PortfoliosLab logoPortfoliosLab logo
LYSCF vs. FNMA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LYSCF vs. FNMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lynas Rare Earths Ltd (LYSCF) and Federal National Mortgage Association (FNMA). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LYSCF achieves a 66.55% return, which is significantly higher than FNMA's -40.82% return. Over the past 10 years, LYSCF has outperformed FNMA with an annualized return of 75.70%, while FNMA has yielded a comparatively lower 10.59% annualized return.


LYSCF

1D
0.15%
1M
2.23%
YTD
66.55%
6M
41.65%
1Y
165.00%
3Y*
38.69%
5Y*
26.69%
10Y*
75.70%

FNMA

1D
-9.93%
1M
-26.84%
YTD
-40.82%
6M
-45.07%
1Y
-32.16%
3Y*
144.17%
5Y*
22.52%
10Y*
10.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYSCF vs. FNMA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYSCF
Lynas Rare Earths Ltd
66.55%105.74%-17.15%-8.68%-28.76%142.35%87.20%48.08%-35.23%3,404.10%
FNMA
Federal National Mortgage Association
-40.82%227.13%206.54%202.77%-56.90%-65.69%-23.40%194.34%-60.00%-32.05%

Correlation

The correlation between LYSCF and FNMA is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2007

0.11

Fundamentals

Market Cap

LYSCF:

$13.51B

FNMA:

$37.42B

EPS

LYSCF:

$0.14

FNMA:

$2.77

PE Ratio

LYSCF:

99.19

FNMA:

2.29

PEG Ratio

LYSCF:

15.26

FNMA:

0.00

PS Ratio

LYSCF:

11.02

FNMA:

0.23

Total Revenue (TTM)

LYSCF:

$1.20B

FNMA:

$161.03B

Gross Profit (TTM)

LYSCF:

$303.37M

FNMA:

$117.99B

EBITDA (TTM)

LYSCF:

$239.40M

FNMA:

$111.39B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

LYSCF vs. FNMA — Risk / Return Rank

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

LYSCF
LYSCF Risk / Return Rank: 8686
Overall Rank
LYSCF Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
LYSCF Sortino Ratio Rank: 8585
Sortino Ratio Rank
LYSCF Omega Ratio Rank: 8484
Omega Ratio Rank
LYSCF Calmar Ratio Rank: 8686
Calmar Ratio Rank
LYSCF Martin Ratio Rank: 8282
Martin Ratio Rank

FNMA
FNMA Risk / Return Rank: 2727
Overall Rank
FNMA Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FNMA Sortino Ratio Rank: 3030
Sortino Ratio Rank
FNMA Omega Ratio Rank: 3030
Omega Ratio Rank
FNMA Calmar Ratio Rank: 2424
Calmar Ratio Rank
FNMA Martin Ratio Rank: 2323
Martin Ratio Rank
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.

LYSCF vs. FNMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lynas Rare Earths Ltd (LYSCF) and Federal National Mortgage Association (FNMA). 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.


LYSCFFNMADifference
Sharpe ratioReturn per unit of total volatility

+2.83

Sortino ratioReturn per unit of downside risk

+2.69

Omega ratioGain probability vs. loss probability

1.35

1.00

+0.35

Calmar ratioReturn relative to maximum drawdown

3.56

-0.46

+4.02

Martin ratioReturn relative to average drawdown

7.47

-0.89

+8.36

LYSCF vs. FNMA - Sharpe Ratio Comparison

The current LYSCF Sharpe Ratio is 2.49, which is higher than the FNMA Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of LYSCF and FNMA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


LYSCFFNMADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

-0.34

+2.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.25

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.13

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.07

0.00

Drawdowns

LYSCF vs. FNMA - Drawdown Comparison

The maximum LYSCF drawdown since its inception was -99.17%, roughly equal to the maximum FNMA drawdown of -99.74%. Use the drawdown chart below to compare losses from any high point for LYSCF and FNMA.


Loading charts...

Drawdown Indicators


LYSCFFNMADifference

Max Drawdown

Largest peak-to-trough decline

-99.17%

-99.74%

+0.57%

Max Drawdown (1Y)

Largest decline over 1 year

-46.64%

-69.76%

+23.12%

Max Drawdown (3Y)

Largest decline over 3 years

-46.64%

-69.76%

+23.12%

Max Drawdown (5Y)

Largest decline over 5 years

-57.89%

-85.40%

+27.51%

Max Drawdown (10Y)

Largest decline over 10 years

-72.48%

-92.13%

+19.65%

Current Drawdown

Current decline from peak

-11.47%

-91.33%

+79.86%

Average Drawdown

Average peak-to-trough decline

-52.78%

-46.16%

-6.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.18%

36.31%

-14.13%

Volatility

LYSCF vs. FNMA - Volatility Comparison

Lynas Rare Earths Ltd (LYSCF) and Federal National Mortgage Association (FNMA) have volatilities of 17.21% and 17.91%, 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.


Loading charts...

Volatility by Period


LYSCFFNMADifference

Volatility (1M)

Calculated over the trailing 1-month period

17.21%

17.91%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

43.93%

66.26%

-22.33%

Volatility (1Y)

Calculated over the trailing 1-year period

66.78%

94.78%

-28.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.56%

91.90%

-40.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

265.23%

81.90%

+183.33%

Dividends

LYSCF vs. FNMA - Dividend Comparison

Neither LYSCF nor FNMA has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

LYSCF vs. FNMA - Financials Comparison

This section allows you to compare key financial metrics between Lynas Rare Earths Ltd and Federal National Mortgage Association. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00B20.00B30.00B40.00B202120222023202420252026
413.53M
40.22B
(LYSCF) Total Revenue
(FNMA) Total Revenue
Values in USD except per share items

LYSCF vs. FNMA - Profitability Comparison

The chart below illustrates the profitability comparison between Lynas Rare Earths Ltd and Federal National Mortgage Association over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%202120222023202420252026
28.2%
0
Portfolio components
LYSCF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lynas Rare Earths Ltd reported a gross profit of 116.62M and revenue of 413.53M. Therefore, the gross margin over that period was 28.2%.

FNMA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Federal National Mortgage Association reported a gross profit of 0.00 and revenue of 40.22B. Therefore, the gross margin over that period was 0.0%.

LYSCF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lynas Rare Earths Ltd reported an operating income of 80.71M and revenue of 413.53M, resulting in an operating margin of 19.5%.

FNMA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Federal National Mortgage Association reported an operating income of 0.00 and revenue of 40.22B, resulting in an operating margin of 0.0%.

LYSCF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lynas Rare Earths Ltd reported a net income of 80.18M and revenue of 413.53M, resulting in a net margin of 19.4%.

FNMA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Federal National Mortgage Association reported a net income of 5.61B and revenue of 40.22B, resulting in a net margin of 13.9%.


Frequently Asked Questions


LYSCF and FNMA have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FNMA has higher volatility (17.91%) compared to LYSCF (17.21%). In terms of maximum drawdown, LYSCF dropped -99.17% vs FNMA's -99.74%.

LYSCF currently has the higher Sharpe Ratio (2.49 vs -0.34), 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.

Portfolio Optimizer

Find the right allocation for LYSCF and FNMA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer