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

Correlation

The correlation between SACH and STWD is 0.31, 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.


-0.50.00.51.00.3

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.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-51.79%
5.26%
SACH
STWD

Key characteristics

Sharpe Ratio

SACH:

-1.42

STWD:

-0.06

Sortino Ratio

SACH:

-2.38

STWD:

0.05

Omega Ratio

SACH:

0.69

STWD:

1.01

Calmar Ratio

SACH:

-0.85

STWD:

-0.10

Martin Ratio

SACH:

-1.70

STWD:

-0.22

Ulcer Index

SACH:

37.05%

STWD:

6.08%

Daily Std Dev

SACH:

44.47%

STWD:

20.42%

Max Drawdown

SACH:

-76.34%

STWD:

-66.33%

Current Drawdown

SACH:

-73.02%

STWD:

-5.98%

Fundamentals

Market Cap

SACH:

$58.24M

STWD:

$6.89B

EPS

SACH:

-$0.19

STWD:

$1.18

PEG Ratio

SACH:

0.10

STWD:

2.73

Total Revenue (TTM)

SACH:

$54.35M

STWD:

$2.10B

Gross Profit (TTM)

SACH:

$46.47M

STWD:

$1.90B

EBITDA (TTM)

SACH:

$12.17M

STWD:

$1.37B

Returns By Period

In the year-to-date period, SACH achieves a -64.64% return, which is significantly lower than STWD's -0.80% return.


SACH

YTD

-64.64%

1M

-26.67%

6M

-51.61%

1Y

-62.99%

5Y*

-13.48%

10Y*

N/A

STWD

YTD

-0.80%

1M

-1.82%

6M

5.26%

1Y

-1.31%

5Y*

4.63%

10Y*

7.62%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for SACH, currently valued at -1.42, compared to the broader market-4.00-2.000.002.00-1.42-0.06
The chart of Sortino ratio for SACH, currently valued at -2.38, compared to the broader market-4.00-2.000.002.004.00-2.380.05
The chart of Omega ratio for SACH, currently valued at 0.69, compared to the broader market0.501.001.502.000.691.01
The chart of Calmar ratio for SACH, currently valued at -0.85, compared to the broader market0.002.004.006.00-0.85-0.10
The chart of Martin ratio for SACH, currently valued at -1.70, compared to the broader market0.0010.0020.00-1.70-0.22
SACH
STWD

The current SACH Sharpe Ratio is -1.42, which is lower than the STWD Sharpe Ratio of -0.06. 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.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-1.42
-0.06
SACH
STWD

Dividends

SACH vs. STWD - Dividend Comparison

SACH's dividend yield for the trailing twelve months is around 28.93%, more than STWD's 9.90% yield.


TTM20232022202120202019201820172016201520142013
SACH
Sachem Capital Corp.
28.93%12.83%15.76%8.22%11.54%8.29%15.60%6.60%0.00%0.00%0.00%0.00%
STWD
Starwood Property Trust, Inc.
9.90%9.13%10.47%7.90%9.95%7.72%9.74%8.99%8.75%9.34%8.26%6.57%

Drawdowns

SACH vs. STWD - Drawdown Comparison

The maximum SACH drawdown since its inception was -76.34%, which is greater than STWD's maximum drawdown of -66.33%. Use the drawdown chart below to compare losses from any high point for SACH and STWD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-73.02%
-5.98%
SACH
STWD

Volatility

SACH vs. STWD - Volatility Comparison

Sachem Capital Corp. (SACH) has a higher volatility of 15.24% compared to Starwood Property Trust, Inc. (STWD) at 5.25%. 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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
15.24%
5.25%
SACH
STWD

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


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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