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COOP vs. PFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COOP vs. PFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mr. Cooper Group Inc. (COOP) and Simplify Interest Rate Hedge ETF (PFIX). The values are adjusted to include any dividend payments, if applicable.

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COOP vs. PFIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
COOP
Mr. Cooper Group Inc.
0.00%121.64%47.44%62.27%-3.56%25.86%
PFIX
Simplify Interest Rate Hedge ETF
-4.44%0.42%35.94%5.67%92.05%-24.95%

Returns By Period


COOP

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

PFIX

1D
-1.58%
1M
8.02%
YTD
-4.44%
6M
1.15%
1Y
4.76%
3Y*
17.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

COOP vs. PFIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COOP

PFIX
PFIX Risk / Return Rank: 1515
Overall Rank
PFIX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PFIX Sortino Ratio Rank: 1717
Sortino Ratio Rank
PFIX Omega Ratio Rank: 1616
Omega Ratio Rank
PFIX Calmar Ratio Rank: 1414
Calmar Ratio Rank
PFIX Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COOP vs. PFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mr. Cooper Group Inc. (COOP) and Simplify Interest Rate Hedge ETF (PFIX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

COOP vs. PFIX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COOPPFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

Correlation

The correlation between COOP and PFIX is -0.11. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

COOP vs. PFIX - Dividend Comparison

COOP's dividend yield for the trailing twelve months is around 0.95%, less than PFIX's 10.34% yield.


TTM20252024202320222021
COOP
Mr. Cooper Group Inc.
0.95%0.95%0.00%0.00%0.00%0.00%
PFIX
Simplify Interest Rate Hedge ETF
10.34%9.92%3.40%87.92%0.63%0.00%

Drawdowns

COOP vs. PFIX - Drawdown Comparison


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Drawdown Indicators


COOPPFIXDifference

Max Drawdown

Largest peak-to-trough decline

-36.17%

Max Drawdown (1Y)

Largest decline over 1 year

-28.22%

Current Drawdown

Current decline from peak

-21.21%

Average Drawdown

Average peak-to-trough decline

-17.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.49%

Volatility

COOP vs. PFIX - Volatility Comparison


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Volatility by Period


COOPPFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.74%

Volatility (6M)

Calculated over the trailing 6-month period

20.30%

Volatility (1Y)

Calculated over the trailing 1-year period

35.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.74%