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

Performance

COOP vs. NMIH - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
15.58%
11.88%
COOP
NMIH

Returns By Period

In the year-to-date period, COOP achieves a 50.41% return, which is significantly higher than NMIH's 27.29% return. Over the past 10 years, COOP has outperformed NMIH with an annualized return of 16.76%, while NMIH has yielded a comparatively lower 15.47% annualized return.


COOP

YTD

50.41%

1M

2.77%

6M

15.58%

1Y

64.51%

5Y (annualized)

51.14%

10Y (annualized)

16.76%

NMIH

YTD

27.29%

1M

-6.53%

6M

11.87%

1Y

36.10%

5Y (annualized)

2.77%

10Y (annualized)

15.47%

Fundamentals


COOPNMIH
Market Cap$6.23B$3.05B
EPS$7.78$4.43
PE Ratio12.518.70
Total Revenue (TTM)$2.12B$953.90M
Gross Profit (TTM)$933.00M$953.64M
EBITDA (TTM)$736.00M$362.38M

Key characteristics


COOPNMIH
Sharpe Ratio2.551.60
Sortino Ratio3.432.17
Omega Ratio1.411.28
Calmar Ratio5.601.55
Martin Ratio17.067.83
Ulcer Index3.98%4.65%
Daily Std Dev26.61%22.77%
Max Drawdown-87.08%-73.07%
Current Drawdown-3.43%-9.47%

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Correlation

-0.50.00.51.00.3

The correlation between COOP and NMIH is 0.34, 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. NMIH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mr. Cooper Group Inc. (COOP) and NMI Holdings, Inc. (NMIH). 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 2.55, compared to the broader market-4.00-2.000.002.004.002.551.60
The chart of Sortino ratio for COOP, currently valued at 3.43, compared to the broader market-4.00-2.000.002.004.003.432.17
The chart of Omega ratio for COOP, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.28
The chart of Calmar ratio for COOP, currently valued at 5.60, compared to the broader market0.002.004.006.005.601.55
The chart of Martin ratio for COOP, currently valued at 17.06, compared to the broader market-10.000.0010.0020.0030.0017.067.83
COOP
NMIH

The current COOP Sharpe Ratio is 2.55, which is higher than the NMIH Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of COOP and NMIH, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.55
1.60
COOP
NMIH

Dividends

COOP vs. NMIH - Dividend Comparison

Neither COOP nor NMIH has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

COOP vs. NMIH - Drawdown Comparison

The maximum COOP drawdown since its inception was -87.08%, which is greater than NMIH's maximum drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for COOP and NMIH. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.43%
-9.47%
COOP
NMIH

Volatility

COOP vs. NMIH - Volatility Comparison

Mr. Cooper Group Inc. (COOP) and NMI Holdings, Inc. (NMIH) have volatilities of 9.89% and 10.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
9.89%
10.03%
COOP
NMIH

Financials

COOP vs. NMIH - Financials Comparison

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