GNLX vs. FMCC

Last updated Jun 4, 2026

GNLX (Genelux Corporation) and FMCC (Freddie Mac) are both stocks. GNLX operates in Biotechnology (Healthcare), while FMCC operates in Mortgage Finance (Financial Services). Over the past 3 years, GNLX returned -52.56%/yr vs 135.44%/yr for FMCC. At a 0.04 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, GNLX achieves a -31.19% return, which is significantly higher than FMCC's -43.89% return.

GNLX

• 1D: 1.69%
• 1M: 5.26%
• YTD: -31.19%
• 6M: -35.48%
• 1Y: 16.73%
• 3Y*: -52.56%
• 5Y*: —
• 10Y*: —

FMCC

• 1D: -7.93%
• 1M: -26.39%
• YTD: -43.89%
• 6M: -47.27%
• 1Y: -24.03%
• 3Y*: 135.44%
• 5Y*: 19.65%
• 10Y*: 10.64%

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

GNLX vs. FMCC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
GNLX Genelux Corporation	-31.19%	84.75%	-83.15%	127.80%
FMCC Freddie Mac	-43.89%	210.52%	284.18%	70.34%

Correlation

The correlation between GNLX and FMCC is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.05
Correlation (All Time) Calculated using the full available price history since Jan 27, 2023	0.04

The correlation between GNLX and FMCC shifts across timeframes, from 0.04 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS GNLX : -$0.85 FMCC : $4.74
PS Ratio GNLX : 14.73K FMCC : 0.14
Total Revenue (TTM) GNLX : $8.00K FMCC : $100.04B
Gross Profit (TTM) GNLX : -$283.00K FMCC : $100.04B
EBITDA (TTM) GNLX : -$24.96M FMCC : $92.03B

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: 49
GNLX Sharpe Ratio Rank: 48
GNLX Sortino Ratio Rank: 51
GNLX Omega Ratio Rank: 53
GNLX Calmar Ratio Rank: 47
GNLX Martin Ratio Rank: 45

FMCC

FMCC Risk / Return Rank: 31
FMCC Sharpe Ratio Rank: 30
FMCC Sortino Ratio Rank: 35
FMCC Omega Ratio Rank: 34
FMCC Calmar Ratio Rank: 29
FMCC Martin Ratio Rank: 28

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	0.19	-0.26	+0.45
Sortino ratio Return per unit of downside risk	0.89	0.24	+0.65
Omega ratio Gain probability vs. loss probability	1.13	1.03	+0.10
Calmar ratio Return relative to maximum drawdown	0.23	-0.34	+0.57
Martin ratio Return relative to average drawdown	0.36	-0.65	+1.01
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 0.19, which is higher than the FMCC Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of GNLX and FMCC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GNLX	FMCC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.19	-0.26	+0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.23	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.14	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.17	-0.05	-0.12

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 (3Y) Largest decline over 3 years	-95.74%	-71.31%	-24.43%
Max Drawdown (5Y) Largest decline over 5 years	—	-85.46%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-91.97%	—
Current Drawdown Current decline from peak	-92.11%	-94.29%	+2.18%
Average Drawdown Average peak-to-trough decline	-73.12%	-68.87%	-4.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	46.22%	37.23%	+8.99%

Volatility

GNLX vs. FMCC - Volatility Comparison

Genelux Corporation (GNLX) and Freddie Mac (FMCC) have volatilities of 17.98% and 17.51%, 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.

Volatility by Period

	GNLX	FMCC	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.98%	17.51%	+0.47%
Volatility (6M) Calculated over the trailing 6-month period	53.82%	66.15%	-12.33%
Volatility (1Y) Calculated over the trailing 1-year period	87.14%	93.21%	-6.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	110.97%	86.63%	+24.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	110.97%	78.76%	+32.21%

Dividends

GNLX vs. FMCC - Dividend Comparison

Neither GNLX nor FMCC has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both GNLX and FMCC in my portfolio?

GNLX and FMCC have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GNLX or FMCC?

GNLX has higher volatility (17.98%) compared to FMCC (17.51%). In terms of maximum drawdown, GNLX dropped -95.74% vs FMCC's -99.81%.

Which has better risk-adjusted returns?

GNLX currently has the higher Sharpe Ratio (0.19 vs -0.26), 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.