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Starwood Property Trust, Inc. (STWD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Starwood Property Trust, Inc. (STWD)

Equity · Currency in USD · Last updated Nov 14, 2024

Company Info

ISINUS85571B1052
CUSIP85571B105
SectorReal Estate
IndustryREIT - Mortgage
IPO DateAug 12, 2009

Highlights

Market Cap$6.78B
EPS (TTM)$1.18
PE Ratio16.57
PEG Ratio2.73
Total Revenue (TTM)$2.10B
Gross Profit (TTM)$1.90B
EBITDA (TTM)$1.89B
Year Range$17.37 - $20.68
Target Price$22.38
Short %4.05%
Short Ratio5.36

Share Price Chart

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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Popular comparisons: STWD vs. BXMT, STWD vs. ABR, STWD vs. O, STWD vs. AGNC, STWD vs. BXP, STWD vs. SCHD, STWD vs. STAG, STWD vs. QYLD, STWD vs. WPC, STWD vs. OLP

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Starwood Property Trust, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-1.02%
12.99%
STWD (Starwood Property Trust, Inc.)
Benchmark (^GSPC)

Returns By Period

Starwood Property Trust, Inc. had a return of -0.54% year-to-date (YTD) and 6.06% in the last 12 months. Over the past 10 years, Starwood Property Trust, Inc. had an annualized return of 7.64%, while the S&P 500 had an annualized return of 11.39%, indicating that Starwood Property Trust, Inc. did not perform as well as the benchmark.

PeriodReturnBenchmark
Year-To-Date-0.54%25.48%
1 month-2.75%2.14%
6 months-1.97%12.76%
1 year6.06%33.14%
5 years (annualized)5.66%13.96%
10 years (annualized)7.64%11.39%

Monthly Returns

The table below presents the monthly returns of STWD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.28%0.30%2.13%-6.69%2.48%-0.07%5.33%4.46%0.10%-3.14%-0.54%
202313.97%-8.28%-5.06%1.13%-1.90%13.34%6.91%-1.49%-2.90%-8.27%11.94%8.14%26.70%
20221.85%-3.68%3.39%-5.34%4.41%-10.60%13.07%-2.92%-18.62%13.39%3.63%-12.12%-17.33%
2021-2.80%21.70%10.50%4.37%-1.67%4.96%-0.54%-0.88%-3.57%4.34%-2.00%-0.73%35.88%
20203.22%-13.56%-52.00%26.24%2.47%16.51%-0.07%4.35%-0.27%-7.42%28.42%10.26%-12.01%
201912.02%1.59%1.80%3.13%-4.34%5.25%2.24%0.86%5.41%1.57%-0.41%3.42%36.80%
2018-4.50%-0.69%5.85%0.05%3.58%2.21%5.21%-3.55%-0.10%0.93%2.99%-9.77%1.11%
20171.41%2.70%0.90%0.49%-2.95%3.87%-1.56%0.77%-0.04%-0.97%0.79%0.70%6.08%
2016-7.39%-7.88%10.70%2.27%6.51%2.95%5.21%5.05%0.43%-1.24%1.03%-0.17%17.08%
20152.97%1.96%1.59%-1.19%-0.50%-7.75%0.88%-2.21%-1.36%-2.10%1.19%3.46%-3.51%
20149.02%-1.36%0.25%1.95%1.41%-0.54%-0.71%1.06%-5.94%2.73%6.65%-1.41%13.02%
201311.67%9.01%0.90%-0.97%-7.71%-0.54%2.63%-1.85%-2.00%7.18%8.48%1.07%29.51%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of STWD is 57, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of STWD is 5757
Combined Rank
The Sharpe Ratio Rank of STWD is 5858Sharpe Ratio Rank
The Sortino Ratio Rank of STWD is 4949Sortino Ratio Rank
The Omega Ratio Rank of STWD is 4646Omega Ratio Rank
The Calmar Ratio Rank of STWD is 7272Calmar Ratio Rank
The Martin Ratio Rank of STWD is 5959Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Starwood Property Trust, Inc. (STWD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

