SHO vs. TWO
Compare and contrast key facts about Sunstone Hotel Investors, Inc. (SHO) and Two Harbors Investment Corp. (TWO).
Performance
SHO vs. TWO - Performance Comparison
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SHO vs. TWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHO Sunstone Hotel Investors, Inc. | 1.58% | -21.48% | 13.86% | 14.44% | -16.79% | 3.53% | -18.14% | 12.65% | -17.21% | 13.27% |
TWO Two Harbors Investment Corp. | 11.29% | 2.52% | -2.73% | 2.31% | -23.25% | 0.03% | -52.19% | 28.73% | -10.33% | 26.53% |
Fundamentals
SHO:
$1.71B
TWO:
$1.18B
SHO:
$0.13
TWO:
-$4.36
SHO:
1.80
TWO:
2.79
SHO:
0.91
TWO:
0.99
SHO:
$960.13M
TWO:
$422.76M
SHO:
$338.75M
TWO:
$561.79M
SHO:
$195.92M
TWO:
$420.52M
Returns By Period
In the year-to-date period, SHO achieves a 1.58% return, which is significantly lower than TWO's 11.29% return. Over the past 10 years, SHO has outperformed TWO with an annualized return of -0.81%, while TWO has yielded a comparatively lower -2.99% annualized return.
SHO
- 1D
- -0.22%
- 1M
- -4.31%
- YTD
- 1.58%
- 6M
- -1.80%
- 1Y
- -1.44%
- 3Y*
- 0.35%
- 5Y*
- -4.41%
- 10Y*
- -0.81%
TWO
- 1D
- -0.96%
- 1M
- 10.77%
- YTD
- 11.29%
- 6M
- 19.15%
- 1Y
- -1.95%
- 3Y*
- 5.44%
- 5Y*
- -5.97%
- 10Y*
- -2.99%
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Return for Risk
SHO vs. TWO — Risk / Return Rank
SHO
TWO
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.
| SHO | TWO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.05 | -0.05 | 0.00 |
Sortino ratioReturn per unit of downside risk | 0.16 | 0.25 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.03 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | -0.03 | -0.08 | +0.04 |
Martin ratioReturn relative to average drawdown | -0.08 | -0.16 | +0.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SHO | TWO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.05 | -0.05 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | -0.18 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | -0.06 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.06 | -0.04 |
Correlation
The correlation between SHO and TWO is 0.41, 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
SHO vs. TWO - Dividend Comparison
SHO's dividend yield for the trailing twelve months is around 4.00%, less than TWO's 13.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHO Sunstone Hotel Investors, Inc. | 4.00% | 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. | 13.44% | 15.52% | 15.22% | 15.08% | 12.94% | 11.79% | 7.85% | 11.42% | 14.64% | 23.31% | 10.67% | 12.84% |
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
| SHO | TWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.73% | -84.71% | -7.02% |
Max Drawdown (1Y)Largest decline over 1 year | -18.31% | -36.81% | +18.50% |
Max Drawdown (5Y)Largest decline over 5 years | -38.21% | -57.23% | +19.02% |
Max Drawdown (10Y)Largest decline over 10 years | -55.96% | -84.71% | +28.75% |
Current DrawdownCurrent decline from peak | -40.53% | -61.51% | +20.98% |
Average DrawdownAverage peak-to-trough decline | -36.31% | -28.24% | -8.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.15% | 17.68% | -10.53% |
Volatility
SHO vs. TWO - Volatility Comparison
The current volatility for Sunstone Hotel Investors, Inc. (SHO) is 7.17%, while Two Harbors Investment Corp. (TWO) has a volatility of 16.89%. This indicates that SHO experiences smaller price fluctuations and is considered to be less risky 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
| SHO | TWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.17% | 16.89% | -9.72% |
Volatility (6M)Calculated over the trailing 6-month period | 17.75% | 36.84% | -19.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.05% | 43.19% | -12.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.63% | 33.58% | -2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.20% | 47.91% | -14.71% |
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.
Total Revenue: Total amount of money received from sales and other business activities
SHO vs. TWO - Profitability Comparison
SHO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Sunstone Hotel Investors, Inc. reported a gross profit of 0.00 and revenue of 236.97M. Therefore, the gross margin over that period was 0.0%.
TWO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Two Harbors Investment Corp. reported a gross profit of 218.01M and revenue of 221.39M. Therefore, the gross margin over that period was 98.5%.
SHO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Sunstone Hotel Investors, Inc. reported an operating income of 0.00 and revenue of 236.97M, resulting in an operating margin of 0.0%.
TWO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Two Harbors Investment Corp. reported an operating income of 122.70M and revenue of 221.39M, resulting in an operating margin of 55.4%.
SHO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Sunstone Hotel Investors, Inc. reported a net income of 7.22M and revenue of 236.97M, resulting in a net margin of 3.1%.
TWO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Two Harbors Investment Corp. reported a net income of 11.72M and revenue of 221.39M, resulting in a net margin of 5.3%.