PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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.


-0.50.00.51.0
Correlation: 0.2

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.

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%NovemberDecember2025FebruaryMarchApril
742.50%
1,484.30%
COOP
KRYS

Key characteristics

Sharpe Ratio

COOP:

1.38

KRYS:

-0.02

Sortino Ratio

COOP:

2.10

KRYS:

0.27

Omega Ratio

COOP:

1.26

KRYS:

1.03

Calmar Ratio

COOP:

2.47

KRYS:

-0.03

Martin Ratio

COOP:

8.69

KRYS:

-0.06

Ulcer Index

COOP:

5.43%

KRYS:

15.85%

Daily Std Dev

COOP:

34.10%

KRYS:

41.36%

Max Drawdown

COOP:

-87.08%

KRYS:

-53.42%

Current Drawdown

COOP:

-17.14%

KRYS:

-21.10%

Fundamentals

Market Cap

COOP:

$7.21B

KRYS:

$4.87B

EPS

COOP:

$10.40

KRYS:

$3.00

PE Ratio

COOP:

10.69

KRYS:

56.19

PS Ratio

COOP:

3.24

KRYS:

16.77

PB Ratio

COOP:

1.48

KRYS:

5.15

Total Revenue (TTM)

COOP:

$1.87B

KRYS:

$245.26M

Gross Profit (TTM)

COOP:

$923.00M

KRYS:

$225.64M

EBITDA (TTM)

COOP:

$726.00M

KRYS:

$92.22M

Returns By Period

In the year-to-date period, COOP achieves a 15.83% return, which is significantly higher than KRYS's 7.60% return.


COOP

YTD

15.83%

1M

7.40%

6M

16.68%

1Y

46.77%

5Y*

68.49%

10Y*

13.72%

KRYS

YTD

7.60%

1M

-10.89%

6M

-5.93%

1Y

2.81%

5Y*

29.90%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 9191
Overall Rank
The Sharpe Ratio Rank of COOP is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of COOP is 8888
Sortino Ratio Rank
The Omega Ratio Rank of COOP is 8585
Omega Ratio Rank
The Calmar Ratio Rank of COOP is 9696
Calmar Ratio Rank
The Martin Ratio Rank of COOP is 9494
Martin Ratio Rank

KRYS
The Risk-Adjusted Performance Rank of KRYS is 5050
Overall Rank
The Sharpe Ratio Rank of KRYS is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of KRYS is 4747
Sortino Ratio Rank
The Omega Ratio Rank of KRYS is 4646
Omega Ratio Rank
The Calmar Ratio Rank of KRYS is 5252
Calmar Ratio Rank
The Martin Ratio Rank of KRYS is 5353
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.


Sharpe ratio
The chart of Sharpe ratio for COOP, currently valued at 1.38, compared to the broader market-2.00-1.000.001.002.003.00
COOP: 1.38
KRYS: -0.02
The chart of Sortino ratio for COOP, currently valued at 2.10, compared to the broader market-6.00-4.00-2.000.002.004.00
COOP: 2.10
KRYS: 0.27
The chart of Omega ratio for COOP, currently valued at 1.26, compared to the broader market0.501.001.502.00
COOP: 1.26
KRYS: 1.03
The chart of Calmar ratio for COOP, currently valued at 2.47, compared to the broader market0.001.002.003.004.00
COOP: 2.47
KRYS: -0.03
The chart of Martin ratio for COOP, currently valued at 8.69, compared to the broader market-5.000.005.0010.0015.0020.00
COOP: 8.69
KRYS: -0.06

The current COOP Sharpe Ratio is 1.38, which is higher than the KRYS Sharpe Ratio of -0.02. 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.38
-0.02
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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.14%
-21.10%
COOP
KRYS

Volatility

COOP vs. KRYS - Volatility Comparison

Mr. Cooper Group Inc. (COOP) has a higher volatility of 21.66% compared to Krystal Biotech, Inc. (KRYS) at 13.69%. This indicates that COOP's price experiences larger fluctuations and is considered to be riskier than KRYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.66%
13.69%
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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab