GNLX vs. FMCC

Last updated Apr 2, 2026

Compare and contrast key facts about Genelux Corporation (GNLX) and Freddie Mac (FMCC).

Performance

GNLX vs. FMCC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Genelux Corporation (GNLX) and Freddie Mac (FMCC). The values are adjusted to include any dividend payments, if applicable.

GNLX vs. FMCC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
GNLX Genelux Corporation	-41.28%	84.75%	-83.15%	127.80%
FMCC Freddie Mac	-37.48%	210.52%	284.18%	70.34%

Fundamentals

Market Cap GNLX : $95.17M FMCC : $20.50B
EPS GNLX : -$0.85 FMCC : $4.94
PS Ratio GNLX : 12.06K FMCC : 0.40
Total Revenue (TTM) GNLX : $8.00K FMCC : $51.10B
Gross Profit (TTM) GNLX : $0.00 FMCC : $0.00
EBITDA (TTM) GNLX : $0.00 FMCC : $0.00

Returns By Period

In the year-to-date period, GNLX achieves a -41.28% return, which is significantly lower than FMCC's -37.48% return.

GNLX

• 1D: 5.79%
• 1M: -12.33%
• YTD: -41.28%
• 6M: -41.82%
• 1Y: -1.54%
• 3Y*: -54.81%
• 5Y*: —
• 10Y*: —

FMCC

• 1D: -0.94%
• 1M: 1.60%
• YTD: -37.48%
• 6M: -46.86%
• 1Y: 11.03%
• 3Y*: 149.46%
• 5Y*: 25.70%
• 10Y*: 16.99%

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

Return for Risk

GNLX vs. FMCC — Risk / Return Rank

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

GNLX

GNLX Risk / Return Rank: 41
GNLX Sharpe Ratio Rank: 39
GNLX Sortino Ratio Rank: 45
GNLX Omega Ratio Rank: 45
GNLX Calmar Ratio Rank: 38
GNLX Martin Ratio Rank: 38

FMCC

FMCC Risk / Return Rank: 50
FMCC Sharpe Ratio Rank: 44
FMCC Sortino Ratio Rank: 57
FMCC Omega Ratio Rank: 52
FMCC Calmar Ratio Rank: 48
FMCC Martin Ratio Rank: 48

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.

GNLX vs. FMCC - Risk-Adjusted Trends Comparison

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.

	GNLX	FMCC	Difference
Sharpe ratio Return per unit of total volatility	-0.02	0.11	-0.13
Sortino ratio Return per unit of downside risk	0.66	1.11	-0.45
Omega ratio Gain probability vs. loss probability	1.09	1.12	-0.03
Calmar ratio Return relative to maximum drawdown	-0.07	0.26	-0.33
Martin ratio Return relative to average drawdown	-0.14	0.61	-0.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GNLX vs. FMCC - Sharpe Ratio Comparison

The current GNLX Sharpe Ratio is -0.02, which is lower than the FMCC Sharpe Ratio of 0.11. 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.

Sharpe Ratios by Period

	GNLX	FMCC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.02	0.11	-0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.30	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.22	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.21	-0.05	-0.16

Correlation

The correlation between GNLX and FMCC is 0.03, 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

GNLX vs. FMCC - Dividend Comparison

Neither GNLX nor FMCC has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

GNLX vs. FMCC - Drawdown Comparison

The maximum GNLX drawdown since its inception was -95.74%, roughly equal to the maximum FMCC drawdown of -99.81%. Use the drawdown chart below to compare losses from any high point for GNLX and FMCC.

Drawdown Indicators

	GNLX	FMCC	Difference
Max Drawdown Largest peak-to-trough decline	-95.74%	-99.81%	+4.07%
Max Drawdown (1Y) Largest decline over 1 year	-72.09%	-71.31%	-0.78%
Max Drawdown (5Y) Largest decline over 5 years	—	-85.52%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-91.97%	—
Current Drawdown Current decline from peak	-93.26%	-93.64%	+0.38%
Average Drawdown Average peak-to-trough decline	-72.07%	-68.75%	-3.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	37.89%	30.35%	+7.54%

Volatility

GNLX vs. FMCC - Volatility Comparison

The current volatility for Genelux Corporation (GNLX) is 19.30%, while Freddie Mac (FMCC) has a volatility of 48.58%. This indicates that GNLX experiences smaller price fluctuations and is considered to be less risky than FMCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GNLX	FMCC	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.30%	48.58%	-29.28%
Volatility (6M) Calculated over the trailing 6-month period	75.07%	68.21%	+6.86%
Volatility (1Y) Calculated over the trailing 1-year period	93.70%	101.26%	-7.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	113.14%	85.87%	+27.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	113.14%	79.13%	+34.01%

Financials