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Mr. Cooper Group Inc. (COOP)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS62482R1077
CUSIP62482R107
SectorFinancial Services
IndustryMortgage Finance

Highlights

Market Cap$5.10B
EPS$9.51
PE Ratio8.28
PEG Ratio0.45
Revenue (TTM)$2.03B
Gross Profit (TTM)$2.46B
EBITDA (TTM)$933.00M
Year Range$41.74 - $81.98
Target Price$93.25
Short %3.73%
Short Ratio3.59

Share Price Chart


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Mr. Cooper Group Inc.

Popular comparisons: COOP vs. AAPL, COOP vs. NMIH, COOP vs. SPY, COOP vs. BMI, COOP vs. CBZ, COOP vs. PFIX, COOP vs. PSN, 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.


200.00%300.00%400.00%500.00%600.00%NovemberDecember2024FebruaryMarchApril
556.08%
262.85%
COOP (Mr. Cooper Group Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Mr. Cooper Group Inc. had a return of 20.90% year-to-date (YTD) and 67.01% in the last 12 months. Over the past 10 years, Mr. Cooper Group Inc. had an annualized return of 8.01%, while the S&P 500 had an annualized return of 10.52%, indicating that Mr. Cooper Group Inc. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date20.90%6.92%
1 month0.92%-2.83%
6 months38.34%23.86%
1 year67.01%23.33%
5 years (annualized)55.91%11.66%
10 years (annualized)8.01%10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.44%5.82%9.36%
2023-5.47%5.55%7.06%7.60%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of COOP is 95, placing it in the top 5% of the market 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 9595
Mr. Cooper Group Inc.(COOP)
The Sharpe Ratio Rank of COOP is 9696Sharpe Ratio Rank
The Sortino Ratio Rank of COOP is 9595Sortino Ratio Rank
The Omega Ratio Rank of COOP is 9393Omega Ratio Rank
The Calmar Ratio Rank of COOP is 9797Calmar Ratio Rank
The Martin Ratio Rank of COOP is 9595Martin 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.


COOP
Sharpe ratio
The chart of Sharpe ratio for COOP, currently valued at 2.78, compared to the broader market-2.00-1.000.001.002.003.004.002.78
Sortino ratio
The chart of Sortino ratio for COOP, currently valued at 3.75, compared to the broader market-4.00-2.000.002.004.006.003.75
Omega ratio
The chart of Omega ratio for COOP, currently valued at 1.45, compared to the broader market0.501.001.501.45
Calmar ratio
The chart of Calmar ratio for COOP, currently valued at 3.55, compared to the broader market0.002.004.006.003.55
Martin ratio
The chart of Martin ratio for COOP, currently valued at 14.52, compared to the broader market0.0010.0020.0030.0014.52
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-2.00-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-4.00-2.000.002.004.006.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0010.0020.0030.008.62

Sharpe Ratio

The current Mr. Cooper Group Inc. Sharpe ratio is 2.78. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.78
2.19
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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.66%
-2.94%
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 3.66%.


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 6.76%, 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%NovemberDecember2024FebruaryMarchApril
6.76%
3.65%
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

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Income Statement


Income Statement
Balance Sheet
Cash Flow
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TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

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Income

Income Before Tax

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Operating Income

0.00

EBIT

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Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

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Extraordinary Items

0.00

Discontinued Operations

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Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items