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

Correlation

The correlation between STWD and BXP is 0.54, 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.


-0.50.00.51.00.5

Performance

STWD vs. BXP - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
0.32%
12.47%
STWD
BXP

Key characteristics

Sharpe Ratio

STWD:

0.25

BXP:

0.52

Sortino Ratio

STWD:

0.46

BXP:

0.88

Omega Ratio

STWD:

1.06

BXP:

1.11

Calmar Ratio

STWD:

0.40

BXP:

0.30

Martin Ratio

STWD:

1.00

BXP:

1.46

Ulcer Index

STWD:

5.12%

BXP:

10.85%

Daily Std Dev

STWD:

20.30%

BXP:

30.81%

Max Drawdown

STWD:

-66.33%

BXP:

-72.80%

Current Drawdown

STWD:

-3.67%

BXP:

-36.30%

Fundamentals

Market Cap

STWD:

$6.68B

BXP:

$12.78B

EPS

STWD:

$1.19

BXP:

$2.33

PE Ratio

STWD:

16.28

BXP:

31.41

PEG Ratio

STWD:

2.73

BXP:

2.05

Total Revenue (TTM)

STWD:

$1.58B

BXP:

$2.55B

Gross Profit (TTM)

STWD:

$1.45B

BXP:

$886.74M

EBITDA (TTM)

STWD:

$965.42M

BXP:

$1.68B

Returns By Period

In the year-to-date period, STWD achieves a 2.22% return, which is significantly higher than BXP's -1.57% return. Over the past 10 years, STWD has outperformed BXP with an annualized return of 7.68%, while BXP has yielded a comparatively lower -2.65% annualized return.


STWD

YTD

2.22%

1M

3.63%

6M

0.32%

1Y

4.53%

5Y*

4.51%

10Y*

7.68%

BXP

YTD

-1.57%

1M

-0.08%

6M

12.46%

1Y

16.61%

5Y*

-7.62%

10Y*

-2.65%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

STWD vs. BXP — Risk-Adjusted Performance Rank

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

STWD
The Risk-Adjusted Performance Rank of STWD is 5353
Overall Rank
The Sharpe Ratio Rank of STWD is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of STWD is 4545
Sortino Ratio Rank
The Omega Ratio Rank of STWD is 4444
Omega Ratio Rank
The Calmar Ratio Rank of STWD is 6464
Calmar Ratio Rank
The Martin Ratio Rank of STWD is 5858
Martin Ratio Rank

BXP
The Risk-Adjusted Performance Rank of BXP is 6060
Overall Rank
The Sharpe Ratio Rank of BXP is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of BXP is 5757
Sortino Ratio Rank
The Omega Ratio Rank of BXP is 5555
Omega Ratio Rank
The Calmar Ratio Rank of BXP is 6060
Calmar Ratio Rank
The Martin Ratio Rank of BXP is 6363
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.

STWD vs. BXP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Starwood Property Trust, Inc. (STWD) and Boston Properties, Inc. (BXP). 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 STWD, currently valued at 0.25, compared to the broader market-2.000.002.004.000.250.52
The chart of Sortino ratio for STWD, currently valued at 0.46, compared to the broader market-4.00-2.000.002.004.000.460.88
The chart of Omega ratio for STWD, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.11
The chart of Calmar ratio for STWD, currently valued at 0.40, compared to the broader market0.002.004.006.000.400.30
The chart of Martin ratio for STWD, currently valued at 1.00, compared to the broader market-10.000.0010.0020.001.001.46
STWD
BXP

The current STWD Sharpe Ratio is 0.25, which is lower than the BXP Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of STWD and BXP, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.25
0.52
STWD
BXP

Dividends

STWD vs. BXP - Dividend Comparison

STWD's dividend yield for the trailing twelve months is around 9.91%, more than BXP's 5.36% yield.


TTM20242023202220212020201920182017201620152014
STWD
Starwood Property Trust, Inc.
9.91%10.13%9.13%10.47%7.90%9.95%7.72%9.74%8.99%8.75%9.34%8.26%
BXP
Boston Properties, Inc.
5.36%5.27%5.59%5.80%3.40%4.15%2.78%3.11%2.35%2.15%3.02%5.52%

Drawdowns

STWD vs. BXP - Drawdown Comparison

The maximum STWD drawdown since its inception was -66.33%, smaller than the maximum BXP drawdown of -72.80%. Use the drawdown chart below to compare losses from any high point for STWD and BXP. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.67%
-36.30%
STWD
BXP

Volatility

STWD vs. BXP - Volatility Comparison

The current volatility for Starwood Property Trust, Inc. (STWD) is 6.42%, while Boston Properties, Inc. (BXP) has a volatility of 11.12%. This indicates that STWD experiences smaller price fluctuations and is considered to be less risky than BXP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
6.42%
11.12%
STWD
BXP

Financials

STWD vs. BXP - Financials Comparison

This section allows you to compare key financial metrics between Starwood Property Trust, Inc. and Boston Properties, 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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