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

Correlation

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.


-0.50.00.51.00.3

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.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
19.93%
30.37%
COOP
JPM

Key characteristics

Sharpe Ratio

COOP:

1.72

JPM:

2.48

Sortino Ratio

COOP:

2.45

JPM:

3.24

Omega Ratio

COOP:

1.29

JPM:

1.49

Calmar Ratio

COOP:

3.72

JPM:

5.80

Martin Ratio

COOP:

10.79

JPM:

16.59

Ulcer Index

COOP:

4.18%

JPM:

3.54%

Daily Std Dev

COOP:

26.13%

JPM:

23.73%

Max Drawdown

COOP:

-87.08%

JPM:

-74.02%

Current Drawdown

COOP:

0.00%

JPM:

-0.25%

Fundamentals

Market Cap

COOP:

$6.91B

JPM:

$780.81B

EPS

COOP:

$10.20

JPM:

$19.74

PE Ratio

COOP:

10.66

JPM:

14.15

Total Revenue (TTM)

COOP:

$1.72B

JPM:

$177.39B

Gross Profit (TTM)

COOP:

$852.00M

JPM:

$177.39B

EBITDA (TTM)

COOP:

$667.00M

JPM:

$118.91B

Returns By Period

In the year-to-date period, COOP achieves a 13.21% return, which is significantly lower than JPM's 17.10% return. Over the past 10 years, COOP has underperformed JPM with an annualized return of 15.24%, while JPM has yielded a comparatively higher 19.97% annualized return.


COOP

YTD

13.21%

1M

4.83%

6M

19.79%

1Y

49.24%

5Y*

49.77%

10Y*

15.24%

JPM

YTD

17.10%

1M

7.75%

6M

31.60%

1Y

58.92%

5Y*

18.95%

10Y*

19.97%

*Annualized

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Risk-Adjusted Performance

COOP vs. JPM — 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 8989
Overall Rank
The Sharpe Ratio Rank of COOP is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of COOP is 8585
Sortino Ratio Rank
The Omega Ratio Rank of COOP is 8181
Omega Ratio Rank
The Calmar Ratio Rank of COOP is 9696
Calmar Ratio Rank
The Martin Ratio Rank of COOP is 9292
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 9595
Overall Rank
The Sharpe Ratio Rank of JPM is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 9393
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 9494
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 9898
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 9696
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. 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 1.72, compared to the broader market-2.000.002.001.722.48
The chart of Sortino ratio for COOP, currently valued at 2.45, compared to the broader market-4.00-2.000.002.004.006.002.453.24
The chart of Omega ratio for COOP, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.49
The chart of Calmar ratio for COOP, currently valued at 3.72, compared to the broader market0.002.004.006.003.725.80
The chart of Martin ratio for COOP, currently valued at 10.79, compared to the broader market0.0010.0020.0030.0010.7916.59
COOP
JPM

The current COOP Sharpe Ratio is 1.72, which is lower than the JPM Sharpe Ratio of 2.48. 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 Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.72
2.48
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 1.72%.


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%
JPM
JPMorgan Chase & Co.
1.72%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.25%
COOP
JPM

Volatility

COOP vs. JPM - Volatility Comparison

Mr. Cooper Group Inc. (COOP) has a higher volatility of 5.81% compared to JPMorgan Chase & Co. (JPM) at 4.05%. This indicates that COOP's price experiences larger fluctuations and is considered to be riskier 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%SeptemberOctoberNovemberDecember2025February
5.81%
4.05%
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
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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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