PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
COOP vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
20.37%
22.56%
COOP
AAPL

Returns By Period

In the year-to-date period, COOP achieves a 51.00% return, which is significantly higher than AAPL's 19.27% return. Over the past 10 years, COOP has underperformed AAPL with an annualized return of 16.27%, while AAPL has yielded a comparatively higher 24.13% annualized return.


COOP

YTD

51.00%

1M

7.98%

6M

20.37%

1Y

64.79%

5Y (annualized)

49.98%

10Y (annualized)

16.27%

AAPL

YTD

19.27%

1M

-3.01%

6M

22.56%

1Y

20.04%

5Y (annualized)

29.29%

10Y (annualized)

24.13%

Fundamentals


COOPAAPL
Market Cap$6.21B$3.45T
EPS$7.78$6.09
PE Ratio12.4837.52
Total Revenue (TTM)$2.12B$391.04B
Gross Profit (TTM)$933.00M$180.68B
EBITDA (TTM)$736.00M$134.66B

Key characteristics


COOPAAPL
Sharpe Ratio2.400.91
Sortino Ratio3.281.45
Omega Ratio1.391.18
Calmar Ratio5.271.23
Martin Ratio16.012.89
Ulcer Index3.99%7.09%
Daily Std Dev26.58%22.51%
Max Drawdown-87.08%-81.80%
Current Drawdown-3.06%-3.26%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.2

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.

Risk-Adjusted Performance

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 2.40, compared to the broader market-4.00-2.000.002.004.002.400.91
The chart of Sortino ratio for COOP, currently valued at 3.28, compared to the broader market-4.00-2.000.002.004.003.281.45
The chart of Omega ratio for COOP, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.18
The chart of Calmar ratio for COOP, currently valued at 5.27, compared to the broader market0.002.004.006.005.271.23
The chart of Martin ratio for COOP, currently valued at 16.01, compared to the broader market0.0010.0020.0030.0016.012.89
COOP
AAPL

The current COOP Sharpe Ratio is 2.40, which is higher than the AAPL Sharpe Ratio of 0.91. 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.40
0.91
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 0.43%.


TTM20232022202120202019201820172016201520142013
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
0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.06%
-3.26%
COOP
AAPL

Volatility

COOP vs. AAPL - Volatility Comparison

Mr. Cooper Group Inc. (COOP) has a higher volatility of 8.75% compared to Apple Inc (AAPL) at 4.70%. This indicates that COOP's price experiences larger fluctuations and is considered to be riskier than AAPL 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%JuneJulyAugustSeptemberOctoberNovember
8.75%
4.70%
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