PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Mr. Cooper Group Inc. (COOP)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US62482R1077

CUSIP

62482R107

Sector

Financial Services

IPO Date

Mar 28, 2012

Highlights

Market Cap

$6.21B

EPS (TTM)

$7.78

PE Ratio

12.48

Total Revenue (TTM)

$2.12B

Gross Profit (TTM)

$933.00M

EBITDA (TTM)

$736.00M

Year Range

$59.03 - $103.05

Target Price

$111.00

Short %

3.26%

Short Ratio

2.90

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
COOP vs. NMIH COOP vs. BMI COOP vs. AAPL COOP vs. PSN COOP vs. KRYS COOP vs. SPY COOP vs. WMS COOP vs. CBZ COOP vs. PFIX COOP vs. JPM
Popular comparisons:
COOP vs. NMIH COOP vs. BMI COOP vs. AAPL COOP vs. PSN COOP vs. KRYS COOP vs. SPY COOP vs. WMS COOP vs. CBZ COOP vs. PFIX COOP vs. JPM

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Mr. Cooper Group Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


300.00%400.00%500.00%600.00%700.00%JuneJulyAugustSeptemberOctoberNovember
728.50%
324.70%
COOP (Mr. Cooper Group Inc.)
Benchmark (^GSPC)

Returns By Period

Mr. Cooper Group Inc. had a return of 52.67% year-to-date (YTD) and 66.23% in the last 12 months. Over the past 10 years, Mr. Cooper Group Inc. had an annualized return of 15.31%, outperforming the S&P 500 benchmark which had an annualized return of 11.18%.


COOP

YTD

52.67%

1M

11.86%

6M

20.48%

1Y

66.23%

5Y (annualized)

49.46%

10Y (annualized)

15.31%

^GSPC (Benchmark)

YTD

25.15%

1M

2.74%

6M

12.53%

1Y

30.93%

5Y (annualized)

13.79%

10Y (annualized)

11.18%

Monthly Returns

The table below presents the monthly returns of COOP, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.44%5.82%9.36%-0.96%8.03%-2.60%10.65%4.37%-1.74%-3.94%52.67%
202314.60%0.96%-11.76%13.01%-0.09%9.47%14.47%-2.26%-5.47%5.55%7.06%7.60%62.27%
2022-3.51%26.60%-10.15%-1.53%-3.58%-15.27%22.62%-6.10%-4.26%-2.49%14.36%-11.14%-3.56%
2021-12.25%15.50%10.52%-0.81%0.32%-4.42%12.46%4.57%5.89%6.49%-10.42%5.96%34.10%
2020-1.04%3.63%-42.87%30.70%16.39%11.57%31.27%12.22%21.80%-5.56%26.47%16.39%148.04%
201931.88%-11.31%-29.74%-10.32%-11.98%5.81%-4.99%15.77%20.54%20.53%5.00%-6.92%7.20%
201811.06%36.80%10.08%-3.52%-1.46%-0.74%1.49%11.03%-7.95%-13.13%4.42%-22.87%14.53%
2017-0.00%-12.90%7.41%3.45%-26.67%13.64%-8.00%8.70%-24.00%-12.63%1.00%1.29%-45.22%
2016-6.56%0.83%-4.10%-4.70%6.28%-6.33%9.01%2.89%-6.02%-10.26%-19.05%-8.82%-40.15%
20154.88%18.60%-13.73%17.27%10.47%-8.42%-3.07%-9.09%13.04%-10.00%4.70%5.71%26.34%
2014-9.57%7.45%18.61%-7.69%-2.00%-3.74%-3.89%1.10%-2.91%-19.48%-6.98%2.50%-27.30%
2013-5.95%-1.27%-10.26%-14.29%46.67%-8.98%12.36%13.33%19.61%-9.84%4.55%145.22%235.71%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of COOP is 94, placing it in the top 6% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of COOP is 9494
Combined Rank
The Sharpe Ratio Rank of COOP is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of COOP is 9292
Sortino Ratio Rank
The Omega Ratio Rank of COOP is 8989
Omega Ratio Rank
The Calmar Ratio Rank of COOP is 9898
Calmar Ratio Rank
The Martin Ratio Rank of COOP is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Mr. Cooper Group Inc. (COOP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for COOP, currently valued at 2.51, compared to the broader market-4.00-2.000.002.004.002.512.53
The chart of Sortino ratio for COOP, currently valued at 3.38, compared to the broader market-4.00-2.000.002.004.003.383.39
The chart of Omega ratio for COOP, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.47
The chart of Calmar ratio for COOP, currently valued at 5.50, compared to the broader market0.002.004.006.005.503.65
The chart of Martin ratio for COOP, currently valued at 16.69, compared to the broader market0.0010.0020.0030.0016.6916.21
COOP
^GSPC

The current Mr. Cooper Group Inc. Sharpe ratio is 2.51. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Mr. Cooper Group Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.51
2.53
COOP (Mr. Cooper Group Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Mr. Cooper Group Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.98%
-0.53%
COOP (Mr. Cooper Group Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Mr. Cooper Group Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Mr. Cooper Group Inc. was 87.08%, occurring on Apr 3, 2020. Recovery took 385 trading sessions.

The current Mr. Cooper Group Inc. drawdown is 1.98%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-87.08%Mar 11, 20141529Apr 3, 2020385Oct 13, 20211914
-57%Mar 29, 201242May 29, 2012297Aug 5, 2013339
-29.68%Feb 17, 202295Jul 6, 2022256Jul 13, 2023351
-26.81%Sep 19, 201336Nov 7, 201321Dec 9, 201357
-18.37%Jan 6, 201424Feb 7, 201417Mar 5, 201441

Volatility

Volatility Chart

The current Mr. Cooper Group Inc. volatility is 8.68%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
8.68%
3.97%
COOP (Mr. Cooper Group Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Mr. Cooper Group Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Mr. Cooper Group Inc..


Loading data...

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items