WMS vs. COOP

Last updated Jun 5, 2026

WMS (Advanced Drainage Systems, Inc.) and COOP (Mr. Cooper Group Inc.) are both stocks. WMS operates in Building Products & Equipment (Industrials), while COOP operates in Mortgage Finance (Financial Services). At a 0.32 correlation, their price movements are largely independent.

Performance

WMS vs. COOP - Performance Comparison

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

Returns By Period

WMS

• 1D: -0.99%
• 1M: -7.89%
• YTD: -9.19%
• 6M: -12.34%
• 1Y: 16.52%
• 3Y*: 9.13%
• 5Y*: 4.25%
• 10Y*: 19.61%

COOP

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

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

WMS vs. COOP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WMS Advanced Drainage Systems, Inc.	-9.19%	25.97%	-17.48%	72.44%	-39.53%	63.46%	116.70%	67.74%	2.78%	17.27%
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 WMS and COOP is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (5Y) Calculated over the trailing 5-year period	0.43
Correlation (10Y) Calculated over the trailing 10-year period	0.36
Correlation (All Time) Calculated using the full available price history since Jul 28, 2014	0.32

The correlation between WMS and COOP shifts across timeframes, from 0.20 (1 year) to 0.43 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap WMS : $10.30B COOP : $13.72B
EPS WMS : $5.45 COOP : $8.76
PE Ratio WMS : 24.09 COOP : 24.07
PEG Ratio WMS : 1.20 COOP : 0.24
PS Ratio WMS : 3.22 COOP : 6.00
Total Revenue (TTM) WMS : $3.19B COOP : $2.29B
Gross Profit (TTM) WMS : $1.27B COOP : $1.68B
EBITDA (TTM) WMS : $586.61M COOP : $852.00M

Return for Risk

WMS vs. COOP — Risk / Return Rank

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

WMS

WMS Risk / Return Rank: 55
WMS Sharpe Ratio Rank: 56
WMS Sortino Ratio Rank: 54
WMS Omega Ratio Rank: 51
WMS Calmar Ratio Rank: 56
WMS Martin Ratio Rank: 57

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.

WMS vs. COOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Advanced Drainage Systems, Inc. (WMS) 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.

	WMS	COOP	Difference
Sharpe ratio: Return per unit of total volatility	0.43	—	—
Sortino ratio: Return per unit of downside risk	0.98	—	—
Omega ratio: Gain probability vs. loss probability	1.11	—	—
Calmar ratio: Return relative to maximum drawdown	0.66	—	—
Martin ratio: Return relative to average drawdown	1.61	—	—
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

	WMS	COOP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.43	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.10	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	—	—

Drawdowns

Drawdown Indicators

	WMS	COOP	Difference
Max Drawdown Largest peak-to-trough decline	-53.58%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-25.00%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-45.75%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-50.12%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-53.58%	—	—
Current Drawdown Current decline from peak	-25.99%	—	—
Average Drawdown Average peak-to-trough decline	-17.89%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	10.32%	—	—

Volatility

Volatility by Period

	WMS	COOP	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.45%	—	—
Volatility (6M) Calculated over the trailing 6-month period	25.54%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	38.90%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.02%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.61%	—	—

Dividends

WMS vs. COOP - Dividend Comparison

WMS's dividend yield for the trailing twelve months is around 0.56%, less than COOP's 0.95% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COOP Mr. Cooper Group Inc.	0.95%	0.95%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WMS Advanced Drainage Systems, Inc.	0.56%	0.48%	0.54%	0.38%	0.57%	0.31%	0.43%	3.48%	1.28%	1.13%	1.12%	0.79%

Financials

WMS vs. COOP - Profitability Comparison

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

WMS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Advanced Drainage Systems, Inc. reported a gross profit of 354.44M and revenue of 816.10M. Therefore, the gross margin over that period was 43.4%.

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%.

WMS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Advanced Drainage Systems, Inc. reported an operating income of 53.25M and revenue of 816.10M, resulting in an operating margin of 6.5%.

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%.

WMS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Advanced Drainage Systems, Inc. reported a net income of 32.90M and revenue of 816.10M, resulting in a net margin of 4.0%.

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 WMS and COOP in my portfolio?

WMS and COOP have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.