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

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.

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OLP vs. STWD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OLP
One Liberty Properties, Inc.
7.96%-19.58%33.53%7.57%-32.34%87.10%-18.50%19.44%0.15%10.90%
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

OLP:

$2.12

STWD:

$1.83

PE Ratio

OLP:

10.13

STWD:

9.40

PEG Ratio

OLP:

0.37

STWD:

0.88

PS Ratio

OLP:

3.07

STWD:

2.06

Total Revenue (TTM)

OLP:

$146.56M

STWD:

$1.88B

Gross Profit (TTM)

OLP:

$116.94M

STWD:

$693.29M

EBITDA (TTM)

OLP:

$99.44M

STWD:

$1.37B

Returns By Period

In the year-to-date period, OLP achieves a 7.96% return, which is significantly higher than STWD's -1.67% return. Over the past 10 years, OLP has underperformed STWD with an annualized return of 7.43%, while STWD has yielded a comparatively higher 8.98% annualized return.


OLP

1D
-0.79%
1M
-6.75%
YTD
7.96%
6M
1.22%
1Y
-11.50%
3Y*
5.78%
5Y*
6.75%
10Y*
7.43%

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)

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Return for Risk

OLP vs. STWD — Risk / Return Rank

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

OLP
OLP Risk / Return Rank: 2121
Overall Rank
OLP Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
OLP Sortino Ratio Rank: 1717
Sortino Ratio Rank
OLP Omega Ratio Rank: 1818
Omega Ratio Rank
OLP Calmar Ratio Rank: 2626
Calmar Ratio Rank
OLP Martin Ratio Rank: 2828
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.

OLP vs. STWD - Risk-Adjusted Trends 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.


OLPSTWDDifference

Sharpe ratio

Return per unit of total volatility

-0.55

-0.17

-0.38

Sortino ratio

Return per unit of downside risk

-0.65

-0.10

-0.55

Omega ratio

Gain probability vs. loss probability

0.92

0.99

-0.06

Calmar ratio

Return relative to maximum drawdown

-0.50

-0.10

-0.40

Martin ratio

Return relative to average drawdown

-0.83

-0.19

-0.64

OLP vs. STWD - Sharpe Ratio Comparison

The current OLP Sharpe Ratio is -0.55, which is lower than the STWD Sharpe Ratio of -0.17. 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.


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Sharpe Ratios by Period


OLPSTWDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

-0.17

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.09

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.30

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.36

-0.03

Correlation

The correlation between OLP and STWD is 0.46, 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

OLP vs. STWD - Dividend Comparison

OLP's dividend yield for the trailing twelve months is around 8.39%, less than STWD's 11.15% yield.


TTM20252024202320222021202020192018201720162015
OLP
One Liberty Properties, Inc.
8.39%8.87%6.61%8.22%8.10%5.10%8.97%6.62%7.43%6.71%6.61%7.36%
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

OLP vs. STWD - Drawdown Comparison

The maximum OLP drawdown since its inception was -87.45%, which is greater than STWD's maximum drawdown of -66.34%. Use the drawdown chart below to compare losses from any high point for OLP and STWD.


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Drawdown Indicators


OLPSTWDDifference

Max Drawdown

Largest peak-to-trough decline

-87.45%

-66.34%

-21.11%

Max Drawdown (1Y)

Largest decline over 1 year

-21.82%

-14.53%

-7.29%

Max Drawdown (5Y)

Largest decline over 5 years

-44.10%

-29.65%

-14.45%

Max Drawdown (10Y)

Largest decline over 10 years

-60.23%

-66.34%

+6.11%

Current Drawdown

Current decline from peak

-20.25%

-11.17%

-9.08%

Average Drawdown

Average peak-to-trough decline

-13.41%

-7.55%

-5.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.24%

7.83%

+5.41%

Volatility

OLP vs. STWD - Volatility Comparison

The current volatility for One Liberty Properties, Inc. (OLP) is 4.19%, while Starwood Property Trust, Inc. (STWD) has a volatility of 6.01%. This indicates that OLP 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


OLPSTWDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

6.01%

-1.82%

Volatility (6M)

Calculated over the trailing 6-month period

13.52%

12.07%

+1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

21.01%

20.80%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.21%

24.30%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.70%

30.10%

+1.60%

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


0.00100.00M200.00M300.00M400.00M500.00M600.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
73.06M
492.95M
(OLP) Total Revenue
(STWD) Total Revenue
Values in USD except per share items

OLP vs. STWD - Profitability Comparison

The chart below illustrates the profitability comparison between One Liberty 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
79.7%
0
Portfolio components
OLP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, One Liberty Properties, Inc. reported a gross profit of 58.22M and revenue of 73.06M. Therefore, the gross margin over that period was 79.7%.

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%.

OLP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, One Liberty Properties, Inc. reported an operating income of 38.29M and revenue of 73.06M, resulting in an operating margin of 52.4%.

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%.

OLP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, One Liberty Properties, Inc. reported a net income of 21.32M and revenue of 73.06M, resulting in a net margin of 29.2%.

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%.