PortfoliosLab logoPortfoliosLab logo
CW vs. COOP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CW vs. COOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Curtiss-Wright Corporation (CW) and Mr. Cooper Group Inc. (COOP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


CW

1D
0.10%
1M
0.93%
YTD
37.55%
6M
38.99%
1Y
60.13%
3Y*
63.08%
5Y*
43.15%
10Y*
25.12%

COOP

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CW vs. COOP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CW
Curtiss-Wright Corporation
37.55%55.66%59.73%33.98%21.03%19.86%-16.83%38.70%-15.79%24.56%
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%

Correlation

The correlation between CW and COOP is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.02

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

0.22

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

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2012

0.24

Over the past year, the correlation between CW and COOP has dropped to 0.02 - well below their long-term average of 0.24, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

CW:

$28.09B

COOP:

$13.72B

EPS

CW:

$13.64

COOP:

$8.76

PE Ratio

CW:

55.58

COOP:

24.07

PEG Ratio

CW:

3.03

COOP:

0.24

PS Ratio

CW:

7.88

COOP:

6.00

PB Ratio

CW:

10.67

COOP:

2.69

Total Revenue (TTM)

CW:

$3.61B

COOP:

$2.29B

Gross Profit (TTM)

CW:

$1.34B

COOP:

$1.68B

EBITDA (TTM)

CW:

$745.31M

COOP:

$852.00M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CW vs. COOP — Risk / Return Rank

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

CW
CW Risk / Return Rank: 8787
Overall Rank
CW Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CW Sortino Ratio Rank: 8383
Sortino Ratio Rank
CW Omega Ratio Rank: 8282
Omega Ratio Rank
CW Calmar Ratio Rank: 9292
Calmar Ratio Rank
CW Martin Ratio Rank: 9292
Martin Ratio Rank

COOP

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

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.

CW vs. COOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Curtiss-Wright Corporation (CW) and Mr. Cooper Group Inc. (COOP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CWCOOPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

4.66

Martin ratioReturn relative to average drawdown

13.53

CW vs. COOP - Sharpe Ratio Comparison


Loading charts...

Drawdowns

CW vs. COOP - Drawdown Comparison


Loading charts...

Drawdown Indicators


CWCOOPDifference

Max Drawdown

Largest peak-to-trough decline

-59.19%

Max Drawdown (1Y)

Largest decline over 1 year

-12.97%

Max Drawdown (3Y)

Largest decline over 3 years

-27.21%

Max Drawdown (5Y)

Largest decline over 5 years

-27.21%

Max Drawdown (10Y)

Largest decline over 10 years

-48.73%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-13.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.46%

Volatility

CW vs. COOP - Volatility Comparison


Loading charts...

Volatility by Period


CWCOOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.40%

Volatility (6M)

Calculated over the trailing 6-month period

26.00%

Volatility (1Y)

Calculated over the trailing 1-year period

32.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.31%

Dividends

CW vs. COOP - Dividend Comparison

CW's dividend yield for the trailing twelve months is around 0.13%, while COOP has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
CW
Curtiss-Wright Corporation
0.13%0.17%0.23%0.35%0.45%0.51%0.58%0.47%0.59%0.46%0.53%0.76%

Financials

CW vs. COOP - Financials Comparison

This section allows you to compare key financial metrics between Curtiss-Wright Corporation and Mr. Cooper Group Inc.. 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


400.00M600.00M800.00M1.00B1.20B1.40B20222023202420252026
913.69M
608.00M
(CW) Total Revenue
(COOP) Total Revenue
Values in USD except per share items

CW vs. COOP - Profitability Comparison

The chart below illustrates the profitability comparison between Curtiss-Wright Corporation and Mr. Cooper Group Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%20222023202420252026
36.3%
68.6%
Portfolio components
CW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported a gross profit of 331.48M and revenue of 913.69M. Therefore, the gross margin over that period was 36.3%.

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%.

CW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported an operating income of 160.42M and revenue of 913.69M, resulting in an operating margin of 17.6%.

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%.

CW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Curtiss-Wright Corporation reported a net income of 128.19M and revenue of 913.69M, resulting in a net margin of 14.0%.

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%.


Frequently Asked Questions


CW and COOP have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for CW and COOP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer