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

Correlation

The correlation between COOP and KRYS is 0.22, 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.


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Performance

COOP vs. KRYS - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
7.43%
-24.72%
COOP
KRYS

Key characteristics

Sharpe Ratio

COOP:

1.69

KRYS:

0.32

Sortino Ratio

COOP:

2.42

KRYS:

1.11

Omega Ratio

COOP:

1.29

KRYS:

1.13

Calmar Ratio

COOP:

3.74

KRYS:

0.65

Martin Ratio

COOP:

10.76

KRYS:

1.48

Ulcer Index

COOP:

4.22%

KRYS:

12.53%

Daily Std Dev

COOP:

26.80%

KRYS:

57.99%

Max Drawdown

COOP:

-87.08%

KRYS:

-53.42%

Current Drawdown

COOP:

-9.89%

KRYS:

-28.43%

Fundamentals

Market Cap

COOP:

$5.99B

KRYS:

$4.51B

EPS

COOP:

$7.78

KRYS:

$1.79

PE Ratio

COOP:

12.02

KRYS:

87.53

Total Revenue (TTM)

COOP:

$1.72B

KRYS:

$199.38M

Gross Profit (TTM)

COOP:

$852.00M

KRYS:

$182.28M

EBITDA (TTM)

COOP:

$667.00M

KRYS:

$51.83M

Returns By Period

In the year-to-date period, COOP achieves a -4.80% return, which is significantly lower than KRYS's -2.39% return.


COOP

YTD

-4.80%

1M

-4.75%

6M

7.43%

1Y

45.89%

5Y*

47.04%

10Y*

13.36%

KRYS

YTD

-2.39%

1M

-18.28%

6M

-24.72%

1Y

22.31%

5Y*

25.04%

10Y*

N/A

*Annualized

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Mr. Cooper Group Inc.

Krystal Biotech, Inc.

Risk-Adjusted Performance

COOP vs. KRYS — 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 9090
Overall Rank
The Sharpe Ratio Rank of COOP is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of COOP is 8787
Sortino Ratio Rank
The Omega Ratio Rank of COOP is 8383
Omega Ratio Rank
The Calmar Ratio Rank of COOP is 9797
Calmar Ratio Rank
The Martin Ratio Rank of COOP is 9393
Martin Ratio Rank

KRYS
The Risk-Adjusted Performance Rank of KRYS is 6565
Overall Rank
The Sharpe Ratio Rank of KRYS is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of KRYS is 6565
Sortino Ratio Rank
The Omega Ratio Rank of KRYS is 6161
Omega Ratio Rank
The Calmar Ratio Rank of KRYS is 7474
Calmar Ratio Rank
The Martin Ratio Rank of KRYS is 6565
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. KRYS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mr. Cooper Group Inc. (COOP) and Krystal Biotech, Inc. (KRYS). 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.


The chart of Sharpe ratio for COOP, currently valued at 1.69, compared to the broader market-4.00-2.000.002.001.690.32
The chart of Sortino ratio for COOP, currently valued at 2.42, compared to the broader market-4.00-2.000.002.004.002.421.11
The chart of Omega ratio for COOP, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.13
The chart of Calmar ratio for COOP, currently valued at 3.74, compared to the broader market0.002.004.006.003.740.65
The chart of Martin ratio for COOP, currently valued at 10.76, compared to the broader market0.0010.0020.0010.761.48
COOP
KRYS

The current COOP Sharpe Ratio is 1.69, which is higher than the KRYS Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of COOP and KRYS, 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.69
0.32
COOP
KRYS

Dividends

COOP vs. KRYS - Dividend Comparison

Neither COOP nor KRYS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

COOP vs. KRYS - Drawdown Comparison

The maximum COOP drawdown since its inception was -87.08%, which is greater than KRYS's maximum drawdown of -53.42%. Use the drawdown chart below to compare losses from any high point for COOP and KRYS. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.89%
-28.43%
COOP
KRYS

Volatility

COOP vs. KRYS - Volatility Comparison

The current volatility for Mr. Cooper Group Inc. (COOP) is 7.50%, while Krystal Biotech, Inc. (KRYS) has a volatility of 14.03%. This indicates that COOP experiences smaller price fluctuations and is considered to be less risky than KRYS 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%16.00%AugustSeptemberOctoberNovemberDecember2025
7.50%
14.03%
COOP
KRYS

Financials

COOP vs. KRYS - Financials Comparison

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


0.00200.00M400.00M600.00M800.00M1.00B1.20B1.40B2020AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJuly
424.00M
83.84M
(COOP) Total Revenue
(KRYS) Total Revenue
Values in USD except per share items

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