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

Correlation

The correlation between NMIH and COOP is 0.34, 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.


-0.50.00.51.00.3

Performance

NMIH vs. COOP - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
161.00%
662.34%
NMIH
COOP

Key characteristics

Sharpe Ratio

NMIH:

1.05

COOP:

1.75

Sortino Ratio

NMIH:

1.49

COOP:

2.50

Omega Ratio

NMIH:

1.19

COOP:

1.30

Calmar Ratio

NMIH:

1.31

COOP:

3.83

Martin Ratio

NMIH:

4.68

COOP:

11.41

Ulcer Index

NMIH:

5.21%

COOP:

4.07%

Daily Std Dev

NMIH:

23.29%

COOP:

26.55%

Max Drawdown

NMIH:

-73.07%

COOP:

-87.08%

Current Drawdown

NMIH:

-12.44%

COOP:

-6.20%

Fundamentals

Market Cap

NMIH:

$2.98B

COOP:

$6.30B

EPS

NMIH:

$4.37

COOP:

$7.78

PE Ratio

NMIH:

8.62

COOP:

12.65

Total Revenue (TTM)

NMIH:

$635.85M

COOP:

$2.12B

Gross Profit (TTM)

NMIH:

$635.32M

COOP:

$933.00M

EBITDA (TTM)

NMIH:

$515.95M

COOP:

$749.00M

Returns By Period

In the year-to-date period, NMIH achieves a 23.11% return, which is significantly lower than COOP's 46.10% return. Over the past 10 years, NMIH has outperformed COOP with an annualized return of 14.91%, while COOP has yielded a comparatively lower 14.02% annualized return.


NMIH

YTD

23.11%

1M

-3.64%

6M

10.29%

1Y

21.76%

5Y*

1.20%

10Y*

14.91%

COOP

YTD

46.10%

1M

-2.01%

6M

16.54%

1Y

45.63%

5Y*

49.59%

10Y*

14.02%

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

NMIH vs. COOP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NMI Holdings, Inc. (NMIH) 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 NMIH, currently valued at 1.05, compared to the broader market-4.00-2.000.002.001.051.75
The chart of Sortino ratio for NMIH, currently valued at 1.49, compared to the broader market-4.00-2.000.002.004.001.492.50
The chart of Omega ratio for NMIH, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.30
The chart of Calmar ratio for NMIH, currently valued at 1.31, compared to the broader market0.002.004.006.001.313.83
The chart of Martin ratio for NMIH, currently valued at 4.68, compared to the broader market-5.000.005.0010.0015.0020.0025.004.6811.41
NMIH
COOP

The current NMIH Sharpe Ratio is 1.05, which is lower than the COOP Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of NMIH 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.05
1.75
NMIH
COOP

Dividends

NMIH vs. COOP - Dividend Comparison

Neither NMIH nor COOP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NMIH vs. COOP - Drawdown Comparison

The maximum NMIH drawdown since its inception was -73.07%, smaller than the maximum COOP drawdown of -87.08%. Use the drawdown chart below to compare losses from any high point for NMIH and COOP. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.44%
-6.20%
NMIH
COOP

Volatility

NMIH vs. COOP - Volatility Comparison

NMI Holdings, Inc. (NMIH) has a higher volatility of 7.93% compared to Mr. Cooper Group Inc. (COOP) at 6.80%. This indicates that NMIH'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.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.93%
6.80%
NMIH
COOP

Financials

NMIH vs. COOP - Financials Comparison

This section allows you to compare key financial metrics between NMI Holdings, 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


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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