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KRYS vs. COOP
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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KRYS vs. COOP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KRYS
Krystal Biotech, Inc.
5.02%57.37%26.28%56.60%13.25%16.58%8.34%166.51%97.53%-1.13%
COOP
Mr. Cooper Group Inc.
0.00%121.64%47.44%62.27%-3.56%34.10%148.04%7.20%14.53%-22.81%

Fundamentals

Market Cap

KRYS:

$7.75B

COOP:

$13.72B

EPS

KRYS:

$6.86

COOP:

$8.76

PE Ratio

KRYS:

37.72

COOP:

24.07

PEG Ratio

KRYS:

0.09

COOP:

0.24

PS Ratio

KRYS:

19.86

COOP:

6.00

PB Ratio

KRYS:

6.36

COOP:

2.69

Total Revenue (TTM)

KRYS:

$389.13M

COOP:

$2.29B

Gross Profit (TTM)

KRYS:

$0.00

COOP:

$1.68B

EBITDA (TTM)

KRYS:

$161.30M

COOP:

$852.00M

Returns By Period


KRYS

1D
0.23%
1M
0.04%
YTD
5.02%
6M
44.15%
1Y
48.30%
3Y*
47.88%
5Y*
27.54%
10Y*

COOP

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

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Return for Risk

KRYS vs. COOP — Risk / Return Rank

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

KRYS
KRYS Risk / Return Rank: 7070
Overall Rank
KRYS Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
KRYS Sortino Ratio Rank: 6969
Sortino Ratio Rank
KRYS Omega Ratio Rank: 7070
Omega Ratio Rank
KRYS Calmar Ratio Rank: 6868
Calmar Ratio Rank
KRYS Martin Ratio Rank: 6666
Martin Ratio Rank

COOP
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.

KRYS vs. COOP - Risk-Adjusted Trends 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.


KRYSCOOPDifference

Sharpe ratio

Return per unit of total volatility

1.14

Sortino ratio

Return per unit of downside risk

1.61

Omega ratio

Gain probability vs. loss probability

1.22

Calmar ratio

Return relative to maximum drawdown

1.37

Martin ratio

Return relative to average drawdown

2.98

KRYS vs. COOP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KRYSCOOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

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.


Dividends

KRYS vs. COOP - Dividend Comparison

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


TTM2025
KRYS
Krystal Biotech, Inc.
0.00%0.00%
COOP
Mr. Cooper Group Inc.
0.95%0.95%

Drawdowns

KRYS vs. COOP - Drawdown Comparison


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Drawdown Indicators


KRYSCOOPDifference

Max Drawdown

Largest peak-to-trough decline

-53.42%

Max Drawdown (1Y)

Largest decline over 1 year

-31.85%

Max Drawdown (5Y)

Largest decline over 5 years

-51.34%

Current Drawdown

Current decline from peak

-11.31%

Average Drawdown

Average peak-to-trough decline

-16.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.61%

Volatility

KRYS vs. COOP - Volatility Comparison


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Volatility by Period


KRYSCOOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.78%

Volatility (6M)

Calculated over the trailing 6-month period

25.71%

Volatility (1Y)

Calculated over the trailing 1-year period

42.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

76.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

74.80%

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


0.00200.00M400.00M600.00M800.00M1.00B1.20B1.40BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
107.11M
608.00M
(KRYS) Total Revenue
(COOP) Total Revenue
Values in USD except per share items