MSADY vs. COOP

Last updated Jun 9, 2026

MSADY (MS&AD Insurance Group Holdings PK) and COOP (Mr. Cooper Group Inc.) are both stocks. Both are in the Financial Services sector — MSADY in Insurance - Property & Casualty, COOP in Mortgage Finance. At a 0.15 correlation, their price movements are largely independent.

Performance

MSADY vs. COOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MS&AD Insurance Group Holdings PK (MSADY) and Mr. Cooper Group Inc. (COOP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

MSADY

• 1D: 4.16%
• 1M: 9.36%
• YTD: 18.65%
• 6M: 21.96%
• 1Y: 15.21%
• 3Y*: 32.88%
• 5Y*: 23.00%
• 10Y*: 12.97%

COOP

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

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

MSADY vs. COOP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MSADY MS&AD Insurance Group Holdings PK	18.65%	9.99%	70.58%	23.02%	3.31%	0.52%	-6.76%	16.74%	-16.97%	12.03%
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 MSADY 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	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (10Y) Calculated over the trailing 10-year period	0.19
Correlation (All Time) Calculated using the full available price history since Mar 29, 2012	0.15

The correlation between MSADY and COOP shifts across timeframes, from 0.02 (1 year) to 0.19 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap MSADY : $40.27B COOP : $13.72B
EPS MSADY : $537.41 COOP : $8.76
PE Ratio MSADY : 0.05 COOP : 24.07
PEG Ratio MSADY : 0.00 COOP : 0.24
PS Ratio MSADY : 0.01 COOP : 6.00
PB Ratio MSADY : 0.01 COOP : 2.69
Total Revenue (TTM) MSADY : $7.75T COOP : $2.29B
Gross Profit (TTM) MSADY : $5.06T COOP : $1.68B
EBITDA (TTM) MSADY : $782.77B COOP : $852.00M

Return for Risk

MSADY vs. COOP — Risk / Return Rank

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

MSADY

MSADY Risk / Return Rank: 59
MSADY Sharpe Ratio Rank: 62
MSADY Sortino Ratio Rank: 56
MSADY Omega Ratio Rank: 53
MSADY Calmar Ratio Rank: 61
MSADY Martin Ratio Rank: 60

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.

MSADY vs. COOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MS&AD Insurance Group Holdings PK (MSADY) 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.

	MSADY	COOP	Difference
Sharpe ratio: Return per unit of total volatility	0.59	—	—
Sortino ratio: Return per unit of downside risk	1.03	—	—
Omega ratio: Gain probability vs. loss probability	1.12	—	—
Calmar ratio: Return relative to maximum drawdown	0.87	—	—
Martin ratio: Return relative to average drawdown	1.82	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	MSADY	COOP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.59	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.81	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	—	—

Drawdowns

Drawdown Indicators

	MSADY	COOP	Difference
Max Drawdown Largest peak-to-trough decline	-50.41%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-17.55%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-21.28%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-29.89%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.77%	—	—
Current Drawdown Current decline from peak	-2.46%	—	—
Average Drawdown Average peak-to-trough decline	-15.39%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	8.39%	—	—

Volatility

Volatility by Period

	MSADY	COOP	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.35%	—	—
Volatility (6M) Calculated over the trailing 6-month period	20.47%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	26.05%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.40%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.05%	—	—

Dividends

MSADY vs. COOP - Dividend Comparison

Neither MSADY nor COOP has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
MSADY MS&AD Insurance Group Holdings PK	0.00%	2.13%	2.21%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1.84%	3.11%

Financials

MSADY vs. COOP - Profitability Comparison

The chart below illustrates the profitability comparison between MS&AD Insurance Group Holdings PK and Mr. Cooper Group Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

MSADY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MS&AD Insurance Group Holdings PK reported a gross profit of 547.42B and revenue of 1.46T. Therefore, the gross margin over that period was 37.4%.

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%.

MSADY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MS&AD Insurance Group Holdings PK reported an operating income of 182.21B and revenue of 1.46T, resulting in an operating margin of 12.5%.

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%.

MSADY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MS&AD Insurance Group Holdings PK reported a net income of 132.63B and revenue of 1.46T, resulting in a net margin of 9.1%.

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

Can I hold both MSADY and COOP in my portfolio?

MSADY 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.