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BMI vs. COOP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BMI and COOP is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

BMI vs. COOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Badger Meter, Inc. (BMI) and Mr. Cooper Group Inc. (COOP). The values are adjusted to include any dividend payments, if applicable.

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%JulyAugustSeptemberOctoberNovemberDecember
1,391.52%
691.00%
BMI
COOP

Key characteristics

Sharpe Ratio

BMI:

1.40

COOP:

1.69

Sortino Ratio

BMI:

2.28

COOP:

2.43

Omega Ratio

BMI:

1.28

COOP:

1.29

Calmar Ratio

BMI:

2.52

COOP:

3.72

Martin Ratio

BMI:

8.74

COOP:

10.95

Ulcer Index

BMI:

4.95%

COOP:

4.12%

Daily Std Dev

BMI:

30.91%

COOP:

26.63%

Max Drawdown

BMI:

-68.22%

COOP:

-87.08%

Current Drawdown

BMI:

-7.43%

COOP:

-6.42%

Fundamentals

Market Cap

BMI:

$6.68B

COOP:

$6.30B

EPS

BMI:

$4.03

COOP:

$7.78

PE Ratio

BMI:

56.37

COOP:

12.65

Total Revenue (TTM)

BMI:

$803.82M

COOP:

$2.12B

Gross Profit (TTM)

BMI:

$317.89M

COOP:

$933.00M

EBITDA (TTM)

BMI:

$182.03M

COOP:

$749.00M

Returns By Period

In the year-to-date period, BMI achieves a 43.42% return, which is significantly lower than COOP's 45.76% return. Over the past 10 years, BMI has outperformed COOP with an annualized return of 23.45%, while COOP has yielded a comparatively lower 14.21% annualized return.


BMI

YTD

43.42%

1M

-0.45%

6M

18.52%

1Y

43.25%

5Y*

28.31%

10Y*

23.45%

COOP

YTD

45.76%

1M

-4.53%

6M

17.77%

1Y

45.05%

5Y*

50.12%

10Y*

14.21%

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Risk-Adjusted Performance

BMI vs. COOP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Badger Meter, Inc. (BMI) and Mr. Cooper Group Inc. (COOP). 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.


Sharpe ratio
The chart of Sharpe ratio for BMI, currently valued at 1.40, compared to the broader market-4.00-2.000.002.001.401.69
The chart of Sortino ratio for BMI, currently valued at 2.28, compared to the broader market-4.00-2.000.002.004.002.282.43
The chart of Omega ratio for BMI, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.29
The chart of Calmar ratio for BMI, currently valued at 2.52, compared to the broader market0.002.004.006.002.523.72
The chart of Martin ratio for BMI, currently valued at 8.74, compared to the broader market0.0010.0020.008.7410.95
BMI
COOP

The current BMI Sharpe Ratio is 1.40, which is comparable to the COOP Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of BMI and COOP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.40
1.69
BMI
COOP

Dividends

BMI vs. COOP - Dividend Comparison

BMI's dividend yield for the trailing twelve months is around 0.55%, while COOP has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BMI
Badger Meter, Inc.
0.55%0.64%0.78%0.71%0.74%0.99%1.14%1.03%1.16%1.33%1.25%1.28%
COOP
Mr. Cooper Group Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BMI vs. COOP - Drawdown Comparison

The maximum BMI drawdown since its inception was -68.22%, smaller than the maximum COOP drawdown of -87.08%. Use the drawdown chart below to compare losses from any high point for BMI and COOP. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.43%
-6.42%
BMI
COOP

Volatility

BMI vs. COOP - Volatility Comparison

Badger Meter, Inc. (BMI) has a higher volatility of 7.61% compared to Mr. Cooper Group Inc. (COOP) at 6.87%. This indicates that BMI's price experiences larger fluctuations and is considered to be riskier than COOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.61%
6.87%
BMI
COOP

Financials

BMI vs. COOP - Financials Comparison

This section allows you to compare key financial metrics between Badger Meter, Inc. and Mr. Cooper Group Inc.. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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