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

Performance

SHO vs. TWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sunstone Hotel Investors, Inc. (SHO) and Two Harbors Investment Corp. (TWO). 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 TWO's 24.99% return. Over the past 10 years, SHO has outperformed TWO with an annualized return of 3.09%, while TWO has yielded a comparatively lower -3.01% 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%

TWO

1D
0.82%
1M
-1.44%
YTD
24.99%
6M
18.87%
1Y
35.78%
3Y*
12.15%
5Y*
-5.16%
10Y*
-3.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHO vs. TWO - 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%
TWO
Two Harbors Investment Corp.
24.99%2.52%-2.73%2.31%-23.25%0.03%-52.19%28.73%-10.33%26.53%

Correlation

The correlation between SHO and TWO is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.39

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

0.46

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

0.44

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2009

0.41

The correlation between SHO and TWO shifts across timeframes, from 0.26 (1 year) to 0.46 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

SHO:

$0.18

TWO:

-$4.56

PS Ratio

SHO:

2.28

TWO:

1.76

Total Revenue (TTM)

SHO:

$985.77M

TWO:

$546.33M

Gross Profit (TTM)

SHO:

-$61.65M

TWO:

$524.61M

EBITDA (TTM)

SHO:

$198.70M

TWO:

-$7.58M

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Return for Risk

SHO vs. TWO — 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

TWO
TWO Risk / Return Rank: 6868
Overall Rank
TWO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TWO Sortino Ratio Rank: 6868
Sortino Ratio Rank
TWO Omega Ratio Rank: 7171
Omega Ratio Rank
TWO Calmar Ratio Rank: 6363
Calmar Ratio Rank
TWO Martin Ratio Rank: 6767
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. TWO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sunstone Hotel Investors, Inc. (SHO) and Two Harbors Investment Corp. (TWO). 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.


SHOTWODifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+0.85

Omega ratioGain probability vs. loss probability

1.27

1.23

+0.04

Calmar ratioReturn relative to maximum drawdown

3.81

0.98

+2.83

Martin ratioReturn relative to average drawdown

7.89

2.77

+5.12

SHO vs. TWO - Sharpe Ratio Comparison

The current SHO Sharpe Ratio is 1.65, which is higher than the TWO Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of SHO and TWO, 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. TWO - Drawdown Comparison

The maximum SHO drawdown since its inception was -91.73%, which is greater than TWO's maximum drawdown of -84.71%. Use the drawdown chart below to compare losses from any high point for SHO and TWO.


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Drawdown Indicators


SHOTWODifference

Max Drawdown

Largest peak-to-trough decline

-91.73%

-84.71%

-7.02%

Max Drawdown (1Y)

Largest decline over 1 year

-10.58%

-36.81%

+26.23%

Max Drawdown (3Y)

Largest decline over 3 years

-36.56%

-36.81%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-36.72%

-56.09%

+19.37%

Max Drawdown (10Y)

Largest decline over 10 years

-55.96%

-84.71%

+28.75%

Current Drawdown

Current decline from peak

-22.33%

-56.77%

+34.44%

Average Drawdown

Average peak-to-trough decline

-36.25%

-28.65%

-7.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.09%

12.94%

-7.85%

Volatility

SHO vs. TWO - Volatility Comparison

Sunstone Hotel Investors, Inc. (SHO) has a higher volatility of 5.26% compared to Two Harbors Investment Corp. (TWO) at 2.04%. This indicates that SHO's price experiences larger fluctuations and is considered to be riskier than TWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHOTWODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

2.04%

+3.22%

Volatility (6M)

Calculated over the trailing 6-month period

16.81%

35.15%

-18.34%

Volatility (1Y)

Calculated over the trailing 1-year period

24.47%

40.61%

-16.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.48%

33.15%

-2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.18%

48.02%

-14.84%

Dividends

SHO vs. TWO - Dividend Comparison

SHO's dividend yield for the trailing twelve months is around 3.07%, less than TWO's 11.44% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TWO
Two Harbors Investment Corp.
11.44%15.52%15.22%15.08%12.94%11.79%7.85%11.42%14.64%23.31%10.67%12.84%

Financials

SHO vs. TWO - Financials Comparison

This section allows you to compare key financial metrics between Sunstone Hotel Investors, Inc. and Two Harbors Investment Corp.. 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


-200.00M-100.00M0.00100.00M200.00M300.00M20222023202420252026
259.71M
0
(SHO) Total Revenue
(TWO) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SHO and TWO have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHO has higher volatility (5.26%) compared to TWO (2.04%). In terms of maximum drawdown, SHO dropped -91.73% vs TWO's -84.71%.

SHO currently has the higher Sharpe Ratio (1.65 vs 0.89), 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.

Portfolio Optimizer

Find the right allocation for SHO and TWO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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