PFSI vs. COOP

Last updated Jun 3, 2026

PFSI (PennyMac Financial Services, Inc.) and COOP (Mr. Cooper Group Inc.) are both stocks. Both operate in the Mortgage Finance industry within the Financial Services sector. At a 0.37 correlation, their price movements are largely independent.

Performance

PFSI vs. COOP - Performance Comparison

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

Returns By Period

PFSI

• 1D: 1.88%
• 1M: -8.46%
• YTD: -35.82%
• 6M: -35.81%
• 1Y: -9.22%
• 3Y*: 10.89%
• 5Y*: 8.42%
• 10Y*: 20.94%

COOP

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

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

PFSI vs. COOP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PFSI PennyMac Financial Services, Inc.	-35.82%	30.55%	16.79%	57.84%	-17.58%	7.69%	95.33%	60.72%	-3.09%	34.23%
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 PFSI and COOP is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.59
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (10Y) Calculated over the trailing 10-year period	0.45
Correlation (All Time) Calculated using the full available price history since May 10, 2013	0.37

The correlation between PFSI and COOP shifts across timeframes, from 0.37 (all time) to 0.63 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap PFSI : $4.53B COOP : $13.72B
EPS PFSI : $9.41 COOP : $8.76
PE Ratio PFSI : 8.93 COOP : 24.07
PEG Ratio PFSI : 0.60 COOP : 0.24
PS Ratio PFSI : 1.28 COOP : 6.00
PB Ratio PFSI : 1.05 COOP : 2.69
Total Revenue (TTM) PFSI : $3.54B COOP : $2.29B
Gross Profit (TTM) PFSI : $2.50B COOP : $1.68B
EBITDA (TTM) PFSI : $1.04B COOP : $852.00M

Return for Risk

PFSI vs. COOP — Risk / Return Rank

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

PFSI

PFSI Risk / Return Rank: 32
PFSI Sharpe Ratio Rank: 32
PFSI Sortino Ratio Rank: 31
PFSI Omega Ratio Rank: 32
PFSI Calmar Ratio Rank: 32
PFSI Martin Ratio Rank: 32

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.

PFSI vs. COOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PennyMac Financial Services, Inc. (PFSI) 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.

	PFSI	COOP	Difference
Sharpe ratio Return per unit of total volatility	-0.20	—	—
Sortino ratio Return per unit of downside risk	0.06	—	—
Omega ratio Gain probability vs. loss probability	1.01	—	—
Calmar ratio Return relative to maximum drawdown	-0.24	—	—
Martin ratio Return relative to average drawdown	-0.45	—	—
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

	PFSI	COOP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.20	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.23	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	—	—

Drawdowns

Drawdown Indicators

	PFSI	COOP	Difference
Max Drawdown Largest peak-to-trough decline	-56.49%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-47.92%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-47.92%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-47.92%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-56.49%	—	—
Current Drawdown Current decline from peak	-46.94%	—	—
Average Drawdown Average peak-to-trough decline	-17.15%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	25.59%	—	—

Volatility

Volatility by Period

	PFSI	COOP	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.44%	—	—
Volatility (6M) Calculated over the trailing 6-month period	46.17%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	45.81%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.46%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.41%	—	—

Dividends

PFSI vs. COOP - Dividend Comparison

PFSI's dividend yield for the trailing twelve months is around 1.43%, more than COOP's 0.95% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
COOP Mr. Cooper Group Inc.	0.95%	0.95%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PFSI PennyMac Financial Services, Inc.	1.43%	0.91%	0.98%	0.91%	1.41%	1.15%	0.82%	0.35%	1.88%

Financials

PFSI vs. COOP - Profitability Comparison

The chart below illustrates the profitability comparison between PennyMac Financial Services, Inc. and Mr. Cooper Group Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

PFSI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, PennyMac Financial Services, Inc. reported a gross profit of 530.59M and revenue of 544.98M. Therefore, the gross margin over that period was 97.4%.

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%.

PFSI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, PennyMac Financial Services, Inc. reported an operating income of 293.10M and revenue of 544.98M, resulting in an operating margin of 53.8%.

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%.

PFSI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, PennyMac Financial Services, Inc. reported a net income of 82.32M and revenue of 544.98M, resulting in a net margin of 15.1%.

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 PFSI and COOP in my portfolio?

PFSI and COOP have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.