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

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.

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MTG vs. COOP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MTG
MGIC Investment Corporation
-9.62%25.88%25.68%52.41%-7.50%17.19%-9.20%36.71%-25.87%38.47%
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%

Fundamentals

EPS

MTG:

$4.72

COOP:

$8.76

PE Ratio

MTG:

5.56

COOP:

24.07

PEG Ratio

MTG:

0.23

COOP:

0.24

PS Ratio

MTG:

3.39

COOP:

6.00

Total Revenue (TTM)

MTG:

$1.21B

COOP:

$2.29B

Gross Profit (TTM)

MTG:

$892.08M

COOP:

$1.68B

EBITDA (TTM)

MTG:

$748.66M

COOP:

$852.00M

Returns By Period


MTG

1D
0.04%
1M
-3.17%
YTD
-9.62%
6M
-5.51%
1Y
6.60%
3Y*
27.98%
5Y*
16.50%
10Y*
14.76%

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

MTG vs. COOP — Risk / Return Rank

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

MTG
MTG Risk / Return Rank: 4848
Overall Rank
MTG Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
MTG Sortino Ratio Rank: 4242
Sortino Ratio Rank
MTG Omega Ratio Rank: 4242
Omega Ratio Rank
MTG Calmar Ratio Rank: 5555
Calmar Ratio Rank
MTG Martin Ratio Rank: 5454
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.

MTG vs. COOP - Risk-Adjusted Trends 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.


MTGCOOPDifference

Sharpe ratio

Return per unit of total volatility

0.27

Sortino ratio

Return per unit of downside risk

0.52

Omega ratio

Gain probability vs. loss probability

1.07

Calmar ratio

Return relative to maximum drawdown

0.59

Martin ratio

Return relative to average drawdown

1.23

MTG vs. COOP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MTGCOOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

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.


Dividends

MTG vs. COOP - Dividend Comparison

MTG's dividend yield for the trailing twelve months is around 2.21%, more than COOP's 0.95% yield.


TTM2025202420232022202120202019
MTG
MGIC Investment Corporation
2.21%1.92%2.07%2.23%2.77%1.94%1.91%0.85%
COOP
Mr. Cooper Group Inc.
0.95%0.95%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MTG vs. COOP - Drawdown Comparison


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Drawdown Indicators


MTGCOOPDifference

Max Drawdown

Largest peak-to-trough decline

-98.86%

Max Drawdown (1Y)

Largest decline over 1 year

-13.93%

Max Drawdown (5Y)

Largest decline over 5 years

-30.08%

Max Drawdown (10Y)

Largest decline over 10 years

-68.14%

Current Drawdown

Current decline from peak

-58.41%

Average Drawdown

Average peak-to-trough decline

-52.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.73%

Volatility

MTG vs. COOP - Volatility Comparison


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Volatility by Period


MTGCOOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

Volatility (6M)

Calculated over the trailing 6-month period

17.48%

Volatility (1Y)

Calculated over the trailing 1-year period

25.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.62%

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


200.00M400.00M600.00M800.00M1.00B1.20B1.40BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
298.65M
608.00M
(MTG) Total Revenue
(COOP) Total Revenue
Values in USD except per share items

MTG vs. COOP - Profitability Comparison

The chart below illustrates the profitability comparison between MGIC Investment Corporation 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

0.0%20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
68.6%
Portfolio components
MTG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, MGIC Investment Corporation reported a gross profit of 0.00 and revenue of 298.65M. Therefore, the gross margin over that period was 0.0%.

COOP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 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%.

MTG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, MGIC Investment Corporation reported an operating income of 0.00 and revenue of 298.65M, resulting in an operating margin of 0.0%.

COOP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 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%.

MTG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, MGIC Investment Corporation reported a net income of 169.31M and revenue of 298.65M, resulting in a net margin of 56.7%.

COOP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 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%.