AQNB vs. STWD
AQNB (Algonquin Power & Utilities Cor) and STWD (Starwood Property Trust, Inc.) are both stocks. Over the past 5 years, AQNB returned 5.15%/yr vs 1.13%/yr for STWD. At a 0.17 correlation, their price movements are largely independent.
Performance
AQNB vs. STWD - Performance Comparison
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Returns By Period
In the year-to-date period, AQNB achieves a 4.03% return, which is significantly higher than STWD's -3.33% return.
AQNB
- 1D
- -0.19%
- 1M
- -0.38%
- YTD
- 4.03%
- 6M
- 5.11%
- 1Y
- 10.21%
- 3Y*
- 10.43%
- 5Y*
- 5.15%
- 10Y*
- —
STWD
- 1D
- -0.99%
- 1M
- -6.00%
- YTD
- -3.33%
- 6M
- -2.92%
- 1Y
- -5.47%
- 3Y*
- 7.38%
- 5Y*
- 1.13%
- 10Y*
- 7.63%
AQNB vs. STWD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AQNB Algonquin Power & Utilities Cor | 4.03% | 9.79% | 12.88% | 20.80% | -16.42% | 2.20% | 5.70% | 14.33% |
STWD Starwood Property Trust, Inc. | -3.33% | 4.91% | -0.56% | 26.70% | -17.33% | 35.88% | -12.01% | 16.52% |
Correlation
The correlation between AQNB and STWD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since May 29, 2019 | 0.17 |
Fundamentals
AQNB:
-$1.78
STWD:
$1.39
AQNB:
8.44
STWD:
2.16
AQNB:
$2.38B
STWD:
$1.98B
AQNB:
$885.89M
STWD:
$1.19B
AQNB:
$808.91M
STWD:
$1.83B
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Return for Risk
AQNB vs. STWD — Risk / Return Rank
AQNB
STWD
AQNB vs. STWD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Algonquin Power & Utilities Cor (AQNB) and Starwood Property Trust, Inc. (STWD). 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.
| AQNB | STWD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.84 | ||
| Sortino ratioReturn per unit of downside risk | +2.66 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 0.96 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 3.77 | -0.38 | +4.15 |
| Martin ratioReturn relative to average drawdown | 11.11 | -0.65 | +11.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AQNB | STWD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | -0.33 | +1.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.05 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.25 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.35 | +0.03 |
Drawdowns
AQNB vs. STWD - Drawdown Comparison
The maximum AQNB drawdown since its inception was -42.64%, smaller than the maximum STWD drawdown of -66.34%. Use the drawdown chart below to compare losses from any high point for AQNB and STWD.
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Drawdown Indicators
| AQNB | STWD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.64% | -66.34% | +23.70% |
Max Drawdown (1Y)Largest decline over 1 year | -2.72% | -14.53% | +11.81% |
Max Drawdown (3Y)Largest decline over 3 years | -5.13% | -16.66% | +11.53% |
Max Drawdown (5Y)Largest decline over 5 years | -18.67% | -29.65% | +10.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -66.34% | — |
Current DrawdownCurrent decline from peak | -1.29% | -12.67% | +11.38% |
Average DrawdownAverage peak-to-trough decline | -3.60% | -7.57% | +3.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.92% | 8.47% | -7.55% |
Volatility
AQNB vs. STWD - Volatility Comparison
The current volatility for Algonquin Power & Utilities Cor (AQNB) is 1.57%, while Starwood Property Trust, Inc. (STWD) has a volatility of 5.59%. This indicates that AQNB experiences smaller price fluctuations and is considered to be less risky than STWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AQNB | STWD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 5.59% | -4.02% |
Volatility (6M)Calculated over the trailing 6-month period | 3.64% | 12.21% | -8.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.78% | 16.67% | -9.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.63% | 24.29% | -12.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.53% | 30.13% | -11.60% |
Dividends
AQNB vs. STWD - Dividend Comparison
AQNB's dividend yield for the trailing twelve months is around 8.13%, less than STWD's 11.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AQNB Algonquin Power & Utilities Cor | 8.13% | 8.46% | 7.75% | 6.43% | 7.27% | 5.70% | 5.51% | 3.33% | 0.00% | 0.00% | 0.00% | 0.00% |
STWD Starwood Property Trust, Inc. | 11.34% | 10.66% | 10.13% | 9.13% | 10.47% | 7.90% | 9.95% | 7.72% | 9.74% | 8.99% | 8.75% | 9.34% |
Financials
AQNB vs. STWD - Financials Comparison
This section allows you to compare key financial metrics between Algonquin Power & Utilities Cor and Starwood Property Trust, 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.
Total Revenue: Total amount of money received from sales and other business activities
AQNB vs. STWD - Profitability Comparison
AQNB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Algonquin Power & Utilities Cor reported a gross profit of 185.80M and revenue of 527.80M. Therefore, the gross margin over that period was 35.2%.
STWD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Starwood Property Trust, Inc. reported a gross profit of 0.00 and revenue of 512.46M. Therefore, the gross margin over that period was 0.0%.
AQNB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Algonquin Power & Utilities Cor reported an operating income of 64.80M and revenue of 527.80M, resulting in an operating margin of 12.3%.
STWD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Starwood Property Trust, Inc. reported an operating income of 0.00 and revenue of 512.46M, resulting in an operating margin of 0.0%.
AQNB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Algonquin Power & Utilities Cor reported a net income of 24.10M and revenue of 527.80M, resulting in a net margin of 4.6%.
STWD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Starwood Property Trust, Inc. reported a net income of 51.88M and revenue of 512.46M, resulting in a net margin of 10.1%.
Frequently Asked Questions
AQNB and STWD have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STWD has higher volatility (5.59%) compared to AQNB (1.57%). In terms of maximum drawdown, AQNB dropped -42.64% vs STWD's -66.34%.
AQNB currently has the higher Sharpe Ratio (1.51 vs -0.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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