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

Correlation

The correlation between MTG and COOP is 0.31, 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: 0.3

Performance

MTG vs. COOP - Performance Comparison

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

400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
460.66%
826.75%
MTG
COOP

Key characteristics

Sharpe Ratio

MTG:

1.05

COOP:

1.38

Sortino Ratio

MTG:

1.50

COOP:

2.10

Omega Ratio

MTG:

1.19

COOP:

1.26

Calmar Ratio

MTG:

0.37

COOP:

2.47

Martin Ratio

MTG:

4.58

COOP:

8.69

Ulcer Index

MTG:

5.65%

COOP:

5.43%

Daily Std Dev

MTG:

24.65%

COOP:

34.10%

Max Drawdown

MTG:

-98.86%

COOP:

-87.08%

Current Drawdown

MTG:

-62.76%

COOP:

-17.14%

Fundamentals

Market Cap

MTG:

$5.83B

COOP:

$7.21B

EPS

MTG:

$2.91

COOP:

$10.40

PE Ratio

MTG:

8.26

COOP:

10.69

PS Ratio

MTG:

4.83

COOP:

3.24

PB Ratio

MTG:

1.13

COOP:

1.48

Total Revenue (TTM)

MTG:

$913.37M

COOP:

$1.87B

Gross Profit (TTM)

MTG:

$809.73M

COOP:

$923.00M

EBITDA (TTM)

MTG:

$734.81M

COOP:

$726.00M

Returns By Period

In the year-to-date period, MTG achieves a 1.89% return, which is significantly lower than COOP's 15.83% return. Over the past 10 years, MTG has underperformed COOP with an annualized return of 10.15%, while COOP has yielded a comparatively higher 13.72% annualized return.


MTG

YTD

1.89%

1M

2.65%

6M

-6.56%

1Y

25.40%

5Y*

33.98%

10Y*

10.15%

COOP

YTD

15.83%

1M

7.40%

6M

16.68%

1Y

46.77%

5Y*

68.49%

10Y*

13.72%

*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

MTG vs. COOP — Risk-Adjusted Performance Rank

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

MTG
The Risk-Adjusted Performance Rank of MTG is 8080
Overall Rank
The Sharpe Ratio Rank of MTG is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of MTG is 7979
Sortino Ratio Rank
The Omega Ratio Rank of MTG is 7676
Omega Ratio Rank
The Calmar Ratio Rank of MTG is 7070
Calmar Ratio Rank
The Martin Ratio Rank of MTG is 8686
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.

MTG vs. COOP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MGIC Investment Corporation (MTG) 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 MTG, currently valued at 1.05, compared to the broader market-2.00-1.000.001.002.003.00
MTG: 1.05
COOP: 1.38
The chart of Sortino ratio for MTG, currently valued at 1.50, compared to the broader market-6.00-4.00-2.000.002.004.00
MTG: 1.50
COOP: 2.10
The chart of Omega ratio for MTG, currently valued at 1.19, compared to the broader market0.501.001.502.00
MTG: 1.19
COOP: 1.26
The chart of Calmar ratio for MTG, currently valued at 1.80, compared to the broader market0.001.002.003.004.00
MTG: 1.80
COOP: 2.47
The chart of Martin ratio for MTG, currently valued at 4.58, compared to the broader market-5.000.005.0010.0015.0020.00
MTG: 4.58
COOP: 8.69

The current MTG Sharpe Ratio is 1.05, which is comparable to the COOP Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of MTG 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 Ratio0.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.05
1.38
MTG
COOP

Dividends

MTG vs. COOP - Dividend Comparison

MTG's dividend yield for the trailing twelve months is around 2.10%, while COOP has not paid dividends to shareholders.


TTM202420232022202120202019
MTG
MGIC Investment Corporation
2.10%2.07%2.23%2.77%1.94%1.91%0.85%
COOP
Mr. Cooper Group Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MTG vs. COOP - Drawdown Comparison

The maximum MTG drawdown since its inception was -98.86%, which is greater than COOP's maximum drawdown of -87.08%. Use the drawdown chart below to compare losses from any high point for MTG and COOP. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.25%
-17.14%
MTG
COOP

Volatility

MTG vs. COOP - Volatility Comparison

The current volatility for MGIC Investment Corporation (MTG) is 12.19%, while Mr. Cooper Group Inc. (COOP) has a volatility of 21.66%. This indicates that MTG 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
12.19%
21.66%
MTG
COOP

Financials

MTG vs. COOP - Financials Comparison

This section allows you to compare key financial metrics between MGIC Investment 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


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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