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

Correlation

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.


-0.50.00.51.00.3

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.

0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
18.87%
21.45%
COOP
PSN

Key characteristics

Sharpe Ratio

COOP:

2.45

PSN:

1.49

Sortino Ratio

COOP:

3.28

PSN:

2.52

Omega Ratio

COOP:

1.39

PSN:

1.36

Calmar Ratio

COOP:

5.54

PSN:

2.29

Martin Ratio

COOP:

15.77

PSN:

5.81

Ulcer Index

COOP:

4.26%

PSN:

7.94%

Daily Std Dev

COOP:

27.36%

PSN:

30.95%

Max Drawdown

COOP:

-87.08%

PSN:

-43.79%

Current Drawdown

COOP:

0.00%

PSN:

-15.96%

Fundamentals

Market Cap

COOP:

$6.63B

PSN:

$10.11B

EPS

COOP:

$7.95

PSN:

$0.70

PE Ratio

COOP:

13.04

PSN:

136.04

Total Revenue (TTM)

COOP:

$1.72B

PSN:

$5.02B

Gross Profit (TTM)

COOP:

$852.00M

PSN:

$1.04B

EBITDA (TTM)

COOP:

$667.00M

PSN:

$196.58M

Returns By Period

In the year-to-date period, COOP achieves a 7.99% return, which is significantly higher than PSN's 3.23% return.


COOP

YTD

7.99%

1M

8.98%

6M

18.87%

1Y

62.81%

5Y*

50.99%

10Y*

14.71%

PSN

YTD

3.23%

1M

0.34%

6M

22.91%

1Y

43.96%

5Y*

17.82%

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. 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 9595
Overall Rank
The Sharpe Ratio Rank of COOP is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of COOP is 9393
Sortino Ratio Rank
The Omega Ratio Rank of COOP is 9090
Omega Ratio Rank
The Calmar Ratio Rank of COOP is 9898
Calmar Ratio Rank
The Martin Ratio Rank of COOP is 9696
Martin Ratio Rank

PSN
The Risk-Adjusted Performance Rank of PSN is 8888
Overall Rank
The Sharpe Ratio Rank of PSN is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of PSN is 8787
Sortino Ratio Rank
The Omega Ratio Rank of PSN is 8888
Omega Ratio Rank
The Calmar Ratio Rank of PSN is 9292
Calmar Ratio Rank
The Martin Ratio Rank of PSN is 8383
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.


Sharpe ratio
The chart of Sharpe ratio for COOP, currently valued at 2.45, compared to the broader market-2.000.002.004.002.451.49
The chart of Sortino ratio for COOP, currently valued at 3.28, compared to the broader market-4.00-2.000.002.004.006.003.282.52
The chart of Omega ratio for COOP, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.36
The chart of Calmar ratio for COOP, currently valued at 5.54, compared to the broader market0.002.004.006.005.542.29
The chart of Martin ratio for COOP, currently valued at 15.77, compared to the broader market-10.000.0010.0020.0030.0015.775.81
COOP
PSN

The current COOP Sharpe Ratio is 2.45, which is higher than the PSN Sharpe Ratio of 1.49. 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 Ratio1.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
2.45
1.49
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.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-15.96%
COOP
PSN

Volatility

COOP vs. PSN - Volatility Comparison

Mr. Cooper Group Inc. (COOP) has a higher volatility of 9.53% compared to Parsons Corporation (PSN) at 5.25%. 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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
9.53%
5.25%
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
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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.

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