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

Correlation

The correlation between KRYS and COOP is 0.22, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

KRYS vs. COOP - Performance Comparison

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

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%NovemberDecember2025FebruaryMarchApril
1,484.30%
742.50%
KRYS
COOP

Key characteristics

Sharpe Ratio

KRYS:

-0.02

COOP:

1.38

Sortino Ratio

KRYS:

0.27

COOP:

2.10

Omega Ratio

KRYS:

1.03

COOP:

1.26

Calmar Ratio

KRYS:

-0.03

COOP:

2.47

Martin Ratio

KRYS:

-0.06

COOP:

8.69

Ulcer Index

KRYS:

15.85%

COOP:

5.43%

Daily Std Dev

KRYS:

41.36%

COOP:

34.10%

Max Drawdown

KRYS:

-53.42%

COOP:

-87.08%

Current Drawdown

KRYS:

-21.10%

COOP:

-17.14%

Fundamentals

Market Cap

KRYS:

$4.87B

COOP:

$7.12B

EPS

KRYS:

$3.00

COOP:

$10.40

PE Ratio

KRYS:

56.19

COOP:

10.69

PS Ratio

KRYS:

16.77

COOP:

3.20

PB Ratio

KRYS:

5.15

COOP:

1.48

Total Revenue (TTM)

KRYS:

$245.26M

COOP:

$1.87B

Gross Profit (TTM)

KRYS:

$225.64M

COOP:

$923.00M

EBITDA (TTM)

KRYS:

$92.22M

COOP:

$726.00M

Returns By Period

In the year-to-date period, KRYS achieves a 7.60% return, which is significantly lower than COOP's 15.83% return.


KRYS

YTD

7.60%

1M

-10.63%

6M

-5.93%

1Y

6.33%

5Y*

30.18%

10Y*

N/A

COOP

YTD

15.83%

1M

5.32%

6M

16.68%

1Y

43.40%

5Y*

70.65%

10Y*

13.81%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

KRYS vs. COOP — Risk-Adjusted Performance Rank

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

KRYS
The Risk-Adjusted Performance Rank of KRYS is 5050
Overall Rank
The Sharpe Ratio Rank of KRYS is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of KRYS is 4747
Sortino Ratio Rank
The Omega Ratio Rank of KRYS is 4646
Omega Ratio Rank
The Calmar Ratio Rank of KRYS is 5252
Calmar Ratio Rank
The Martin Ratio Rank of KRYS is 5353
Martin Ratio Rank

COOP
The Risk-Adjusted Performance Rank of COOP is 9191
Overall Rank
The Sharpe Ratio Rank of COOP is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of COOP is 8888
Sortino Ratio Rank
The Omega Ratio Rank of COOP is 8585
Omega Ratio Rank
The Calmar Ratio Rank of COOP is 9696
Calmar Ratio Rank
The Martin Ratio Rank of COOP is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KRYS vs. COOP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Krystal Biotech, Inc. (KRYS) 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.


Sharpe ratio
The chart of Sharpe ratio for KRYS, currently valued at -0.02, compared to the broader market-2.00-1.000.001.002.003.00
KRYS: -0.02
COOP: 1.38
The chart of Sortino ratio for KRYS, currently valued at 0.27, compared to the broader market-6.00-4.00-2.000.002.004.00
KRYS: 0.27
COOP: 2.10
The chart of Omega ratio for KRYS, currently valued at 1.03, compared to the broader market0.501.001.502.00
KRYS: 1.03
COOP: 1.26
The chart of Calmar ratio for KRYS, currently valued at -0.03, compared to the broader market0.001.002.003.004.00
KRYS: -0.03
COOP: 2.47
The chart of Martin ratio for KRYS, currently valued at -0.06, compared to the broader market-5.000.005.0010.0015.0020.00
KRYS: -0.06
COOP: 8.69

The current KRYS Sharpe Ratio is -0.02, which is lower than the COOP Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of KRYS and COOP, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.02
1.38
KRYS
COOP

Dividends

KRYS vs. COOP - Dividend Comparison

Neither KRYS nor COOP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

KRYS vs. COOP - Drawdown Comparison

The maximum KRYS drawdown since its inception was -53.42%, smaller than the maximum COOP drawdown of -87.08%. Use the drawdown chart below to compare losses from any high point for KRYS and COOP. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.10%
-17.14%
KRYS
COOP

Volatility

KRYS vs. COOP - Volatility Comparison

The current volatility for Krystal Biotech, Inc. (KRYS) is 13.69%, while Mr. Cooper Group Inc. (COOP) has a volatility of 21.66%. This indicates that KRYS experiences smaller price fluctuations and is considered to be less risky than COOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
13.69%
21.66%
KRYS
COOP

Financials

KRYS vs. COOP - Financials Comparison

This section allows you to compare key financial metrics between Krystal Biotech, Inc. 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


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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