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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%JulyAugustSeptemberOctoberNovemberDecember
14.78%
20.95%
COOP
PSN

Key characteristics

Sharpe Ratio

COOP:

1.59

PSN:

1.70

Sortino Ratio

COOP:

2.32

PSN:

2.81

Omega Ratio

COOP:

1.27

PSN:

1.41

Calmar Ratio

COOP:

3.49

PSN:

3.14

Martin Ratio

COOP:

10.46

PSN:

8.23

Ulcer Index

COOP:

4.05%

PSN:

6.38%

Daily Std Dev

COOP:

26.55%

PSN:

30.84%

Max Drawdown

COOP:

-87.08%

PSN:

-43.79%

Current Drawdown

COOP:

-7.59%

PSN:

-16.07%

Fundamentals

Market Cap

COOP:

$6.30B

PSN:

$10.23B

EPS

COOP:

$7.78

PSN:

$0.70

PE Ratio

COOP:

12.65

PSN:

137.61

Total Revenue (TTM)

COOP:

$2.12B

PSN:

$6.51B

Gross Profit (TTM)

COOP:

$933.00M

PSN:

$1.40B

EBITDA (TTM)

COOP:

$749.00M

PSN:

$308.99M

Returns By Period

In the year-to-date period, COOP achieves a 43.93% return, which is significantly lower than PSN's 51.65% return.


COOP

YTD

43.93%

1M

-4.31%

6M

14.78%

1Y

44.22%

5Y*

49.20%

10Y*

12.84%

PSN

YTD

51.65%

1M

0.72%

6M

20.95%

1Y

52.87%

5Y*

18.44%

10Y*

N/A

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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.


Sharpe ratio
The chart of Sharpe ratio for COOP, currently valued at 1.59, compared to the broader market-4.00-2.000.002.001.591.70
The chart of Sortino ratio for COOP, currently valued at 2.32, compared to the broader market-4.00-2.000.002.004.002.322.81
The chart of Omega ratio for COOP, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.41
The chart of Calmar ratio for COOP, currently valued at 3.49, compared to the broader market0.002.004.006.003.493.14
The chart of Martin ratio for COOP, currently valued at 10.46, compared to the broader market0.0010.0020.0010.468.23
COOP
PSN

The current COOP Sharpe Ratio is 1.59, which is comparable to 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 Ratio1.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.59
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%JulyAugustSeptemberOctoberNovemberDecember
-7.59%
-16.07%
COOP
PSN

Volatility

COOP vs. PSN - Volatility Comparison

The current volatility for Mr. Cooper Group Inc. (COOP) is 6.63%, while Parsons Corporation (PSN) has a volatility of 7.97%. 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%JulyAugustSeptemberOctoberNovemberDecember
6.63%
7.97%
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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