drawdown Comparison
The maximum FNMAS drawdown since its inception was -89.36%, smaller than the maximum ZIVO drawdown of -98.52%. Use the drawdown chart below to compare losses from any high point for FNMAS and ZIVO.
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Drawdown Indicators
| FNMAS | ZIVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.36% | -98.52% | +9.16% |
Max Drawdown (1Y)Largest decline over 1 year | -46.67% | -93.85% | +47.18% |
Max Drawdown (3Y)Largest decline over 3 years | -46.67% | -96.18% | +49.51% |
Max Drawdown (5Y)Largest decline over 5 years | -63.55% | -98.52% | +34.97% |
Max Drawdown (10Y)Largest decline over 10 years | -89.36% | -98.52% | +9.16% |
Current DrawdownCurrent decline from peak | -43.94% | -87.77% | +43.83% |
Average DrawdownAverage peak-to-trough decline | -42.61% | -63.98% | +21.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.51% | 57.67% | -33.16% |
Volatility
FNMAS vs. ZIVO - Volatility Comparison
The current volatility for Federal National Mortgage Association (FNMAS) is 6.92%, while ZIVO Bioscience, Inc. (ZIVO) has a volatility of 46.24%. This indicates that FNMAS experiences smaller price fluctuations and is considered to be less risky than ZIVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FNMAS | ZIVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.92% | 46.24% | -39.32% |
Volatility (6M)Calculated over the trailing 6-month period | 32.06% | 139.92% | -107.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.79% | 185.49% | -145.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.32% | 142.36% | -83.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.26% | 1,082.66% | -1,021.40% |
Dividends
FNMAS vs. ZIVO - Dividend Comparison
Neither FNMAS nor ZIVO has paid dividends to shareholders.
Financials
FNMAS vs. ZIVO - Financials Comparison
This section allows you to compare key financial metrics between Federal National Mortgage Association and ZIVO Bioscience, 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
FNMAS and ZIVO have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ZIVO has higher volatility (46.24%) compared to FNMAS (6.92%). In terms of maximum drawdown, FNMAS dropped -89.36% vs ZIVO's -98.52%.
ZIVO currently has the higher Sharpe Ratio (-0.34 vs -0.77), 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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