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

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.

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WMS vs. COOP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WMS
Advanced Drainage Systems, Inc.
-5.22%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%

Fundamentals

Market Cap

WMS:

$10.74B

COOP:

$13.72B

EPS

WMS:

$6.02

COOP:

$8.76

PE Ratio

WMS:

22.80

COOP:

24.07

PEG Ratio

WMS:

0.84

COOP:

0.24

PS Ratio

WMS:

3.59

COOP:

6.00

PB Ratio

WMS:

137.28

COOP:

2.69

Total Revenue (TTM)

WMS:

$2.99B

COOP:

$2.29B

Gross Profit (TTM)

WMS:

$1.16B

COOP:

$1.68B

EBITDA (TTM)

WMS:

$741.90M

COOP:

$852.00M

Returns By Period


WMS

1D
4.31%
1M
-19.88%
YTD
-5.22%
6M
-0.91%
1Y
26.86%
3Y*
18.21%
5Y*
5.38%
10Y*
21.38%

COOP

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

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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: 6666
Overall Rank
WMS Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
WMS Sortino Ratio Rank: 6565
Sortino Ratio Rank
WMS Omega Ratio Rank: 6060
Omega Ratio Rank
WMS Calmar Ratio Rank: 6666
Calmar Ratio Rank
WMS Martin Ratio Rank: 7272
Martin Ratio Rank

COOP
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.


WMSCOOPDifference

Sharpe ratio

Return per unit of total volatility

0.65

Sortino ratio

Return per unit of downside risk

1.33

Omega ratio

Gain probability vs. loss probability

1.15

Calmar ratio

Return relative to maximum drawdown

1.10

Martin ratio

Return relative to average drawdown

3.69

WMS vs. COOP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WMSCOOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

Correlation

The correlation between WMS and COOP is 0.32, 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.


Dividends

WMS vs. COOP - Dividend Comparison

WMS's dividend yield for the trailing twelve months is around 0.53%, less than COOP's 0.95% yield.


TTM20252024202320222021202020192018201720162015
WMS
Advanced Drainage Systems, Inc.
0.53%0.48%0.54%0.38%0.57%0.31%0.43%3.48%1.28%1.13%1.12%0.79%
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%

Drawdowns

WMS vs. COOP - Drawdown Comparison


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Drawdown Indicators


WMSCOOPDifference

Max Drawdown

Largest peak-to-trough decline

-53.58%

Max Drawdown (1Y)

Largest decline over 1 year

-24.96%

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

-22.75%

Average Drawdown

Average peak-to-trough decline

-17.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.41%

Volatility

WMS vs. COOP - Volatility Comparison


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Volatility by Period


WMSCOOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.66%

Volatility (6M)

Calculated over the trailing 6-month period

23.91%

Volatility (1Y)

Calculated over the trailing 1-year period

41.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.47%

Financials

WMS vs. COOP - Financials Comparison

This section allows you to compare key financial metrics between Advanced Drainage Systems, Inc. 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


400.00M600.00M800.00M1.00B1.20B1.40BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
693.35M
608.00M
(WMS) Total Revenue
(COOP) Total Revenue
Values in USD except per share items

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.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
37.4%
68.6%
Portfolio components
WMS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Advanced Drainage Systems, Inc. reported a gross profit of 259.15M and revenue of 693.35M. Therefore, the gross margin over that period was 37.4%.

COOP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 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 Apr 2026, Advanced Drainage Systems, Inc. reported an operating income of 136.82M and revenue of 693.35M, resulting in an operating margin of 19.7%.

COOP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 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 Apr 2026, Advanced Drainage Systems, Inc. reported a net income of 93.63M and revenue of 693.35M, resulting in a net margin of 13.5%.

COOP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 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%.