ISRG vs. FMCC

Last updated Jun 13, 2026

ISRG (Intuitive Surgical, Inc.) and FMCC (Freddie Mac) are both stocks. ISRG operates in Medical Instruments & Supplies (Healthcare), while FMCC operates in Mortgage Finance (Financial Services). Over the past 10 years, ISRG returned 19.09%/yr vs 11.72%/yr for FMCC. At a 0.16 correlation, their price movements are largely independent.

Performance

ISRG vs. FMCC - Performance Comparison

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

Returns By Period

In the year-to-date period, ISRG achieves a -27.42% return, which is significantly higher than FMCC's -42.66% return. Over the past 10 years, ISRG has outperformed FMCC with an annualized return of 19.09%, while FMCC has yielded a comparatively lower 11.72% annualized return.

ISRG

• 1D: -0.45%
• 1M: -4.91%
• YTD: -27.42%
• 6M: -24.20%
• 1Y: -19.87%
• 3Y*: 9.23%
• 5Y*: 7.37%
• 10Y*: 19.09%

FMCC

• 1D: 2.76%
• 1M: -17.41%
• YTD: -42.66%
• 6M: -43.55%
• 1Y: -26.78%
• 3Y*: 136.25%
• 5Y*: 19.46%
• 10Y*: 11.72%

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

ISRG vs. FMCC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ISRG Intuitive Surgical, Inc.	-27.42%	8.51%	54.72%	27.14%	-26.15%	31.76%	38.39%	23.43%	31.23%	72.64%
FMCC Freddie Mac	-42.66%	210.52%	284.18%	140.59%	-57.43%	-64.38%	-22.33%	183.02%	-57.94%	-32.62%

Correlation

The correlation between ISRG and FMCC is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.21
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.15
Correlation (10Y) Calculated over the trailing 10-year period	0.13
Correlation (All Time) Calculated using the full available price history since Jun 16, 2000	0.16

Fundamentals

EPS ISRG : $8.24 FMCC : $4.74
PE Ratio ISRG : 49.88 FMCC : 1.23
PEG Ratio ISRG : 3.05 FMCC : 0.00
PS Ratio ISRG : 14.04 FMCC : 0.14
Total Revenue (TTM) ISRG : $10.58B FMCC : $100.04B
Gross Profit (TTM) ISRG : $7.02B FMCC : $100.04B
EBITDA (TTM) ISRG : $3.76B FMCC : $92.03B

Return for Risk

ISRG vs. FMCC — Risk / Return Rank

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

ISRG

ISRG Risk / Return Rank: 16
ISRG Sharpe Ratio Rank: 15
ISRG Sortino Ratio Rank: 14
ISRG Omega Ratio Rank: 16
ISRG Calmar Ratio Rank: 20
ISRG Martin Ratio Rank: 14

FMCC

FMCC Risk / Return Rank: 32
FMCC Sharpe Ratio Rank: 30
FMCC Sortino Ratio Rank: 36
FMCC Omega Ratio Rank: 35
FMCC Calmar Ratio Rank: 31
FMCC Martin Ratio Rank: 30

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.

ISRG vs. FMCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intuitive Surgical, Inc. (ISRG) 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.

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.

	ISRG	FMCC	Difference
Sharpe ratio: Return per unit of total volatility	-0.65	-0.29	-0.36
Sortino ratio: Return per unit of downside risk	-0.87	0.16	-1.03
Omega ratio: Gain probability vs. loss probability	0.90	1.02	-0.12
Calmar ratio: Return relative to maximum drawdown	-0.62	-0.38	-0.24
Martin ratio: Return relative to average drawdown	-1.24	-0.70	-0.55

ISRG vs. FMCC - Sharpe Ratio Comparison

The current ISRG Sharpe Ratio is -0.65, which is lower than the FMCC Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of ISRG 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.

Drawdowns

ISRG vs. FMCC - Drawdown Comparison

The maximum ISRG drawdown since its inception was -82.26%, smaller than the maximum FMCC drawdown of -99.81%. Use the drawdown chart below to compare losses from any high point for ISRG and FMCC.

Drawdown Indicators

	ISRG	FMCC	Difference
Max Drawdown Largest peak-to-trough decline	-82.26%	-99.81%	+17.55%
Max Drawdown (1Y) Largest decline over 1 year	-32.14%	-71.31%	+39.17%
Max Drawdown (3Y) Largest decline over 3 years	-34.10%	-71.31%	+37.21%
Max Drawdown (5Y) Largest decline over 5 years	-49.90%	-84.97%	+35.07%
Max Drawdown (10Y) Largest decline over 10 years	-49.90%	-91.97%	+42.07%
Current Drawdown Current decline from peak	-32.66%	-94.17%	+61.51%
Average Drawdown Average peak-to-trough decline	-21.28%	-68.88%	+47.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.00%	38.50%	-22.50%

Volatility

ISRG vs. FMCC - Volatility Comparison

The current volatility for Intuitive Surgical, Inc. (ISRG) is 9.70%, while Freddie Mac (FMCC) has a volatility of 16.83%. This indicates that ISRG 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

	ISRG	FMCC	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.70%	16.83%	-7.13%
Volatility (6M) Calculated over the trailing 6-month period	20.72%	65.64%	-44.92%
Volatility (1Y) Calculated over the trailing 1-year period	30.69%	92.69%	-62.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.19%	86.65%	-53.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.40%	78.76%	-46.36%

Dividends

ISRG vs. FMCC - Dividend Comparison

Neither ISRG nor FMCC has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both ISRG and FMCC in my portfolio?

ISRG and FMCC have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ISRG or FMCC?

FMCC has higher volatility (16.83%) compared to ISRG (9.70%). In terms of maximum drawdown, ISRG dropped -82.26% vs FMCC's -99.81%.

Which has better risk-adjusted returns?

FMCC currently has the higher Sharpe Ratio (-0.29 vs -0.65), 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.