STWD vs. WPC
STWD (Starwood Property Trust, Inc.) and WPC (W. P. Carey Inc.) are both stocks. Both are in the Real Estate sector — STWD in REIT - Mortgage, WPC in REIT - Diversified. Over the past 10 years, STWD returned 7.63%/yr vs 7.88%/yr for WPC. At a 0.44 correlation, their price movements are largely independent.
Performance
STWD vs. WPC - Performance Comparison
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Returns By Period
In the year-to-date period, STWD achieves a -3.33% return, which is significantly lower than WPC's 15.91% return. Both investments have delivered pretty close results over the past 10 years, with STWD having a 7.63% annualized return and WPC not far ahead at 7.88%.
STWD
- 1D
- -0.99%
- 1M
- -6.00%
- YTD
- -3.33%
- 6M
- -2.92%
- 1Y
- -5.47%
- 3Y*
- 7.38%
- 5Y*
- 1.13%
- 10Y*
- 7.63%
WPC
- 1D
- -0.28%
- 1M
- 1.59%
- YTD
- 15.91%
- 6M
- 13.63%
- 1Y
- 25.09%
- 3Y*
- 9.20%
- 5Y*
- 5.56%
- 10Y*
- 7.88%
STWD vs. WPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STWD Starwood Property Trust, Inc. | -3.33% | 4.91% | -0.56% | 26.70% | -17.33% | 35.88% | -12.01% | 36.80% | 1.11% | 6.08% |
WPC W. P. Carey Inc. | 15.91% | 24.99% | -10.59% | -7.93% | 0.47% | 22.88% | -5.99% | 28.84% | 1.08% | 25.68% |
Correlation
The correlation between STWD and WPC is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Aug 13, 2009 | 0.44 |
Fundamentals
STWD:
$1.39
WPC:
$2.34
STWD:
12.19
WPC:
31.49
STWD:
1.00
WPC:
16.83
STWD:
2.16
WPC:
10.62
STWD:
$1.98B
WPC:
$1.53B
STWD:
$1.19B
WPC:
$942.27M
STWD:
$1.83B
WPC:
$1.21B
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Return for Risk
STWD vs. WPC — Risk / Return Rank
STWD
WPC
STWD vs. WPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Starwood Property Trust, Inc. (STWD) and W. P. Carey Inc. (WPC). 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.
| STWD | WPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.52 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.27 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 2.60 | -2.97 |
| Martin ratioReturn relative to average drawdown | -0.65 | 7.92 | -8.57 |
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
| STWD | WPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.33 | 1.57 | -1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.27 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.31 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.46 | -0.10 |
Drawdowns
STWD vs. WPC - Drawdown Comparison
The maximum STWD drawdown since its inception was -66.34%, which is greater than WPC's maximum drawdown of -52.45%. Use the drawdown chart below to compare losses from any high point for STWD and WPC.
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Drawdown Indicators
| STWD | WPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.34% | -52.45% | -13.89% |
Max Drawdown (1Y)Largest decline over 1 year | -14.53% | -9.71% | -4.82% |
Max Drawdown (3Y)Largest decline over 3 years | -16.66% | -27.07% | +10.41% |
Max Drawdown (5Y)Largest decline over 5 years | -29.65% | -36.81% | +7.16% |
Max Drawdown (10Y)Largest decline over 10 years | -66.34% | -52.45% | -13.89% |
Current DrawdownCurrent decline from peak | -12.67% | -1.91% | -10.76% |
Average DrawdownAverage peak-to-trough decline | -7.57% | -10.27% | +2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.47% | 3.17% | +5.30% |
Volatility
STWD vs. WPC - Volatility Comparison
Starwood Property Trust, Inc. (STWD) has a higher volatility of 5.59% compared to W. P. Carey Inc. (WPC) at 4.03%. This indicates that STWD's price experiences larger fluctuations and is considered to be riskier than WPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STWD | WPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 4.03% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 12.21% | 12.06% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.67% | 16.08% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.29% | 20.63% | +3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.13% | 25.79% | +4.34% |
Dividends
STWD vs. WPC - Dividend Comparison
STWD's dividend yield for the trailing twelve months is around 11.34%, more than WPC's 4.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STWD Starwood Property Trust, Inc. | 11.34% | 10.66% | 10.13% | 9.13% | 10.47% | 7.90% | 9.95% | 7.72% | 9.74% | 8.99% | 8.75% | 9.34% |
WPC W. P. Carey Inc. | 4.97% | 5.62% | 6.41% | 7.93% | 5.43% | 5.12% | 5.91% | 5.17% | 6.26% | 7.26% | 6.65% | 6.48% |
Financials
STWD vs. WPC - Financials Comparison
This section allows you to compare key financial metrics between Starwood Property Trust, Inc. and W. P. Carey 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
STWD and WPC have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STWD has higher volatility (5.59%) compared to WPC (4.03%). In terms of maximum drawdown, STWD dropped -66.34% vs WPC's -52.45%.
WPC currently has the higher Sharpe Ratio (1.57 vs -0.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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