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

Correlation

The correlation between STWD and BXP is 0.52, 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.


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.

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Key characteristics

Sharpe Ratio

STWD:

0.41

BXP:

0.36

Sortino Ratio

STWD:

0.76

BXP:

0.80

Omega Ratio

STWD:

1.10

BXP:

1.10

Calmar Ratio

STWD:

0.74

BXP:

0.26

Martin Ratio

STWD:

2.10

BXP:

0.92

Ulcer Index

STWD:

4.86%

BXP:

14.98%

Daily Std Dev

STWD:

22.11%

BXP:

31.52%

Max Drawdown

STWD:

-66.34%

BXP:

-72.80%

Current Drawdown

STWD:

-0.07%

BXP:

-41.68%

Fundamentals

Market Cap

STWD:

$6.83B

BXP:

$11.77B

EPS

STWD:

$1.10

BXP:

-$0.03

PEG Ratio

STWD:

2.73

BXP:

0.34

PS Ratio

STWD:

17.05

BXP:

3.47

PB Ratio

STWD:

1.04

BXP:

1.98

Total Revenue (TTM)

STWD:

$1.42B

BXP:

$3.43B

Gross Profit (TTM)

STWD:

$1.11B

BXP:

$1.64B

EBITDA (TTM)

STWD:

$776.85M

BXP:

$1.83B

Returns By Period

In the year-to-date period, STWD achieves a 8.26% return, which is significantly higher than BXP's -9.88% return. Over the past 10 years, STWD has outperformed BXP with an annualized return of 7.71%, while BXP has yielded a comparatively lower -3.15% annualized return.


STWD

YTD

8.26%

1M

12.35%

6M

9.03%

1Y

9.05%

5Y*

21.91%

10Y*

7.71%

BXP

YTD

-9.88%

1M

8.91%

6M

-14.07%

1Y

11.33%

5Y*

2.12%

10Y*

-3.15%

*Annualized

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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 6767
Overall Rank
The Sharpe Ratio Rank of STWD is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of STWD is 5858
Sortino Ratio Rank
The Omega Ratio Rank of STWD is 5858
Omega Ratio Rank
The Calmar Ratio Rank of STWD is 7979
Calmar Ratio Rank
The Martin Ratio Rank of STWD is 7373
Martin Ratio Rank

BXP
The Risk-Adjusted Performance Rank of BXP is 6262
Overall Rank
The Sharpe Ratio Rank of BXP is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of BXP is 6060
Sortino Ratio Rank
The Omega Ratio Rank of BXP is 5858
Omega Ratio Rank
The Calmar Ratio Rank of BXP is 6363
Calmar Ratio Rank
The Martin Ratio Rank of BXP is 6262
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.


The current STWD Sharpe Ratio is 0.41, which is comparable to the BXP Sharpe Ratio of 0.36. 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.


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Dividends

STWD vs. BXP - Dividend Comparison

STWD's dividend yield for the trailing twelve months is around 9.59%, more than BXP's 5.94% yield.


TTM20242023202220212020201920182017201620152014
STWD
Starwood Property Trust, Inc.
9.59%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.
5.94%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 -66.34%, 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.


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Volatility

STWD vs. BXP - Volatility Comparison

The current volatility for Starwood Property Trust, Inc. (STWD) is 6.09%, while Boston Properties, Inc. (BXP) has a volatility of 7.61%. 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.


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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


200.00M400.00M600.00M800.00M20212022202320242025
448.31M
865.22M
(STWD) Total Revenue
(BXP) Total Revenue
Values in USD except per share items

STWD vs. BXP - Profitability Comparison

The chart below illustrates the profitability comparison between Starwood Property Trust, Inc. and Boston Properties, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%100.0%20212022202320242025
45.3%
60.7%
(STWD) Gross Margin
(BXP) Gross Margin
STWD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Starwood Property Trust, Inc. reported a gross profit of 202.87M and revenue of 448.31M. Therefore, the gross margin over that period was 45.3%.

BXP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Boston Properties, Inc. reported a gross profit of 525.30M and revenue of 865.22M. Therefore, the gross margin over that period was 60.7%.

STWD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Starwood Property Trust, Inc. reported an operating income of 345.28M and revenue of 448.31M, resulting in an operating margin of 77.0%.

BXP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Boston Properties, Inc. reported an operating income of 473.02M and revenue of 865.22M, resulting in an operating margin of 54.7%.

STWD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Starwood Property Trust, Inc. reported a net income of 51.64M and revenue of 448.31M, resulting in a net margin of 11.5%.

BXP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Boston Properties, Inc. reported a net income of 61.18M and revenue of 865.22M, resulting in a net margin of 7.1%.