COOP vs. WMS

Last updated Jun 4, 2026

COOP (Mr. Cooper Group Inc.) and WMS (Advanced Drainage Systems, Inc.) are both stocks. COOP operates in Mortgage Finance (Financial Services), while WMS operates in Building Products & Equipment (Industrials). At a 0.32 correlation, their price movements are largely independent.

Performance

COOP vs. WMS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mr. Cooper Group Inc. (COOP) and Advanced Drainage Systems, Inc. (WMS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

COOP

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

WMS

• 1D: -2.32%
• 1M: -5.72%
• YTD: -8.28%
• 6M: -12.56%
• 1Y: 20.25%
• 3Y*: 8.79%
• 5Y*: 4.46%
• 10Y*: 19.83%

*Multi-year figures are annualized to reflect compound growth (CAGR)

COOP vs. WMS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
COOP Mr. Cooper Group Inc.	0.00%	121.64%	47.44%	62.27%	-3.56%	34.10%	148.04%	7.20%	14.53%	-45.22%
WMS Advanced Drainage Systems, Inc.	-8.28%	25.97%	-17.48%	72.44%	-39.53%	63.46%	116.70%	67.74%	2.78%	17.27%

Correlation

The correlation between COOP and WMS is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (5Y) Calculated over the trailing 5-year period	0.43
Correlation (10Y) Calculated over the trailing 10-year period	0.36
Correlation (All Time) Calculated using the full available price history since Jul 28, 2014	0.32

The correlation between COOP and WMS shifts across timeframes, from 0.19 (1 year) to 0.43 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap COOP : $13.72B WMS : $10.40B
EPS COOP : $8.76 WMS : $5.45
PE Ratio COOP : 24.07 WMS : 24.33
PEG Ratio COOP : 0.24 WMS : 1.21
PS Ratio COOP : 6.00 WMS : 3.25
Total Revenue (TTM) COOP : $2.29B WMS : $3.19B
Gross Profit (TTM) COOP : $1.68B WMS : $1.27B
EBITDA (TTM) COOP : $852.00M WMS : $586.61M

Return for Risk

COOP vs. WMS — Risk / Return Rank

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

WMS

WMS Risk / Return Rank: 57
WMS Sharpe Ratio Rank: 58
WMS Sortino Ratio Rank: 56
WMS Omega Ratio Rank: 52
WMS Calmar Ratio Rank: 58
WMS Martin Ratio Rank: 59

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. WMS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mr. Cooper Group Inc. (COOP) and Advanced Drainage Systems, Inc. (WMS). 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.

Sharpe Ratios by Period

	COOP	WMS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.52	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.11	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.50	—

Drawdowns

Drawdown Indicators

	COOP	WMS	Difference
Max Drawdown Largest peak-to-trough decline	—	-53.58%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-24.96%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-45.75%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-50.12%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-53.58%	—
Current Drawdown Current decline from peak	—	-25.25%	—
Average Drawdown Average peak-to-trough decline	—	-17.89%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	10.20%	—

Volatility

Volatility by Period

	COOP	WMS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	10.57%	—
Volatility (6M) Calculated over the trailing 6-month period	—	25.53%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	39.01%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	42.02%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	41.62%	—

Dividends

COOP vs. WMS - Dividend Comparison

COOP's dividend yield for the trailing twelve months is around 0.95%, more than WMS's 0.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COOP Mr. Cooper Group Inc.	0.95%	0.95%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WMS Advanced Drainage Systems, Inc.	0.56%	0.48%	0.54%	0.38%	0.57%	0.31%	0.43%	3.48%	1.28%	1.13%	1.12%	0.79%

Financials

COOP vs. WMS - Profitability Comparison

The chart below illustrates the profitability comparison between Mr. Cooper Group Inc. and Advanced Drainage Systems, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

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%.

WMS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Advanced Drainage Systems, Inc. reported a gross profit of 354.44M and revenue of 816.10M. Therefore, the gross margin over that period was 43.4%.

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%.

WMS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Advanced Drainage Systems, Inc. reported an operating income of 53.25M and revenue of 816.10M, resulting in an operating margin of 6.5%.

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%.

WMS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Advanced Drainage Systems, Inc. reported a net income of 32.90M and revenue of 816.10M, resulting in a net margin of 4.0%.

Frequently Asked Questions

Can I hold both COOP and WMS in my portfolio?

COOP and WMS have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.