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

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.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
8.75%
18.85%
BMI
COOP

Returns By Period

In the year-to-date period, BMI achieves a 41.08% return, which is significantly lower than COOP's 49.09% return. Over the past 10 years, BMI has outperformed COOP with an annualized return of 24.19%, while COOP has yielded a comparatively lower 16.65% annualized return.


BMI

YTD

41.08%

1M

6.18%

6M

9.04%

1Y

48.08%

5Y (annualized)

30.44%

10Y (annualized)

24.19%

COOP

YTD

49.09%

1M

5.64%

6M

16.36%

1Y

61.82%

5Y (annualized)

49.65%

10Y (annualized)

16.65%

Fundamentals


BMICOOP
Market Cap$6.37B$6.21B
EPS$4.14$7.78
PE Ratio52.3612.48
Total Revenue (TTM)$803.82M$2.12B
Gross Profit (TTM)$317.89M$933.00M
EBITDA (TTM)$184.33M$736.00M

Key characteristics


BMICOOP
Sharpe Ratio1.602.37
Sortino Ratio2.533.24
Omega Ratio1.321.39
Calmar Ratio2.845.20
Martin Ratio10.1915.82
Ulcer Index4.78%3.99%
Daily Std Dev30.57%26.57%
Max Drawdown-68.22%-87.08%
Current Drawdown-5.63%-4.28%

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Correlation

-0.50.00.51.00.2

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.

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 1.59, compared to the broader market-4.00-2.000.002.004.001.602.37
The chart of Sortino ratio for BMI, currently valued at 2.53, compared to the broader market-4.00-2.000.002.004.002.533.24
The chart of Omega ratio for BMI, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.39
The chart of Calmar ratio for BMI, currently valued at 2.84, compared to the broader market0.002.004.006.002.845.20
The chart of Martin ratio for BMI, currently valued at 10.19, compared to the broader market-10.000.0010.0020.0030.0010.1915.82
BMI
COOP

The current BMI Sharpe Ratio is 1.60, which is lower than the COOP Sharpe Ratio of 2.37. 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.60
2.37
BMI
COOP

Dividends

BMI vs. COOP - Dividend Comparison

BMI's dividend yield for the trailing twelve months is around 0.53%, while COOP has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BMI
Badger Meter, Inc.
0.41%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%JuneJulyAugustSeptemberOctoberNovember
-5.63%
-4.28%
BMI
COOP

Volatility

BMI vs. COOP - Volatility Comparison

Badger Meter, Inc. (BMI) and Mr. Cooper Group Inc. (COOP) have volatilities of 9.99% and 9.88%, 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.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
9.99%
9.88%
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