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SHO vs. REXR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SHO vs. REXR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sunstone Hotel Investors, Inc. (SHO) and Rexford Industrial Realty, Inc. (REXR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SHO achieves a 32.65% return, which is significantly higher than REXR's -11.84% return. Over the past 10 years, SHO has underperformed REXR with an annualized return of 3.09%, while REXR has yielded a comparatively higher 7.80% annualized return.


SHO

1D
-1.01%
1M
10.55%
YTD
32.65%
6M
32.49%
1Y
40.07%
3Y*
10.67%
5Y*
0.36%
10Y*
3.09%

REXR

1D
0.93%
1M
-6.91%
YTD
-11.84%
6M
-13.05%
1Y
-4.50%
3Y*
-9.01%
5Y*
-7.54%
10Y*
7.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHO vs. REXR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHO
Sunstone Hotel Investors, Inc.
32.65%-21.48%13.86%14.44%-16.79%3.53%-18.14%12.65%-17.21%13.27%
REXR
Rexford Industrial Realty, Inc.
-11.84%4.68%-28.48%5.64%-31.17%67.83%9.69%57.80%3.24%30.25%

Correlation

The correlation between SHO and REXR is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2013

0.42

Fundamentals

Market Cap

SHO:

$2.21B

REXR:

$7.69B

EPS

SHO:

$0.18

REXR:

$0.98

PE Ratio

SHO:

63.67

REXR:

34.28

PEG Ratio

SHO:

1.94

REXR:

8.82

PS Ratio

SHO:

2.28

REXR:

7.93

PB Ratio

SHO:

1.21

REXR:

0.94

Total Revenue (TTM)

SHO:

$985.77M

REXR:

$988.48M

Gross Profit (TTM)

SHO:

-$61.65M

REXR:

$605.66M

EBITDA (TTM)

SHO:

$198.70M

REXR:

$571.77M

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Return for Risk

SHO vs. REXR — Risk / Return Rank

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

SHO
SHO Risk / Return Rank: 8383
Overall Rank
SHO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SHO Sortino Ratio Rank: 8383
Sortino Ratio Rank
SHO Omega Ratio Rank: 7777
Omega Ratio Rank
SHO Calmar Ratio Rank: 8888
Calmar Ratio Rank
SHO Martin Ratio Rank: 8585
Martin Ratio Rank

REXR
REXR Risk / Return Rank: 3434
Overall Rank
REXR Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
REXR Sortino Ratio Rank: 3030
Sortino Ratio Rank
REXR Omega Ratio Rank: 3030
Omega Ratio Rank
REXR Calmar Ratio Rank: 3737
Calmar Ratio Rank
REXR Martin Ratio Rank: 3636
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.

SHO vs. REXR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sunstone Hotel Investors, Inc. (SHO) and Rexford Industrial Realty, Inc. (REXR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SHOREXRDifference
Sharpe ratioReturn per unit of total volatility

+1.83

Sortino ratioReturn per unit of downside risk

+2.49

Omega ratioGain probability vs. loss probability

1.27

0.99

+0.28

Calmar ratioReturn relative to maximum drawdown

3.81

-0.18

+3.98

Martin ratioReturn relative to average drawdown

7.89

-0.37

+8.26

SHO vs. REXR - Sharpe Ratio Comparison

The current SHO Sharpe Ratio is 1.65, which is higher than the REXR Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of SHO and REXR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SHO vs. REXR - Drawdown Comparison

The maximum SHO drawdown since its inception was -91.73%, which is greater than REXR's maximum drawdown of -58.65%. Use the drawdown chart below to compare losses from any high point for SHO and REXR.


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Drawdown Indicators


SHOREXRDifference

Max Drawdown

Largest peak-to-trough decline

-91.73%

-58.65%

-33.08%

Max Drawdown (1Y)

Largest decline over 1 year

-10.58%

-25.79%

+15.21%

Max Drawdown (3Y)

Largest decline over 3 years

-36.56%

-41.89%

+5.33%

Max Drawdown (5Y)

Largest decline over 5 years

-36.72%

-58.65%

+21.93%

Max Drawdown (10Y)

Largest decline over 10 years

-55.96%

-58.65%

+2.69%

Current Drawdown

Current decline from peak

-22.33%

-53.78%

+31.45%

Average Drawdown

Average peak-to-trough decline

-36.25%

-16.44%

-19.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.09%

12.32%

-7.23%

Volatility

SHO vs. REXR - Volatility Comparison

The current volatility for Sunstone Hotel Investors, Inc. (SHO) is 5.26%, while Rexford Industrial Realty, Inc. (REXR) has a volatility of 8.30%. This indicates that SHO experiences smaller price fluctuations and is considered to be less risky than REXR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHOREXRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

8.30%

-3.04%

Volatility (6M)

Calculated over the trailing 6-month period

16.81%

17.74%

-0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

24.47%

24.63%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.48%

27.16%

+3.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.18%

27.01%

+6.17%

Dividends

SHO vs. REXR - Dividend Comparison

SHO's dividend yield for the trailing twelve months is around 3.07%, less than REXR's 5.12% yield.


PositionTTM20252024202320222021202020192018201720162015
REXR
Rexford Industrial Realty, Inc.
5.12%4.44%4.32%2.71%2.31%1.18%1.75%1.62%2.17%3.25%2.33%3.12%
SHO
Sunstone Hotel Investors, Inc.
3.07%4.03%2.87%2.80%1.04%0.00%0.44%5.17%5.30%4.42%4.46%11.29%

Financials

SHO vs. REXR - Financials Comparison

This section allows you to compare key financial metrics between Sunstone Hotel Investors, Inc. and Rexford Industrial Realty, 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


50.00M100.00M150.00M200.00M250.00M20222023202420252026
259.71M
245.08M
(SHO) Total Revenue
(REXR) Total Revenue
Values in USD except per share items

SHO vs. REXR - Profitability Comparison

The chart below illustrates the profitability comparison between Sunstone Hotel Investors, Inc. and Rexford Industrial Realty, 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%202220232024202520260
76.8%
Portfolio components
SHO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sunstone Hotel Investors, Inc. reported a gross profit of 0.00 and revenue of 259.71M. Therefore, the gross margin over that period was 0.0%.

REXR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rexford Industrial Realty, Inc. reported a gross profit of 188.32M and revenue of 245.08M. Therefore, the gross margin over that period was 76.8%.

SHO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sunstone Hotel Investors, Inc. reported an operating income of 0.00 and revenue of 259.71M, resulting in an operating margin of 0.0%.

REXR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rexford Industrial Realty, Inc. reported an operating income of 100.46M and revenue of 245.08M, resulting in an operating margin of 41.0%.

SHO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sunstone Hotel Investors, Inc. reported a net income of 15.96M and revenue of 259.71M, resulting in a net margin of 6.1%.

REXR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rexford Industrial Realty, Inc. reported a net income of 87.87M and revenue of 245.08M, resulting in a net margin of 35.9%.


Frequently Asked Questions


SHO and REXR have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

REXR has higher volatility (8.30%) compared to SHO (5.26%). In terms of maximum drawdown, SHO dropped -91.73% vs REXR's -58.65%.

SHO currently has the higher Sharpe Ratio (1.65 vs -0.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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