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

Performance

COOP vs. BMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mr. Cooper Group Inc. (COOP) and Badger Meter, Inc. (BMI). 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
20.37%
9.99%
COOP
BMI

Returns By Period

In the year-to-date period, COOP achieves a 51.00% return, which is significantly higher than BMI's 42.69% return. Over the past 10 years, COOP has underperformed BMI with an annualized return of 16.27%, while BMI has yielded a comparatively higher 23.98% annualized return.


COOP

YTD

51.00%

1M

7.98%

6M

20.37%

1Y

64.79%

5Y (annualized)

49.98%

10Y (annualized)

16.27%

BMI

YTD

42.69%

1M

10.17%

6M

9.99%

1Y

47.97%

5Y (annualized)

30.71%

10Y (annualized)

23.98%

Fundamentals


COOPBMI
Market Cap$6.21B$6.45B
EPS$7.78$4.03
PE Ratio12.4854.40
Total Revenue (TTM)$2.12B$803.82M
Gross Profit (TTM)$933.00M$317.89M
EBITDA (TTM)$736.00M$184.33M

Key characteristics


COOPBMI
Sharpe Ratio2.401.63
Sortino Ratio3.282.57
Omega Ratio1.391.32
Calmar Ratio5.272.90
Martin Ratio16.0110.39
Ulcer Index3.99%4.79%
Daily Std Dev26.58%30.58%
Max Drawdown-87.08%-68.22%
Current Drawdown-3.06%-4.55%

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Correlation

-0.50.00.51.00.2

The correlation between COOP and BMI 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

COOP vs. BMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mr. Cooper Group Inc. (COOP) and Badger Meter, Inc. (BMI). 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-4.00-2.000.002.004.002.401.63
The chart of Sortino ratio for COOP, currently valued at 3.28, compared to the broader market-4.00-2.000.002.004.003.282.57
The chart of Omega ratio for COOP, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.32
The chart of Calmar ratio for COOP, currently valued at 5.27, compared to the broader market0.002.004.006.005.272.90
The chart of Martin ratio for COOP, currently valued at 16.01, compared to the broader market0.0010.0020.0030.0016.0110.39
COOP
BMI

The current COOP Sharpe Ratio is 2.40, which is higher than the BMI Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of COOP and BMI, 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
1.63
COOP
BMI

Dividends

COOP vs. BMI - Dividend Comparison

COOP has not paid dividends to shareholders, while BMI's dividend yield for the trailing twelve months is around 0.40%.


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%
BMI
Badger Meter, Inc.
0.40%0.64%0.78%0.71%0.74%0.99%1.14%1.03%1.16%1.33%1.25%1.28%

Drawdowns

COOP vs. BMI - Drawdown Comparison

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.06%
-4.55%
COOP
BMI

Volatility

COOP vs. BMI - Volatility Comparison

The current volatility for Mr. Cooper Group Inc. (COOP) is 8.75%, while Badger Meter, Inc. (BMI) has a volatility of 9.91%. This indicates that COOP experiences smaller price fluctuations and is considered to be less risky than BMI 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%
9.91%
COOP
BMI

Financials

COOP vs. BMI - Financials Comparison

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