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

Correlation

The correlation between KRYS and COOP is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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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Key characteristics

Sharpe Ratio

KRYS:

-0.30

COOP:

1.65

Sortino Ratio

KRYS:

-0.22

COOP:

2.27

Omega Ratio

KRYS:

0.97

COOP:

1.28

Calmar Ratio

KRYS:

-0.40

COOP:

2.64

Martin Ratio

KRYS:

-0.88

COOP:

8.29

Ulcer Index

KRYS:

17.30%

COOP:

6.38%

Daily Std Dev

KRYS:

43.96%

COOP:

35.92%

Max Drawdown

KRYS:

-53.42%

COOP:

-87.08%

Current Drawdown

KRYS:

-37.04%

COOP:

-4.37%

Fundamentals

Market Cap

KRYS:

$4.03B

COOP:

$7.63B

EPS

KRYS:

$4.17

COOP:

$8.98

PE Ratio

KRYS:

33.44

COOP:

13.27

PS Ratio

KRYS:

12.08

COOP:

3.43

PB Ratio

KRYS:

4.09

COOP:

1.55

Total Revenue (TTM)

KRYS:

$333.45M

COOP:

$2.43B

Gross Profit (TTM)

KRYS:

$308.79M

COOP:

$1.29B

EBITDA (TTM)

KRYS:

$130.03M

COOP:

$856.00M

Returns By Period

In the year-to-date period, KRYS achieves a -14.13% return, which is significantly lower than COOP's 33.68% return.


KRYS

YTD

-14.13%

1M

-18.47%

6M

-28.14%

1Y

-13.11%

5Y*

17.95%

10Y*

N/A

COOP

YTD

33.68%

1M

16.68%

6M

26.83%

1Y

58.50%

5Y*

72.85%

10Y*

14.55%

*Annualized

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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 2929
Overall Rank
The Sharpe Ratio Rank of KRYS is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of KRYS is 2929
Sortino Ratio Rank
The Omega Ratio Rank of KRYS is 2929
Omega Ratio Rank
The Calmar Ratio Rank of KRYS is 2424
Calmar Ratio Rank
The Martin Ratio Rank of KRYS is 2929
Martin Ratio Rank

COOP
The Risk-Adjusted Performance Rank of COOP is 9191
Overall Rank
The Sharpe Ratio Rank of COOP is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of COOP is 8989
Sortino Ratio Rank
The Omega Ratio Rank of COOP is 8686
Omega Ratio Rank
The Calmar Ratio Rank of COOP is 9696
Calmar Ratio Rank
The Martin Ratio Rank of COOP is 9393
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.


The current KRYS Sharpe Ratio is -0.30, which is lower than the COOP Sharpe Ratio of 1.65. 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.


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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.


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Volatility

KRYS vs. COOP - Volatility Comparison

Krystal Biotech, Inc. (KRYS) has a higher volatility of 18.92% compared to Mr. Cooper Group Inc. (COOP) at 14.10%. This indicates that KRYS's price experiences larger fluctuations and is considered to be riskier than COOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


0.00200.00M400.00M600.00M800.00M1.00B1.20B1.40B20212022202320242025
88.18M
560.00M
(KRYS) Total Revenue
(COOP) Total Revenue
Values in USD except per share items

KRYS vs. COOP - Profitability Comparison

The chart below illustrates the profitability comparison between Krystal Biotech, Inc. 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

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%20212022202320242025
94.3%
65.5%
(KRYS) Gross Margin
(COOP) Gross Margin
KRYS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Krystal Biotech, Inc. reported a gross profit of 83.16M and revenue of 88.18M. Therefore, the gross margin over that period was 94.3%.

COOP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Mr. Cooper Group Inc. reported a gross profit of 367.00M and revenue of 560.00M. Therefore, the gross margin over that period was 65.5%.

KRYS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Krystal Biotech, Inc. reported an operating income of 36.18M and revenue of 88.18M, resulting in an operating margin of 41.0%.

COOP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Mr. Cooper Group Inc. reported an operating income of 106.00M and revenue of 560.00M, resulting in an operating margin of 18.9%.

KRYS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Krystal Biotech, Inc. reported a net income of 35.73M and revenue of 88.18M, resulting in a net margin of 40.5%.

COOP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Mr. Cooper Group Inc. reported a net income of 88.00M and revenue of 560.00M, resulting in a net margin of 15.7%.