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

Key characteristics


COOPPSN
YTD Return39.00%75.41%
1Y Return60.13%94.52%
3Y Return (Ann)27.42%47.13%
5Y Return (Ann)48.06%25.61%
Sharpe Ratio2.333.36
Sortino Ratio3.195.95
Omega Ratio1.381.78
Calmar Ratio5.027.96
Martin Ratio15.7021.61
Ulcer Index3.88%4.49%
Daily Std Dev26.07%28.83%
Max Drawdown-87.08%-43.79%
Current Drawdown-6.69%0.00%

Fundamentals


COOPPSN
Market Cap$5.83B$11.68B
EPS$7.72$0.70
PE Ratio11.73157.14
Total Revenue (TTM)$2.12B$4.70B
Gross Profit (TTM)$933.00M$1.04B
EBITDA (TTM)$702.00M$389.61M

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.

Performance

COOP vs. PSN - Performance Comparison

In the year-to-date period, COOP achieves a 39.00% return, which is significantly lower than PSN's 75.41% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctober
15.09%
42.30%
COOP
PSN

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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.


COOP
Sharpe ratio
The chart of Sharpe ratio for COOP, currently valued at 2.33, compared to the broader market-4.00-2.000.002.004.002.33
Sortino ratio
The chart of Sortino ratio for COOP, currently valued at 3.19, compared to the broader market-4.00-2.000.002.004.006.003.19
Omega ratio
The chart of Omega ratio for COOP, currently valued at 1.38, compared to the broader market0.501.001.502.001.38
Calmar ratio
The chart of Calmar ratio for COOP, currently valued at 5.02, compared to the broader market0.002.004.006.005.02
Martin ratio
The chart of Martin ratio for COOP, currently valued at 15.70, compared to the broader market-10.000.0010.0020.0030.0015.70
PSN
Sharpe ratio
The chart of Sharpe ratio for PSN, currently valued at 3.36, compared to the broader market-4.00-2.000.002.004.003.36
Sortino ratio
The chart of Sortino ratio for PSN, currently valued at 5.95, compared to the broader market-4.00-2.000.002.004.006.005.95
Omega ratio
The chart of Omega ratio for PSN, currently valued at 1.78, compared to the broader market0.501.001.502.001.78
Calmar ratio
The chart of Calmar ratio for PSN, currently valued at 7.96, compared to the broader market0.002.004.006.007.96
Martin ratio
The chart of Martin ratio for PSN, currently valued at 21.61, compared to the broader market-10.000.0010.0020.0030.0021.61

COOP vs. PSN - Sharpe Ratio Comparison

The current COOP Sharpe Ratio is 2.33, which is lower than the PSN Sharpe Ratio of 3.36. 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 Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctober
2.33
3.36
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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctober
-6.69%
0
COOP
PSN

Volatility

COOP vs. PSN - Volatility Comparison

Mr. Cooper Group Inc. (COOP) has a higher volatility of 7.65% compared to Parsons Corporation (PSN) at 6.48%. 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%JuneJulyAugustSeptemberOctober
7.65%
6.48%
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