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

Performance

COOP vs. JPM - Performance Comparison

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

500.00%550.00%600.00%650.00%700.00%750.00%JuneJulyAugustSeptemberOctoberNovember
728.50%
664.30%
COOP
JPM

Returns By Period

In the year-to-date period, COOP achieves a 52.67% return, which is significantly higher than JPM's 49.61% return. Over the past 10 years, COOP has underperformed JPM with an annualized return of 15.31%, while JPM has yielded a comparatively higher 18.48% annualized return.


COOP

YTD

52.67%

1M

11.86%

6M

20.48%

1Y

66.23%

5Y (annualized)

49.46%

10Y (annualized)

15.31%

JPM

YTD

49.61%

1M

11.25%

6M

25.28%

1Y

65.97%

5Y (annualized)

17.07%

10Y (annualized)

18.48%

Fundamentals


COOPJPM
Market Cap$6.21B$684.38B
EPS$7.78$17.82
PE Ratio12.4813.51
Total Revenue (TTM)$2.12B$173.22B
Gross Profit (TTM)$933.00M$169.52B
EBITDA (TTM)$736.00M$118.87B

Key characteristics


COOPJPM
Sharpe Ratio2.512.86
Sortino Ratio3.383.67
Omega Ratio1.411.57
Calmar Ratio5.506.51
Martin Ratio16.6919.78
Ulcer Index3.99%3.34%
Daily Std Dev26.59%23.08%
Max Drawdown-87.08%-74.02%
Current Drawdown-1.98%0.00%

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Correlation

-0.50.00.51.00.3

The correlation between COOP and JPM is 0.29, 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. JPM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mr. Cooper Group Inc. (COOP) and JPMorgan Chase & Co. (JPM). 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 2.51, compared to the broader market-4.00-2.000.002.004.002.512.86
The chart of Sortino ratio for COOP, currently valued at 3.38, compared to the broader market-4.00-2.000.002.004.003.383.67
The chart of Omega ratio for COOP, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.57
The chart of Calmar ratio for COOP, currently valued at 5.50, compared to the broader market0.002.004.006.005.506.51
The chart of Martin ratio for COOP, currently valued at 16.69, compared to the broader market0.0010.0020.0030.0016.6919.78
COOP
JPM

The current COOP Sharpe Ratio is 2.51, which is comparable to the JPM Sharpe Ratio of 2.86. The chart below compares the historical Sharpe Ratios of COOP and JPM, 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.51
2.86
COOP
JPM

Dividends

COOP vs. JPM - Dividend Comparison

COOP has not paid dividends to shareholders, while JPM's dividend yield for the trailing twelve months is around 1.85%.


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%
JPM
JPMorgan Chase & Co.
1.85%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%

Drawdowns

COOP vs. JPM - Drawdown Comparison

The maximum COOP drawdown since its inception was -87.08%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for COOP and JPM. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.98%
0
COOP
JPM

Volatility

COOP vs. JPM - Volatility Comparison

The current volatility for Mr. Cooper Group Inc. (COOP) is 8.68%, while JPMorgan Chase & Co. (JPM) has a volatility of 12.70%. This indicates that COOP experiences smaller price fluctuations and is considered to be less risky than JPM 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%14.00%JuneJulyAugustSeptemberOctoberNovember
8.68%
12.70%
COOP
JPM

Financials

COOP vs. JPM - Financials Comparison

This section allows you to compare key financial metrics between Mr. Cooper Group Inc. and JPMorgan Chase & Co.. 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