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

Correlation

The correlation between COOP and PSN is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

COOP vs. PSN - Performance Comparison

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

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Key characteristics

Sharpe Ratio

COOP:

1.65

PSN:

-0.40

Sortino Ratio

COOP:

2.27

PSN:

-0.35

Omega Ratio

COOP:

1.28

PSN:

0.95

Calmar Ratio

COOP:

2.64

PSN:

-0.30

Martin Ratio

COOP:

8.29

PSN:

-0.62

Ulcer Index

COOP:

6.38%

PSN:

24.66%

Daily Std Dev

COOP:

35.92%

PSN:

37.92%

Max Drawdown

COOP:

-87.08%

PSN:

-51.15%

Current Drawdown

COOP:

-4.37%

PSN:

-42.37%

Fundamentals

Market Cap

COOP:

$7.63B

PSN:

$6.96B

EPS

COOP:

$8.98

PSN:

$2.35

PE Ratio

COOP:

13.27

PSN:

27.70

PS Ratio

COOP:

3.43

PSN:

1.03

PB Ratio

COOP:

1.55

PSN:

2.74

Total Revenue (TTM)

COOP:

$2.43B

PSN:

$6.77B

Gross Profit (TTM)

COOP:

$1.29B

PSN:

$1.44B

EBITDA (TTM)

COOP:

$856.00M

PSN:

$745.71M

Returns By Period

In the year-to-date period, COOP achieves a 33.68% return, which is significantly higher than PSN's -29.21% return.


COOP

YTD

33.68%

1M

16.68%

6M

26.83%

1Y

58.50%

5Y*

72.85%

10Y*

14.55%

PSN

YTD

-29.21%

1M

1.07%

6M

-42.19%

1Y

-14.93%

5Y*

10.88%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

COOP vs. PSN — 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 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of COOP is 8989
Sortino Ratio Rank
The Omega Ratio Rank of COOP is 8686
Omega Ratio Rank
The Calmar Ratio Rank of COOP is 9696
Calmar Ratio Rank
The Martin Ratio Rank of COOP is 9393
Martin Ratio Rank

PSN
The Risk-Adjusted Performance Rank of PSN is 2929
Overall Rank
The Sharpe Ratio Rank of PSN is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of PSN is 2525
Sortino Ratio Rank
The Omega Ratio Rank of PSN is 2424
Omega Ratio Rank
The Calmar Ratio Rank of PSN is 3131
Calmar Ratio Rank
The Martin Ratio Rank of PSN is 3737
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. PSN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mr. Cooper Group Inc. (COOP) and Parsons Corporation (PSN). 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 current COOP Sharpe Ratio is 1.65, which is higher than the PSN Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of COOP and PSN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

COOP vs. PSN - Dividend Comparison

Neither COOP nor PSN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

COOP vs. PSN - Drawdown Comparison

The maximum COOP drawdown since its inception was -87.08%, which is greater than PSN's maximum drawdown of -51.15%. Use the drawdown chart below to compare losses from any high point for COOP and PSN. For additional features, visit the drawdowns tool.


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Volatility

COOP vs. PSN - Volatility Comparison

Mr. Cooper Group Inc. (COOP) has a higher volatility of 14.10% compared to Parsons Corporation (PSN) at 9.40%. This indicates that COOP's price experiences larger fluctuations and is considered to be riskier than PSN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

COOP vs. PSN - Financials Comparison

This section allows you to compare key financial metrics between Mr. Cooper Group Inc. and Parsons Corporation. 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


500.00M1.00B1.50B2.00B20212022202320242025
560.00M
1.55B
(COOP) Total Revenue
(PSN) Total Revenue
Values in USD except per share items

COOP vs. PSN - Profitability Comparison

The chart below illustrates the profitability comparison between Mr. Cooper Group Inc. and Parsons Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%20212022202320242025
65.5%
22.8%
(COOP) Gross Margin
(PSN) Gross Margin
COOP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Mr. Cooper Group Inc. reported a gross profit of 367.00M and revenue of 560.00M. Therefore, the gross margin over that period was 65.5%.

PSN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Parsons Corporation reported a gross profit of 353.98M and revenue of 1.55B. Therefore, the gross margin over that period was 22.8%.

COOP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Mr. Cooper Group Inc. reported an operating income of 106.00M and revenue of 560.00M, resulting in an operating margin of 18.9%.

PSN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Parsons Corporation reported an operating income of 109.23M and revenue of 1.55B, resulting in an operating margin of 7.0%.

COOP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Mr. Cooper Group Inc. reported a net income of 88.00M and revenue of 560.00M, resulting in a net margin of 15.7%.

PSN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Parsons Corporation reported a net income of 66.20M and revenue of 1.55B, resulting in a net margin of 4.3%.