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

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.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
15.58%
22.42%
COOP
PSN

Returns By Period

The year-to-date returns for both investments are quite close, with COOP having a 50.41% return and PSN slightly higher at 50.57%.


COOP

YTD

50.41%

1M

2.77%

6M

15.58%

1Y

64.51%

5Y (annualized)

51.14%

10Y (annualized)

16.76%

PSN

YTD

50.57%

1M

-12.56%

6M

22.42%

1Y

50.35%

5Y (annualized)

19.84%

10Y (annualized)

N/A

Fundamentals


COOPPSN
Market Cap$6.23B$12.03B
EPS$7.78$0.70
PE Ratio12.51161.37
Total Revenue (TTM)$2.12B$6.51B
Gross Profit (TTM)$933.00M$1.40B
EBITDA (TTM)$736.00M$535.29M

Key characteristics


COOPPSN
Sharpe Ratio2.551.70
Sortino Ratio3.432.77
Omega Ratio1.411.42
Calmar Ratio5.603.07
Martin Ratio17.0610.55
Ulcer Index3.98%4.86%
Daily Std Dev26.61%30.16%
Max Drawdown-87.08%-43.79%
Current Drawdown-3.43%-16.67%

Compare stocks, funds, or ETFs

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Correlation

-0.50.00.51.00.3

The correlation between COOP and PSN is 0.31, 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. 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.


Sharpe ratio
The chart of Sharpe ratio for COOP, currently valued at 2.55, compared to the broader market-4.00-2.000.002.004.002.551.70
The chart of Sortino ratio for COOP, currently valued at 3.43, compared to the broader market-4.00-2.000.002.004.003.432.77
The chart of Omega ratio for COOP, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.42
The chart of Calmar ratio for COOP, currently valued at 5.60, compared to the broader market0.002.004.006.005.603.07
The chart of Martin ratio for COOP, currently valued at 17.06, compared to the broader market-10.000.0010.0020.0030.0017.0610.55
COOP
PSN

The current COOP Sharpe Ratio is 2.55, which is higher than the PSN Sharpe Ratio of 1.70. 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.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.55
1.70
COOP
PSN

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 -43.79%. Use the drawdown chart below to compare losses from any high point for COOP and PSN. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.43%
-16.67%
COOP
PSN

Volatility

COOP vs. PSN - Volatility Comparison

The current volatility for Mr. Cooper Group Inc. (COOP) is 9.89%, while Parsons Corporation (PSN) has a volatility of 13.58%. This indicates that COOP experiences smaller price fluctuations and is considered to be less risky than PSN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
9.89%
13.58%
COOP
PSN

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


Values in USD except per share items