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OLP vs. STWD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OLP and STWD is 0.45, 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.


-0.50.00.51.00.5

Performance

OLP vs. STWD - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
5.11%
0.32%
OLP
STWD

Key characteristics

Sharpe Ratio

OLP:

1.36

STWD:

0.25

Sortino Ratio

OLP:

1.89

STWD:

0.46

Omega Ratio

OLP:

1.24

STWD:

1.06

Calmar Ratio

OLP:

0.87

STWD:

0.40

Martin Ratio

OLP:

6.88

STWD:

1.00

Ulcer Index

OLP:

4.50%

STWD:

5.12%

Daily Std Dev

OLP:

22.80%

STWD:

20.30%

Max Drawdown

OLP:

-87.45%

STWD:

-66.33%

Current Drawdown

OLP:

-13.17%

STWD:

-3.67%

Fundamentals

Market Cap

OLP:

$550.72M

STWD:

$6.68B

EPS

OLP:

$1.63

STWD:

$1.19

PE Ratio

OLP:

15.80

STWD:

16.28

PEG Ratio

OLP:

0.00

STWD:

2.73

Total Revenue (TTM)

OLP:

$66.71M

STWD:

$1.58B

Gross Profit (TTM)

OLP:

$42.04M

STWD:

$1.45B

EBITDA (TTM)

OLP:

$52.52M

STWD:

$965.42M

Returns By Period

In the year-to-date period, OLP achieves a -5.47% return, which is significantly lower than STWD's 2.22% return. Both investments have delivered pretty close results over the past 10 years, with OLP having a 8.04% annualized return and STWD not far behind at 7.68%.


OLP

YTD

-5.47%

1M

-4.21%

6M

5.11%

1Y

31.76%

5Y*

6.29%

10Y*

8.04%

STWD

YTD

2.22%

1M

3.63%

6M

0.32%

1Y

4.53%

5Y*

4.51%

10Y*

7.68%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

OLP vs. STWD — Risk-Adjusted Performance Rank

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

OLP
The Risk-Adjusted Performance Rank of OLP is 8181
Overall Rank
The Sharpe Ratio Rank of OLP is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of OLP is 7979
Sortino Ratio Rank
The Omega Ratio Rank of OLP is 7676
Omega Ratio Rank
The Calmar Ratio Rank of OLP is 7777
Calmar Ratio Rank
The Martin Ratio Rank of OLP is 8686
Martin Ratio Rank

STWD
The Risk-Adjusted Performance Rank of STWD is 5353
Overall Rank
The Sharpe Ratio Rank of STWD is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of STWD is 4545
Sortino Ratio Rank
The Omega Ratio Rank of STWD is 4444
Omega Ratio Rank
The Calmar Ratio Rank of STWD is 6464
Calmar Ratio Rank
The Martin Ratio Rank of STWD is 5858
Martin 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.

OLP vs. STWD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for One Liberty Properties, Inc. (OLP) 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.


Sharpe ratio
The chart of Sharpe ratio for OLP, currently valued at 1.36, compared to the broader market-2.000.002.004.001.360.25
The chart of Sortino ratio for OLP, currently valued at 1.89, compared to the broader market-4.00-2.000.002.004.001.890.46
The chart of Omega ratio for OLP, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.06
The chart of Calmar ratio for OLP, currently valued at 0.87, compared to the broader market0.002.004.006.000.870.40
The chart of Martin ratio for OLP, currently valued at 6.88, compared to the broader market-10.000.0010.0020.006.881.00
OLP
STWD

The current OLP Sharpe Ratio is 1.36, which is higher than the STWD Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of OLP 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.36
0.25
OLP
STWD

Dividends

OLP vs. STWD - Dividend Comparison

OLP's dividend yield for the trailing twelve months is around 6.99%, less than STWD's 9.91% yield.


TTM20242023202220212020201920182017201620152014
OLP
One Liberty Properties, Inc.
6.99%6.61%8.22%8.10%5.10%8.97%6.62%7.43%6.71%6.61%7.36%6.34%
STWD
Starwood Property Trust, Inc.
9.91%10.13%9.13%10.47%7.90%9.95%7.72%9.74%8.99%8.75%9.34%8.26%

Drawdowns

OLP vs. STWD - Drawdown Comparison

The maximum OLP drawdown since its inception was -87.45%, which is greater than STWD's maximum drawdown of -66.33%. Use the drawdown chart below to compare losses from any high point for OLP and STWD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-13.17%
-3.67%
OLP
STWD

Volatility

OLP vs. STWD - Volatility Comparison

One Liberty Properties, Inc. (OLP) has a higher volatility of 7.65% compared to Starwood Property Trust, Inc. (STWD) at 6.42%. This indicates that OLP'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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
7.65%
6.42%
OLP
STWD

Financials

OLP vs. STWD - Financials Comparison

This section allows you to compare key financial metrics between One Liberty 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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