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

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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Returns By Period


PSN

1D
-6.82%
1M
-9.42%
YTD
-21.28%
6M
-21.75%
1Y
-27.40%
3Y*
0.96%
5Y*
4.21%
10Y*

COOP

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSN vs. COOP - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PSN
Parsons Corporation
-21.28%-33.01%47.11%35.59%37.44%-7.58%-11.80%34.68%
COOP
Mr. Cooper Group Inc.
0.00%121.64%47.44%62.27%-3.56%34.10%148.04%35.54%

Correlation

The correlation between PSN and COOP is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (All Time)
Calculated using the full available price history since May 8, 2019

0.28

The correlation between PSN and COOP shifts across timeframes, from 0.14 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

PSN:

$2.78

COOP:

$8.76

PE Ratio

PSN:

17.48

COOP:

24.07

PEG Ratio

PSN:

0.43

COOP:

0.24

PS Ratio

PSN:

0.63

COOP:

6.00

Total Revenue (TTM)

PSN:

$6.30B

COOP:

$2.29B

Gross Profit (TTM)

PSN:

$1.08B

COOP:

$1.68B

EBITDA (TTM)

PSN:

$507.45M

COOP:

$852.00M

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Return for Risk

PSN vs. COOP — Risk / Return Rank

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

PSN
PSN Risk / Return Rank: 1717
Overall Rank
PSN Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PSN Sortino Ratio Rank: 1818
Sortino Ratio Rank
PSN Omega Ratio Rank: 1616
Omega Ratio Rank
PSN Calmar Ratio Rank: 2020
Calmar Ratio Rank
PSN Martin Ratio Rank: 1818
Martin Ratio Rank

COOP

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

PSN vs. COOP - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PSNCOOPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.91

Calmar ratioReturn relative to maximum drawdown

-0.60

Martin ratioReturn relative to average drawdown

-1.10

PSN vs. COOP - Sharpe Ratio Comparison


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Drawdowns

PSN vs. COOP - Drawdown Comparison


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Drawdown Indicators


PSNCOOPDifference

Max Drawdown

Largest peak-to-trough decline

-57.06%

Max Drawdown (1Y)

Largest decline over 1 year

-45.51%

Max Drawdown (3Y)

Largest decline over 3 years

-57.06%

Max Drawdown (5Y)

Largest decline over 5 years

-57.06%

Current Drawdown

Current decline from peak

-57.06%

Average Drawdown

Average peak-to-trough decline

-16.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.99%

Volatility

PSN vs. COOP - Volatility Comparison


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Volatility by Period


PSNCOOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.28%

Volatility (6M)

Calculated over the trailing 6-month period

31.86%

Volatility (1Y)

Calculated over the trailing 1-year period

43.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.07%

Dividends

PSN vs. COOP - Dividend Comparison

Neither PSN nor COOP has paid dividends to shareholders.


PositionTTM2025
COOP
Mr. Cooper Group Inc.
0.95%0.95%
PSN
Parsons Corporation
0.00%0.00%

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


500.00M1.00B1.50B2.00B20222023202420252026
1.49B
608.00M
(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

0.0%10.0%20.0%30.0%40.0%50.0%60.0%70.0%202220232024202520260
68.6%
Portfolio components
PSN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Parsons Corporation reported a gross profit of 0.00 and revenue of 1.49B. 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 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%.

PSN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Parsons Corporation reported an operating income of 95.67M and revenue of 1.49B, resulting in an operating margin of 6.4%.

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%.

PSN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Parsons Corporation reported a net income of 52.93M and revenue of 1.49B, resulting in a net margin of 3.6%.

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


PSN and COOP have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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