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AQNB vs. STWD
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

AQNB vs. STWD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Algonquin Power & Utilities Cor (AQNB) and Starwood Property Trust, Inc. (STWD). The values are adjusted to include any dividend payments, if applicable.

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AQNB vs. STWD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AQNB
Algonquin Power & Utilities Cor
4.15%9.79%12.88%20.80%-16.42%2.20%5.70%14.33%
STWD
Starwood Property Trust, Inc.
-2.47%4.91%-0.56%26.70%-17.33%35.88%-12.01%16.52%

Fundamentals

EPS

AQNB:

-$1.78

STWD:

$1.83

PS Ratio

AQNB:

8.45

STWD:

2.05

Total Revenue (TTM)

AQNB:

$2.38B

STWD:

$1.88B

Gross Profit (TTM)

AQNB:

$885.89M

STWD:

$693.29M

EBITDA (TTM)

AQNB:

$808.91M

STWD:

$1.37B

Returns By Period

In the year-to-date period, AQNB achieves a 4.15% return, which is significantly higher than STWD's -2.47% return.


AQNB

1D
-0.27%
1M
2.26%
YTD
4.15%
6M
5.72%
1Y
11.82%
3Y*
12.08%
5Y*
6.17%
10Y*

STWD

1D
-0.81%
1M
-2.41%
YTD
-2.47%
6M
-7.39%
1Y
-4.68%
3Y*
9.11%
5Y*
2.04%
10Y*
8.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

AQNB vs. STWD — Risk / Return Rank

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

AQNB
AQNB Risk / Return Rank: 8888
Overall Rank
AQNB Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
AQNB Sortino Ratio Rank: 8484
Sortino Ratio Rank
AQNB Omega Ratio Rank: 8888
Omega Ratio Rank
AQNB Calmar Ratio Rank: 9191
Calmar Ratio Rank
AQNB Martin Ratio Rank: 9292
Martin Ratio Rank

STWD
STWD Risk / Return Rank: 2929
Overall Rank
STWD Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
STWD Sortino Ratio Rank: 2525
Sortino Ratio Rank
STWD Omega Ratio Rank: 2525
Omega Ratio Rank
STWD Calmar Ratio Rank: 3131
Calmar Ratio Rank
STWD Martin Ratio Rank: 3232
Martin Ratio Rank
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.

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.


AQNBSTWDDifference

Sharpe ratio

Return per unit of total volatility

1.65

-0.23

+1.87

Sortino ratio

Return per unit of downside risk

2.43

-0.18

+2.61

Omega ratio

Gain probability vs. loss probability

1.38

0.98

+0.40

Calmar ratio

Return relative to maximum drawdown

4.45

-0.30

+4.75

Martin ratio

Return relative to average drawdown

13.35

-0.55

+13.89

AQNB vs. STWD - Sharpe Ratio Comparison

The current AQNB Sharpe Ratio is 1.65, which is higher than the STWD Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of AQNB and STWD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AQNBSTWDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

-0.23

+1.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.08

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.36

+0.03

Correlation

The correlation between AQNB and STWD is 0.17, 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

AQNB vs. STWD - Dividend Comparison

AQNB's dividend yield for the trailing twelve months is around 8.12%, less than STWD's 11.24% yield.


TTM20252024202320222021202020192018201720162015
AQNB
Algonquin Power & Utilities Cor
8.12%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.
11.24%10.66%10.13%9.13%10.47%7.90%9.95%7.72%9.74%8.99%8.75%9.34%

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


AQNBSTWDDifference

Max Drawdown

Largest 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 (5Y)

Largest decline over 5 years

-18.67%

-29.65%

+10.98%

Max Drawdown (10Y)

Largest decline over 10 years

-66.34%

Current Drawdown

Current decline from peak

-0.27%

-11.89%

+11.62%

Average Drawdown

Average peak-to-trough decline

-3.68%

-7.55%

+3.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

7.86%

-6.95%

Volatility

AQNB vs. STWD - Volatility Comparison

The current volatility for Algonquin Power & Utilities Cor (AQNB) is 2.07%, while Starwood Property Trust, Inc. (STWD) has a volatility of 6.05%. 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


AQNBSTWDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.07%

6.05%

-3.98%

Volatility (6M)

Calculated over the trailing 6-month period

3.54%

12.09%

-8.55%

Volatility (1Y)

Calculated over the trailing 1-year period

7.22%

20.71%

-13.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.74%

24.30%

-12.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.74%

30.10%

-11.36%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


300.00M400.00M500.00M600.00M700.00M800.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
527.80M
492.95M
(AQNB) Total Revenue
(STWD) Total Revenue
Values in USD except per share items

AQNB vs. STWD - Profitability Comparison

The chart below illustrates the profitability comparison between Algonquin Power & Utilities Cor and Starwood Property Trust, 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%20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
35.2%
0
Portfolio components
AQNB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 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 Apr 2026, Starwood Property Trust, Inc. reported a gross profit of 0.00 and revenue of 492.95M. 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 Apr 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 Apr 2026, Starwood Property Trust, Inc. reported an operating income of 0.00 and revenue of 492.95M, 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 Apr 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 Apr 2026, Starwood Property Trust, Inc. reported a net income of 96.92M and revenue of 492.95M, resulting in a net margin of 19.7%.