STWD
Sharpe ratio
The chart of Sharpe ratio for STWD, currently valued at 0.53, compared to the broader market-4.00-2.000.002.004.000.53
Sortino ratio
The chart of Sortino ratio for STWD, currently valued at 0.86, compared to the broader market-4.00-2.000.002.004.006.000.86
Omega ratio
The chart of Omega ratio for STWD, currently valued at 1.11, compared to the broader market0.501.001.502.001.11
Calmar ratio
The chart of Calmar ratio for STWD, currently valued at 0.91, compared to the broader market0.002.004.006.000.91
Martin ratio
The chart of Martin ratio for STWD, currently valued at 1.98, compared to the broader market0.0010.0020.0030.001.98
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market-4.00-2.000.002.004.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-4.00-2.000.002.004.006.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.501.001.502.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.002.004.006.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0010.0020.0030.0018.80

Sharpe Ratio

The current Starwood Property Trust, Inc. Sharpe ratio is 0.53. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Starwood Property Trust, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.53
2.91
STWD (Starwood Property Trust, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Starwood Property Trust, Inc. provided a 9.88% dividend yield over the last twelve months, with an annual payout of $1.92 per share. The company has been increasing its dividends for 10 consecutive years.

7.00%8.00%9.00%10.00%$0.00$0.50$1.00$1.50$2.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.92$1.92$1.92$1.92$1.92$1.92$1.92$1.92$1.92$1.92$1.92$1.47

Dividend yield

9.88%9.13%10.47%7.90%9.95%7.72%9.74%8.99%8.75%9.34%8.26%6.57%

Monthly Dividends

The table displays the monthly dividend distributions for Starwood Property Trust, Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.00$1.44
2023$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.00$0.48$1.92
2022$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.00$0.48$1.92
2021$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.00$0.48$1.92
2020$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.00$0.48$1.92
2019$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.00$0.48$1.92
2018$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.00$0.48$1.92
2017$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.00$0.48$1.92
2016$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.00$0.48$1.92
2015$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.00$0.48$1.92
2014$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.00$0.48$0.00$0.00$0.48$1.92
2013$0.35$0.00$0.00$0.37$0.00$0.00$0.37$0.00$0.00$0.37$1.47

Dividend Yield & Payout

Dividend Yield
5.0%10.0%15.0%9.9%
Starwood Property Trust, Inc. has a dividend yield of 9.88%, which means its dividend payment is significantly above the market average.
Payout Ratio
200.0%400.0%600.0%90.1%
Starwood Property Trust, Inc. has a payout ratio of 90.14%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.74%
-0.27%
STWD (Starwood Property Trust, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Starwood Property Trust, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Starwood Property Trust, Inc. was 66.33%, occurring on Mar 24, 2020. Recovery took 232 trading sessions.

The current Starwood Property Trust, Inc. drawdown is 5.74%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.33%Feb 6, 202033Mar 24, 2020232Feb 24, 2021265
-29.65%Nov 26, 2021332Mar 23, 2023186Dec 19, 2023518
-26.5%Apr 7, 2015216Feb 11, 2016118Aug 1, 2016334
-25.94%Mar 1, 2011112Aug 8, 2011156Mar 21, 2012268
-18.28%May 9, 201332Jun 24, 2013110Nov 27, 2013142

Volatility

Volatility Chart

The current Starwood Property Trust, Inc. volatility is 4.46%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.46%
3.75%
STWD (Starwood Property Trust, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Starwood Property Trust, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.
Annual
Quarterly
0.0

Valuation

The Valuation section provides an assessment of the market value of Starwood Property Trust, Inc. compared to its peers in the REIT - Mortgage industry.

PE Ratio
100.0200.0300.0400.0500.016.6
The chart displays the price to earnings (P/E) ratio for STWD in comparison to other companies of the REIT - Mortgage industry. Currently, STWD has a PE value of 16.6. This PE ratio falls in the average range for the industry.
PEG Ratio
0.050.0100.0150.02.7
The chart displays the price to earnings to growth (PEG) ratio for STWD in comparison to other companies of the REIT - Mortgage industry. Currently, STWD has a PEG value of 2.7. This PEG ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Starwood Property Trust, Inc..

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Income Statement

Income Statement
Balance Sheet
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Quarterly
TTM
Revenue

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Income Tax Expense

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Effect Of Accounting Charges

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Minority Interest

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Interest Income

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Values in undefined except per share items