GNLX vs. FMCC

In the year-to-date period, GNLX achieves a 17.80% return, which is significantly lower than FMCC's 66.90% return.

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This table presents a comparison of risk-adjusted performance metrics for Genelux Corporation (GNLX) 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 GNLX Sharpe Ratio is -0.24, which is lower than the FMCC Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of GNLX 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 GNLX nor FMCC has paid dividends to shareholders.

The maximum GNLX drawdown since its inception was -95.74%, roughly equal to the maximum FMCC drawdown of -99.71%. Use the drawdown chart below to compare losses from any high point for GNLX and FMCC. For additional features, visit the drawdowns tool.

Genelux Corporation (GNLX) has a higher volatility of 33.39% compared to Freddie Mac (FMCC) at 12.48%. This indicates that GNLX's price experiences larger fluctuations and is considered to be riskier than FMCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Genelux Corporation 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.