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

Key characteristics


COOPJPM
YTD Return25.88%19.89%
1Y Return82.32%52.96%
3Y Return (Ann)34.62%10.18%
5Y Return (Ann)55.37%16.03%
10Y Return (Ann)10.16%17.48%
Sharpe Ratio3.443.30
Daily Std Dev24.59%16.44%
Max Drawdown-87.08%-74.02%
Current Drawdown-2.38%0.00%

Fundamentals


COOPJPM
Market Cap$5.43B$570.80B
EPS$9.51$16.58
PE Ratio8.8311.99
PEG Ratio0.453.36
Revenue (TTM)$2.03B$150.00B
Gross Profit (TTM)$2.46B$122.31B

Correlation

-0.50.00.51.00.3

The correlation between COOP and JPM is 0.28, 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.

Performance

COOP vs. JPM - Performance Comparison

In the year-to-date period, COOP achieves a 25.88% return, which is significantly higher than JPM's 19.89% return. Over the past 10 years, COOP has underperformed JPM with an annualized return of 10.16%, while JPM has yielded a comparatively higher 17.48% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


350.00%400.00%450.00%500.00%550.00%600.00%December2024FebruaryMarchAprilMay
583.08%
512.48%
COOP
JPM

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Mr. Cooper Group Inc.

JPMorgan Chase & Co.

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.


COOP
Sharpe ratio
The chart of Sharpe ratio for COOP, currently valued at 3.44, compared to the broader market-2.00-1.000.001.002.003.004.003.44
Sortino ratio
The chart of Sortino ratio for COOP, currently valued at 4.42, compared to the broader market-4.00-2.000.002.004.006.004.42
Omega ratio
The chart of Omega ratio for COOP, currently valued at 1.54, compared to the broader market0.501.001.502.001.54
Calmar ratio
The chart of Calmar ratio for COOP, currently valued at 5.37, compared to the broader market0.002.004.006.005.37
Martin ratio
The chart of Martin ratio for COOP, currently valued at 18.72, compared to the broader market-10.000.0010.0020.0030.0018.72
JPM
Sharpe ratio
The chart of Sharpe ratio for JPM, currently valued at 3.30, compared to the broader market-2.00-1.000.001.002.003.004.003.30
Sortino ratio
The chart of Sortino ratio for JPM, currently valued at 4.06, compared to the broader market-4.00-2.000.002.004.006.004.06
Omega ratio
The chart of Omega ratio for JPM, currently valued at 1.60, compared to the broader market0.501.001.502.001.60
Calmar ratio
The chart of Calmar ratio for JPM, currently valued at 3.00, compared to the broader market0.002.004.006.003.00
Martin ratio
The chart of Martin ratio for JPM, currently valued at 12.28, compared to the broader market-10.000.0010.0020.0030.0012.28

COOP vs. JPM - Sharpe Ratio Comparison

The current COOP Sharpe Ratio is 3.44, which roughly equals the JPM Sharpe Ratio of 3.30. The chart below compares the 12-month rolling Sharpe Ratio of COOP and JPM.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00December2024FebruaryMarchAprilMay
3.44
3.30
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 2.11%.


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.
2.11%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-2.38%
0
COOP
JPM

Volatility

COOP vs. JPM - Volatility Comparison

Mr. Cooper Group Inc. (COOP) has a higher volatility of 8.06% compared to JPMorgan Chase & Co. (JPM) at 4.41%. 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.


2.00%4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
8.06%
4.41%
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