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

Correlation

The correlation between COOP and AAPL is 0.20, 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

COOP vs. AAPL - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
20.43%
9.73%
COOP
AAPL

Key characteristics

Sharpe Ratio

COOP:

1.86

AAPL:

1.49

Sortino Ratio

COOP:

2.61

AAPL:

2.11

Omega Ratio

COOP:

1.31

AAPL:

1.27

Calmar Ratio

COOP:

4.01

AAPL:

2.14

Martin Ratio

COOP:

11.67

AAPL:

6.40

Ulcer Index

COOP:

4.17%

AAPL:

5.55%

Daily Std Dev

COOP:

26.11%

AAPL:

23.85%

Max Drawdown

COOP:

-87.08%

AAPL:

-81.80%

Current Drawdown

COOP:

0.00%

AAPL:

-4.99%

Fundamentals

Market Cap

COOP:

$6.91B

AAPL:

$3.68T

EPS

COOP:

$10.20

AAPL:

$6.31

PE Ratio

COOP:

10.66

AAPL:

38.81

Total Revenue (TTM)

COOP:

$1.72B

AAPL:

$395.76B

Gross Profit (TTM)

COOP:

$852.00M

AAPL:

$184.10B

EBITDA (TTM)

COOP:

$667.00M

AAPL:

$134.27B

Returns By Period

In the year-to-date period, COOP achieves a 13.69% return, which is significantly higher than AAPL's -1.72% return. Over the past 10 years, COOP has underperformed AAPL with an annualized return of 15.29%, while AAPL has yielded a comparatively higher 23.60% annualized return.


COOP

YTD

13.69%

1M

6.17%

6M

20.43%

1Y

50.76%

5Y*

49.85%

10Y*

15.29%

AAPL

YTD

-1.72%

1M

10.54%

6M

9.73%

1Y

35.47%

5Y*

26.57%

10Y*

23.60%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

COOP vs. AAPL — Risk-Adjusted Performance Rank

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

COOP
The Risk-Adjusted Performance Rank of COOP is 9191
Overall Rank
The Sharpe Ratio Rank of COOP is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of COOP is 8888
Sortino Ratio Rank
The Omega Ratio Rank of COOP is 8484
Omega Ratio Rank
The Calmar Ratio Rank of COOP is 9797
Calmar Ratio Rank
The Martin Ratio Rank of COOP is 9393
Martin Ratio Rank

AAPL
The Risk-Adjusted Performance Rank of AAPL is 8585
Overall Rank
The Sharpe Ratio Rank of AAPL is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPL is 8282
Sortino Ratio Rank
The Omega Ratio Rank of AAPL is 8080
Omega Ratio Rank
The Calmar Ratio Rank of AAPL is 9191
Calmar Ratio Rank
The Martin Ratio Rank of AAPL is 8585
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.

COOP vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mr. Cooper Group Inc. (COOP) and Apple Inc (AAPL). 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 COOP, currently valued at 1.86, compared to the broader market-2.000.002.001.861.49
The chart of Sortino ratio for COOP, currently valued at 2.61, compared to the broader market-4.00-2.000.002.004.006.002.612.11
The chart of Omega ratio for COOP, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.27
The chart of Calmar ratio for COOP, currently valued at 4.01, compared to the broader market0.002.004.006.004.012.14
The chart of Martin ratio for COOP, currently valued at 11.67, compared to the broader market-10.000.0010.0020.0030.0011.676.40
COOP
AAPL

The current COOP Sharpe Ratio is 1.86, which is comparable to the AAPL Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of COOP and AAPL, 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 Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.86
1.49
COOP
AAPL

Dividends

COOP vs. AAPL - Dividend Comparison

COOP has not paid dividends to shareholders, while AAPL's dividend yield for the trailing twelve months is around 0.41%.


TTM20242023202220212020201920182017201620152014
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%
AAPL
Apple Inc
0.41%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%

Drawdowns

COOP vs. AAPL - Drawdown Comparison

The maximum COOP drawdown since its inception was -87.08%, which is greater than AAPL's maximum drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for COOP and AAPL. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February0
-4.99%
COOP
AAPL

Volatility

COOP vs. AAPL - Volatility Comparison

The current volatility for Mr. Cooper Group Inc. (COOP) is 5.70%, while Apple Inc (AAPL) has a volatility of 7.62%. This indicates that COOP experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
5.70%
7.62%
COOP
AAPL

Financials

COOP vs. AAPL - Financials Comparison

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