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

Correlation

The correlation between PSN 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.


-0.50.00.51.00.3

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.

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
20.70%
15.53%
PSN
COOP

Key characteristics

Sharpe Ratio

PSN:

1.71

COOP:

1.64

Sortino Ratio

PSN:

2.81

COOP:

2.37

Omega Ratio

PSN:

1.41

COOP:

1.28

Calmar Ratio

PSN:

3.15

COOP:

3.59

Martin Ratio

PSN:

8.37

COOP:

10.83

Ulcer Index

PSN:

6.30%

COOP:

4.02%

Daily Std Dev

PSN:

30.84%

COOP:

26.54%

Max Drawdown

PSN:

-43.79%

COOP:

-87.08%

Current Drawdown

PSN:

-16.24%

COOP:

-6.99%

Fundamentals

Market Cap

PSN:

$10.23B

COOP:

$6.30B

EPS

PSN:

$0.70

COOP:

$7.78

PE Ratio

PSN:

137.61

COOP:

12.65

Total Revenue (TTM)

PSN:

$6.51B

COOP:

$2.12B

Gross Profit (TTM)

PSN:

$1.40B

COOP:

$933.00M

EBITDA (TTM)

PSN:

$308.99M

COOP:

$749.00M

Returns By Period

In the year-to-date period, PSN achieves a 51.35% return, which is significantly higher than COOP's 44.87% return.


PSN

YTD

51.35%

1M

0.57%

6M

22.09%

1Y

52.20%

5Y*

18.41%

10Y*

N/A

COOP

YTD

44.87%

1M

-3.06%

6M

15.27%

1Y

43.26%

5Y*

49.44%

10Y*

15.41%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for PSN, currently valued at 1.71, compared to the broader market-4.00-2.000.002.001.711.64
The chart of Sortino ratio for PSN, currently valued at 2.81, compared to the broader market-4.00-2.000.002.004.002.812.37
The chart of Omega ratio for PSN, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.28
The chart of Calmar ratio for PSN, currently valued at 3.15, compared to the broader market0.002.004.006.003.153.59
The chart of Martin ratio for PSN, currently valued at 8.37, compared to the broader market0.0010.0020.008.3710.83
PSN
COOP

The current PSN Sharpe Ratio is 1.71, which is comparable to the COOP Sharpe Ratio of 1.64. 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.


Rolling 12-month Sharpe Ratio1.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.71
1.64
PSN
COOP

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 -43.79%, 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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.24%
-6.99%
PSN
COOP

Volatility

PSN vs. COOP - Volatility Comparison

Parsons Corporation (PSN) has a higher volatility of 7.97% compared to Mr. Cooper Group Inc. (COOP) at 6.66%. This indicates that PSN'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.97%
6.66%
PSN
COOP

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


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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