PortfoliosLab logoPortfoliosLab logo
BXP vs. STWD
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

BXP vs. STWD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Properties, Inc. (BXP) and Starwood Property Trust, Inc. (STWD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BXP vs. STWD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BXP
Boston Properties, Inc.
-22.04%-4.75%12.28%10.98%-38.57%26.21%-28.33%26.09%-10.86%5.91%
STWD
Starwood Property Trust, Inc.
-1.67%4.91%-0.56%26.70%-17.33%35.88%-12.01%36.80%1.11%6.08%

Fundamentals

EPS

BXP:

$1.75

STWD:

$1.83

PE Ratio

BXP:

29.74

STWD:

9.40

PEG Ratio

BXP:

0.07

STWD:

0.88

PS Ratio

BXP:

2.37

STWD:

2.06

Total Revenue (TTM)

BXP:

$3.48B

STWD:

$1.88B

Gross Profit (TTM)

BXP:

$2.11B

STWD:

$693.29M

EBITDA (TTM)

BXP:

$1.75B

STWD:

$1.37B

Returns By Period

In the year-to-date period, BXP achieves a -22.04% return, which is significantly lower than STWD's -1.67% return. Over the past 10 years, BXP has underperformed STWD with an annualized return of -4.75%, while STWD has yielded a comparatively higher 8.98% annualized return.


BXP

1D
1.53%
1M
-8.63%
YTD
-22.04%
6M
-28.51%
1Y
-19.00%
3Y*
4.29%
5Y*
-8.41%
10Y*
-4.75%

STWD

1D
1.95%
1M
-0.56%
YTD
-1.67%
6M
-6.15%
1Y
-3.51%
3Y*
9.41%
5Y*
2.21%
10Y*
8.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

BXP vs. STWD — Risk / Return Rank

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

BXP
BXP Risk / Return Rank: 1717
Overall Rank
BXP Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
BXP Sortino Ratio Rank: 1616
Sortino Ratio Rank
BXP Omega Ratio Rank: 1717
Omega Ratio Rank
BXP Calmar Ratio Rank: 2424
Calmar Ratio Rank
BXP Martin Ratio Rank: 1313
Martin Ratio Rank

STWD
STWD Risk / Return Rank: 3434
Overall Rank
STWD Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
STWD Sortino Ratio Rank: 2828
Sortino Ratio Rank
STWD Omega Ratio Rank: 2828
Omega Ratio Rank
STWD Calmar Ratio Rank: 3939
Calmar Ratio Rank
STWD Martin Ratio Rank: 3939
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.

BXP vs. STWD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Properties, Inc. (BXP) 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.


BXPSTWDDifference

Sharpe ratio

Return per unit of total volatility

-0.61

-0.17

-0.44

Sortino ratio

Return per unit of downside risk

-0.68

-0.10

-0.59

Omega ratio

Gain probability vs. loss probability

0.92

0.99

-0.07

Calmar ratio

Return relative to maximum drawdown

-0.55

-0.10

-0.44

Martin ratio

Return relative to average drawdown

-1.39

-0.19

-1.20

BXP vs. STWD - Sharpe Ratio Comparison

The current BXP Sharpe Ratio is -0.61, which is lower than the STWD Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of BXP 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.


Loading graphics...

Sharpe Ratios by Period


BXPSTWDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.61

-0.17

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

0.09

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.15

0.30

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.36

-0.13

Correlation

The correlation between BXP and STWD is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BXP vs. STWD - Dividend Comparison

BXP's dividend yield for the trailing twelve months is around 5.93%, less than STWD's 11.15% yield.


TTM20252024202320222021202020192018201720162015
BXP
Boston Properties, Inc.
5.93%4.98%5.27%5.59%5.80%3.40%4.15%2.78%3.11%2.35%2.15%3.02%
STWD
Starwood Property Trust, Inc.
11.15%10.66%10.13%9.13%10.47%7.90%9.95%7.72%9.74%8.99%8.75%9.34%

Drawdowns

BXP vs. STWD - Drawdown Comparison

The maximum BXP drawdown since its inception was -72.80%, which is greater than STWD's maximum drawdown of -66.34%. Use the drawdown chart below to compare losses from any high point for BXP and STWD.


Loading graphics...

Drawdown Indicators


BXPSTWDDifference

Max Drawdown

Largest peak-to-trough decline

-72.80%

-66.34%

-6.46%

Max Drawdown (1Y)

Largest decline over 1 year

-33.56%

-14.53%

-19.03%

Max Drawdown (5Y)

Largest decline over 5 years

-62.57%

-29.65%

-32.92%

Max Drawdown (10Y)

Largest decline over 10 years

-63.59%

-66.34%

+2.75%

Current Drawdown

Current decline from peak

-51.94%

-11.17%

-40.77%

Average Drawdown

Average peak-to-trough decline

-16.54%

-7.55%

-8.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.21%

7.83%

+5.38%

Volatility

BXP vs. STWD - Volatility Comparison

Boston Properties, Inc. (BXP) has a higher volatility of 8.80% compared to Starwood Property Trust, Inc. (STWD) at 6.01%. This indicates that BXP's price experiences larger fluctuations and is considered to be riskier than STWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BXPSTWDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.80%

6.01%

+2.79%

Volatility (6M)

Calculated over the trailing 6-month period

20.04%

12.07%

+7.97%

Volatility (1Y)

Calculated over the trailing 1-year period

31.20%

20.80%

+10.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.81%

24.30%

+8.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.94%

30.10%

+1.84%

Financials

BXP vs. STWD - Financials Comparison

This section allows you to compare key financial metrics between Boston Properties, Inc. 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


300.00M400.00M500.00M600.00M700.00M800.00M900.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
877.10M
492.95M
(BXP) Total Revenue
(STWD) Total Revenue
Values in USD except per share items

BXP vs. STWD - Profitability Comparison

The chart below illustrates the profitability comparison between Boston Properties, Inc. 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
60.2%
0
Portfolio components
BXP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Boston Properties, Inc. reported a gross profit of 528.24M and revenue of 877.10M. Therefore, the gross margin over that period was 60.2%.

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%.

BXP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Boston Properties, Inc. reported an operating income of 490.44M and revenue of 877.10M, resulting in an operating margin of 55.9%.

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%.

BXP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Boston Properties, Inc. reported a net income of 248.49M and revenue of 877.10M, resulting in a net margin of 28.3%.

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%.