PortfoliosLab logoPortfoliosLab logo
STWD vs. BXP
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

Loading graphics...

STWD vs. BXP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STWD
Starwood Property Trust, Inc.
-1.67%4.91%-0.56%26.70%-17.33%35.88%-12.01%36.80%1.11%6.08%
BXP
Boston Properties, Inc.
-22.04%-4.75%12.28%10.98%-38.57%26.21%-28.33%26.09%-10.86%5.91%

Fundamentals

EPS

STWD:

$1.83

BXP:

$1.75

PE Ratio

STWD:

9.40

BXP:

29.74

PEG Ratio

STWD:

0.88

BXP:

0.07

PS Ratio

STWD:

2.06

BXP:

2.37

Total Revenue (TTM)

STWD:

$1.88B

BXP:

$3.48B

Gross Profit (TTM)

STWD:

$693.29M

BXP:

$2.11B

EBITDA (TTM)

STWD:

$1.37B

BXP:

$1.75B

Returns By Period

In the year-to-date period, STWD achieves a -1.67% return, which is significantly higher than BXP's -22.04% return. Over the past 10 years, STWD has outperformed BXP with an annualized return of 8.98%, while BXP has yielded a comparatively lower -4.75% annualized return.


STWD

1D
1.95%
1M
-0.56%
YTD
-1.67%
6M
-6.15%
1Y
-3.51%
3Y*
9.41%
5Y*
2.21%
10Y*
8.98%

BXP

1D
1.53%
1M
-8.63%
YTD
-22.04%
6M
-28.51%
1Y
-19.00%
3Y*
4.29%
5Y*
-8.41%
10Y*
-4.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

STWD vs. BXP — Risk / Return Rank

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

STWD
STWD Risk / Return Rank: 3434
Overall Rank
STWD Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
STWD Sortino Ratio Rank: 2828
Sortino Ratio Rank
STWD Omega Ratio Rank: 2828
Omega Ratio Rank
STWD Calmar Ratio Rank: 3939
Calmar Ratio Rank
STWD Martin Ratio Rank: 3939
Martin Ratio Rank

BXP
BXP Risk / Return Rank: 1717
Overall Rank
BXP Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
BXP Sortino Ratio Rank: 1616
Sortino Ratio Rank
BXP Omega Ratio Rank: 1717
Omega Ratio Rank
BXP Calmar Ratio Rank: 2424
Calmar Ratio Rank
BXP Martin Ratio Rank: 1313
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.

STWD vs. BXP - Risk-Adjusted Trends 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.


STWDBXPDifference

Sharpe ratio

Return per unit of total volatility

-0.17

-0.61

+0.44

Sortino ratio

Return per unit of downside risk

-0.10

-0.68

+0.59

Omega ratio

Gain probability vs. loss probability

0.99

0.92

+0.07

Calmar ratio

Return relative to maximum drawdown

-0.10

-0.55

+0.44

Martin ratio

Return relative to average drawdown

-0.19

-1.39

+1.20

STWD vs. BXP - Sharpe Ratio Comparison

The current STWD Sharpe Ratio is -0.17, which is higher than the BXP Sharpe Ratio of -0.61. 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.


Loading graphics...

Sharpe Ratios by Period


STWDBXPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.17

-0.61

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

-0.26

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

-0.15

+0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.23

+0.13

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.


Dividends

STWD vs. BXP - Dividend Comparison

STWD's dividend yield for the trailing twelve months is around 11.15%, more than BXP's 5.93% yield.


TTM20252024202320222021202020192018201720162015
STWD
Starwood Property Trust, Inc.
11.15%10.66%10.13%9.13%10.47%7.90%9.95%7.72%9.74%8.99%8.75%9.34%
BXP
Boston Properties, Inc.
5.93%4.98%5.27%5.59%5.80%3.40%4.15%2.78%3.11%2.35%2.15%3.02%

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.


Loading graphics...

Drawdown Indicators


STWDBXPDifference

Max Drawdown

Largest peak-to-trough decline

-66.34%

-72.80%

+6.46%

Max Drawdown (1Y)

Largest decline over 1 year

-14.53%

-33.56%

+19.03%

Max Drawdown (5Y)

Largest decline over 5 years

-29.65%

-62.57%

+32.92%

Max Drawdown (10Y)

Largest decline over 10 years

-66.34%

-63.59%

-2.75%

Current Drawdown

Current decline from peak

-11.17%

-51.94%

+40.77%

Average Drawdown

Average peak-to-trough decline

-7.55%

-16.54%

+8.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.83%

13.21%

-5.38%

Volatility

STWD vs. BXP - Volatility Comparison

The current volatility for Starwood Property Trust, Inc. (STWD) is 6.01%, while Boston Properties, Inc. (BXP) has a volatility of 8.80%. 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.


Loading graphics...

Volatility by Period


STWDBXPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

8.80%

-2.79%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

20.04%

-7.97%

Volatility (1Y)

Calculated over the trailing 1-year period

20.80%

31.20%

-10.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.30%

32.81%

-8.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.10%

31.94%

-1.84%

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


300.00M400.00M500.00M600.00M700.00M800.00M900.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
492.95M
877.10M
(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

0.0%20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
60.2%
Portfolio components
STWD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Starwood Property Trust, Inc. reported a gross profit of 0.00 and revenue of 492.95M. Therefore, the gross margin over that period was 0.0%.

BXP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Boston Properties, Inc. reported a gross profit of 528.24M and revenue of 877.10M. Therefore, the gross margin over that period was 60.2%.

STWD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Starwood Property Trust, Inc. reported an operating income of 0.00 and revenue of 492.95M, resulting in an operating margin of 0.0%.

BXP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Boston Properties, Inc. reported an operating income of 490.44M and revenue of 877.10M, resulting in an operating margin of 55.9%.

STWD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Starwood Property Trust, Inc. reported a net income of 96.92M and revenue of 492.95M, resulting in a net margin of 19.7%.

BXP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Boston Properties, Inc. reported a net income of 248.49M and revenue of 877.10M, resulting in a net margin of 28.3%.