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

Correlation

The correlation between STWD and OLP is 0.45, 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.


-0.50.00.51.00.4

Performance

STWD vs. OLP - Performance Comparison

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

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
5.26%
18.58%
STWD
OLP

Key characteristics

Sharpe Ratio

STWD:

-0.06

OLP:

1.30

Sortino Ratio

STWD:

0.05

OLP:

1.84

Omega Ratio

STWD:

1.01

OLP:

1.23

Calmar Ratio

STWD:

-0.10

OLP:

0.82

Martin Ratio

STWD:

-0.22

OLP:

6.73

Ulcer Index

STWD:

6.08%

OLP:

4.36%

Daily Std Dev

STWD:

20.42%

OLP:

22.58%

Max Drawdown

STWD:

-66.33%

OLP:

-87.45%

Current Drawdown

STWD:

-5.98%

OLP:

-9.19%

Fundamentals

Market Cap

STWD:

$6.89B

OLP:

$615.31M

EPS

STWD:

$1.18

OLP:

$1.63

PE Ratio

STWD:

16.82

OLP:

17.65

PEG Ratio

STWD:

2.73

OLP:

0.00

Total Revenue (TTM)

STWD:

$2.10B

OLP:

$89.45M

Gross Profit (TTM)

STWD:

$1.90B

OLP:

$54.26M

EBITDA (TTM)

STWD:

$1.37B

OLP:

$67.15M

Returns By Period

In the year-to-date period, STWD achieves a -0.80% return, which is significantly lower than OLP's 32.02% return. Over the past 10 years, STWD has underperformed OLP with an annualized return of 7.62%, while OLP has yielded a comparatively higher 9.01% annualized return.


STWD

YTD

-0.80%

1M

-1.82%

6M

5.26%

1Y

-1.31%

5Y*

4.63%

10Y*

7.62%

OLP

YTD

32.02%

1M

-5.10%

6M

18.58%

1Y

31.60%

5Y*

7.81%

10Y*

9.01%

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Risk-Adjusted Performance

STWD vs. OLP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Starwood Property Trust, Inc. (STWD) and One Liberty Properties, Inc. (OLP). 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 -0.06, compared to the broader market-4.00-2.000.002.00-0.061.40
The chart of Sortino ratio for STWD, currently valued at 0.05, compared to the broader market-4.00-2.000.002.004.000.051.97
The chart of Omega ratio for STWD, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.25
The chart of Calmar ratio for STWD, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.100.88
The chart of Martin ratio for STWD, currently valued at -0.22, compared to the broader market0.0010.0020.00-0.227.19
STWD
OLP

The current STWD Sharpe Ratio is -0.06, which is lower than the OLP Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of STWD and OLP, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.06
1.40
STWD
OLP

Dividends

STWD vs. OLP - Dividend Comparison

STWD's dividend yield for the trailing twelve months is around 9.90%, more than OLP's 4.93% yield.


TTM20232022202120202019201820172016201520142013
STWD
Starwood Property Trust, Inc.
9.90%9.13%10.47%7.90%9.95%7.72%9.74%8.99%8.75%9.34%8.26%6.57%
OLP
One Liberty Properties, Inc.
4.93%8.22%8.10%5.10%8.97%6.62%7.43%6.71%6.61%7.36%6.34%7.05%

Drawdowns

STWD vs. OLP - Drawdown Comparison

The maximum STWD drawdown since its inception was -66.33%, smaller than the maximum OLP drawdown of -87.45%. Use the drawdown chart below to compare losses from any high point for STWD and OLP. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.98%
-9.19%
STWD
OLP

Volatility

STWD vs. OLP - Volatility Comparison

The current volatility for Starwood Property Trust, Inc. (STWD) is 5.25%, while One Liberty Properties, Inc. (OLP) has a volatility of 6.42%. This indicates that STWD experiences smaller price fluctuations and is considered to be less risky than OLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.25%
6.42%
STWD
OLP

Financials

STWD vs. OLP - Financials Comparison

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