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

Correlation

The correlation between SACH and STWD is 0.24, 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.


Performance

SACH vs. STWD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SACH:

-1.20

STWD:

0.39

Sortino Ratio

SACH:

-2.34

STWD:

0.66

Omega Ratio

SACH:

0.74

STWD:

1.09

Calmar Ratio

SACH:

-0.87

STWD:

0.61

Martin Ratio

SACH:

-1.51

STWD:

1.74

Ulcer Index

SACH:

45.28%

STWD:

4.86%

Daily Std Dev

SACH:

57.41%

STWD:

22.03%

Max Drawdown

SACH:

-78.88%

STWD:

-66.34%

Current Drawdown

SACH:

-78.88%

STWD:

0.00%

Fundamentals

Market Cap

SACH:

$43.05M

STWD:

$7.08B

EPS

SACH:

-$1.01

STWD:

$0.94

PEG Ratio

SACH:

0.48

STWD:

2.73

PS Ratio

SACH:

2.03

STWD:

16.83

PB Ratio

SACH:

0.24

STWD:

1.07

Total Revenue (TTM)

SACH:

$17.53M

STWD:

$1.84B

Gross Profit (TTM)

SACH:

$8.33M

STWD:

$1.11B

EBITDA (TTM)

SACH:

-$22.08M

STWD:

$1.19B

Returns By Period

In the year-to-date period, SACH achieves a -29.85% return, which is significantly lower than STWD's 9.62% return.


SACH

YTD

-29.85%

1M

-8.91%

6M

-45.57%

1Y

-68.64%

5Y*

-8.19%

10Y*

N/A

STWD

YTD

9.62%

1M

9.21%

6M

9.42%

1Y

7.85%

5Y*

20.93%

10Y*

7.79%

*Annualized

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Risk-Adjusted Performance

SACH vs. STWD — Risk-Adjusted Performance Rank

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

SACH
The Risk-Adjusted Performance Rank of SACH is 33
Overall Rank
The Sharpe Ratio Rank of SACH is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of SACH is 11
Sortino Ratio Rank
The Omega Ratio Rank of SACH is 33
Omega Ratio Rank
The Calmar Ratio Rank of SACH is 33
Calmar Ratio Rank
The Martin Ratio Rank of SACH is 66
Martin Ratio Rank

STWD
The Risk-Adjusted Performance Rank of STWD is 6565
Overall Rank
The Sharpe Ratio Rank of STWD is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of STWD is 5656
Sortino Ratio Rank
The Omega Ratio Rank of STWD is 5656
Omega Ratio Rank
The Calmar Ratio Rank of STWD is 7575
Calmar Ratio Rank
The Martin Ratio Rank of STWD is 7070
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.

SACH vs. STWD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sachem Capital Corp. (SACH) 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.


The current SACH Sharpe Ratio is -1.20, which is lower than the STWD Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of SACH 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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Dividends

SACH vs. STWD - Dividend Comparison

SACH's dividend yield for the trailing twelve months is around 19.78%, more than STWD's 9.47% yield.


TTM20242023202220212020201920182017201620152014
SACH
Sachem Capital Corp.
19.78%17.78%12.83%15.76%8.22%11.54%8.29%15.60%6.60%0.00%0.00%0.00%
STWD
Starwood Property Trust, Inc.
9.47%10.13%9.13%10.47%7.90%9.95%7.72%9.74%8.99%8.75%9.34%8.26%

Drawdowns

SACH vs. STWD - Drawdown Comparison

The maximum SACH drawdown since its inception was -78.88%, which is greater than STWD's maximum drawdown of -66.34%. Use the drawdown chart below to compare losses from any high point for SACH and STWD. For additional features, visit the drawdowns tool.


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Volatility

SACH vs. STWD - Volatility Comparison

Sachem Capital Corp. (SACH) has a higher volatility of 9.47% compared to Starwood Property Trust, Inc. (STWD) at 5.39%. This indicates that SACH'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.


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Financials

SACH vs. STWD - Financials Comparison

This section allows you to compare key financial metrics between Sachem Capital Corp. 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


0.00100.00M200.00M300.00M400.00M500.00M600.00M20212022202320242025
11.44M
418.18M
(SACH) Total Revenue
(STWD) Total Revenue
Values in USD except per share items