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

Correlation

The correlation between PSN and COOP is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

PSN vs. COOP - Performance Comparison

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

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Key characteristics

Sharpe Ratio

PSN:

-0.44

COOP:

1.05

Sortino Ratio

PSN:

-0.49

COOP:

1.84

Omega Ratio

PSN:

0.93

COOP:

1.23

Calmar Ratio

PSN:

-0.35

COOP:

1.99

Martin Ratio

PSN:

-0.74

COOP:

6.32

Ulcer Index

PSN:

24.37%

COOP:

6.34%

Daily Std Dev

PSN:

37.95%

COOP:

34.96%

Max Drawdown

PSN:

-51.15%

COOP:

-87.08%

Current Drawdown

PSN:

-43.44%

COOP:

-14.69%

Fundamentals

Market Cap

PSN:

$6.85B

COOP:

$7.61B

EPS

PSN:

$2.35

COOP:

$8.98

PE Ratio

PSN:

27.27

COOP:

12.75

PS Ratio

PSN:

1.01

COOP:

3.43

PB Ratio

PSN:

2.74

COOP:

1.56

Total Revenue (TTM)

PSN:

$6.77B

COOP:

$2.43B

Gross Profit (TTM)

PSN:

$1.44B

COOP:

$1.29B

EBITDA (TTM)

PSN:

$745.71M

COOP:

$856.00M

Returns By Period

In the year-to-date period, PSN achieves a -30.53% return, which is significantly lower than COOP's 19.26% return.


PSN

YTD

-30.53%

1M

1.30%

6M

-43.13%

1Y

-18.44%

5Y*

10.28%

10Y*

N/A

COOP

YTD

19.26%

1M

5.47%

6M

13.41%

1Y

36.36%

5Y*

64.92%

10Y*

13.50%

*Annualized

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Risk-Adjusted Performance

PSN vs. COOP — Risk-Adjusted Performance Rank

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

PSN
The Risk-Adjusted Performance Rank of PSN is 2828
Overall Rank
The Sharpe Ratio Rank of PSN is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of PSN is 2424
Sortino Ratio Rank
The Omega Ratio Rank of PSN is 2323
Omega Ratio Rank
The Calmar Ratio Rank of PSN is 2929
Calmar Ratio Rank
The Martin Ratio Rank of PSN is 3535
Martin Ratio Rank

COOP
The Risk-Adjusted Performance Rank of COOP is 8686
Overall Rank
The Sharpe Ratio Rank of COOP is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of COOP is 8484
Sortino Ratio Rank
The Omega Ratio Rank of COOP is 8080
Omega Ratio Rank
The Calmar Ratio Rank of COOP is 9393
Calmar Ratio Rank
The Martin Ratio Rank of COOP is 9090
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.

PSN vs. COOP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Parsons Corporation (PSN) 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.


The current PSN Sharpe Ratio is -0.44, which is lower than the COOP Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of PSN 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.


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Dividends

PSN vs. COOP - Dividend Comparison

Neither PSN nor COOP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PSN vs. COOP - Drawdown Comparison

The maximum PSN drawdown since its inception was -51.15%, smaller than the maximum COOP drawdown of -87.08%. Use the drawdown chart below to compare losses from any high point for PSN and COOP. For additional features, visit the drawdowns tool.


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Volatility

PSN vs. COOP - Volatility Comparison

The current volatility for Parsons Corporation (PSN) is 9.50%, while Mr. Cooper Group Inc. (COOP) has a volatility of 12.64%. This indicates that PSN 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.


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Financials

PSN vs. COOP - Financials Comparison

This section allows you to compare key financial metrics between Parsons 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


500.00M1.00B1.50B2.00B20212022202320242025
1.55B
560.00M
(PSN) Total Revenue
(COOP) Total Revenue
Values in USD except per share items

PSN vs. COOP - Profitability Comparison

The chart below illustrates the profitability comparison between Parsons 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

-20.0%0.0%20.0%40.0%60.0%80.0%20212022202320242025
22.8%
65.5%
(PSN) Gross Margin
(COOP) Gross Margin
PSN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Parsons Corporation reported a gross profit of 353.98M and revenue of 1.55B. Therefore, the gross margin over that period was 22.8%.

COOP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Mr. Cooper Group Inc. reported a gross profit of 367.00M and revenue of 560.00M. Therefore, the gross margin over that period was 65.5%.

PSN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Parsons Corporation reported an operating income of 109.23M and revenue of 1.55B, resulting in an operating margin of 7.0%.

COOP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Mr. Cooper Group Inc. reported an operating income of 106.00M and revenue of 560.00M, resulting in an operating margin of 18.9%.

PSN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Parsons Corporation reported a net income of 66.20M and revenue of 1.55B, resulting in a net margin of 4.3%.

COOP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Mr. Cooper Group Inc. reported a net income of 88.00M and revenue of 560.00M, resulting in a net margin of 15.7%.