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COOP vs. PSN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
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.

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Returns By Period


COOP

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

PSN

1D
0.30%
1M
19.60%
YTD
-1.55%
6M
-26.59%
1Y
-3.90%
3Y*
9.78%
5Y*
9.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COOP vs. PSN - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
COOP
Mr. Cooper Group Inc.
0.00%121.64%47.44%62.27%-3.56%34.10%148.04%32.66%
PSN
Parsons Corporation
-1.55%-33.01%47.11%35.59%37.44%-7.58%-11.80%37.28%

Correlation

The correlation between COOP and PSN is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (All Time)
Calculated using the full available price history since May 9, 2019

0.28

The correlation between COOP and PSN shifts across timeframes, from 0.13 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

COOP:

$8.76

PSN:

$2.78

PE Ratio

COOP:

24.07

PSN:

21.86

PEG Ratio

COOP:

0.24

PSN:

0.54

PS Ratio

COOP:

6.00

PSN:

0.79

Total Revenue (TTM)

COOP:

$2.29B

PSN:

$6.30B

Gross Profit (TTM)

COOP:

$1.68B

PSN:

$1.08B

EBITDA (TTM)

COOP:

$852.00M

PSN:

$507.45M

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Return for Risk

COOP vs. PSN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COOP

PSN
PSN Risk / Return Rank: 3535
Overall Rank
PSN Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
PSN Sortino Ratio Rank: 3434
Sortino Ratio Rank
PSN Omega Ratio Rank: 3434
Omega Ratio Rank
PSN Calmar Ratio Rank: 3636
Calmar Ratio Rank
PSN Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COOP vs. PSN - Risk-Adjusted Trends 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

COOP vs. PSN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COOPPSNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

Drawdowns

COOP vs. PSN - Drawdown Comparison


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Drawdown Indicators


COOPPSNDifference

Max Drawdown

Largest peak-to-trough decline

-56.99%

Max Drawdown (1Y)

Largest decline over 1 year

-45.41%

Max Drawdown (3Y)

Largest decline over 3 years

-56.99%

Max Drawdown (5Y)

Largest decline over 5 years

-56.99%

Current Drawdown

Current decline from peak

-46.31%

Average Drawdown

Average peak-to-trough decline

-16.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.54%

Volatility

COOP vs. PSN - Volatility Comparison


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Volatility by Period


COOPPSNDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.35%

Volatility (6M)

Calculated over the trailing 6-month period

39.35%

Volatility (1Y)

Calculated over the trailing 1-year period

43.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.97%

Dividends

COOP vs. PSN - Dividend Comparison

COOP's dividend yield for the trailing twelve months is around 0.95%, while PSN has not paid dividends to shareholders.


PositionTTM2025
COOP
Mr. Cooper Group Inc.
0.95%0.95%
PSN
Parsons Corporation
0.00%0.00%

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


500.00M1.00B1.50B2.00B20222023202420252026
608.00M
1.49B
(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

0.0%10.0%20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
68.6%
0
Portfolio components
COOP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Mr. Cooper Group Inc. reported a gross profit of 417.00M and revenue of 608.00M. Therefore, the gross margin over that period was 68.6%.

PSN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Parsons Corporation reported a gross profit of 0.00 and revenue of 1.49B. Therefore, the gross margin over that period was 0.0%.

COOP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Mr. Cooper Group Inc. reported an operating income of 293.00M and revenue of 608.00M, resulting in an operating margin of 48.2%.

PSN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Parsons Corporation reported an operating income of 95.67M and revenue of 1.49B, resulting in an operating margin of 6.4%.

COOP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Mr. Cooper Group Inc. reported a net income of 198.00M and revenue of 608.00M, resulting in a net margin of 32.6%.

PSN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Parsons Corporation reported a net income of 52.93M and revenue of 1.49B, resulting in a net margin of 3.6%.


Frequently Asked Questions


COOP and PSN have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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