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SVC vs. TWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SVC and TWO is 0.43, 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

SVC vs. TWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Service Properties Trust (SVC) and Two Harbors Investment Corp. (TWO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SVC:

-0.95

TWO:

0.21

Sortino Ratio

SVC:

-1.55

TWO:

0.47

Omega Ratio

SVC:

0.81

TWO:

1.06

Calmar Ratio

SVC:

-0.66

TWO:

0.08

Martin Ratio

SVC:

-1.37

TWO:

0.61

Ulcer Index

SVC:

43.98%

TWO:

9.32%

Daily Std Dev

SVC:

62.93%

TWO:

24.88%

Max Drawdown

SVC:

-91.27%

TWO:

-84.71%

Current Drawdown

SVC:

-89.16%

TWO:

-63.49%

Fundamentals

Market Cap

SVC:

$369.93M

TWO:

$1.25B

EPS

SVC:

-$1.89

TWO:

-$0.33

PS Ratio

SVC:

0.20

TWO:

3.36

PB Ratio

SVC:

0.50

TWO:

0.81

Total Revenue (TTM)

SVC:

$1.90B

TWO:

$600.28M

Gross Profit (TTM)

SVC:

$789.88M

TWO:

$294.08M

EBITDA (TTM)

SVC:

$509.68M

TWO:

$491.59M

Returns By Period

In the year-to-date period, SVC achieves a -12.19% return, which is significantly lower than TWO's 8.21% return. Over the past 10 years, SVC has underperformed TWO with an annualized return of -18.31%, while TWO has yielded a comparatively higher -5.41% annualized return.


SVC

YTD

-12.19%

1M

21.43%

6M

-16.15%

1Y

-59.61%

3Y*

-21.96%

5Y*

-15.00%

10Y*

-18.31%

TWO

YTD

8.21%

1M

8.39%

6M

10.55%

1Y

5.14%

3Y*

-2.19%

5Y*

3.55%

10Y*

-5.41%

*Annualized

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Service Properties Trust

Two Harbors Investment Corp.

Risk-Adjusted Performance

SVC vs. TWO — Risk-Adjusted Performance Rank

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

SVC
The Risk-Adjusted Performance Rank of SVC is 77
Overall Rank
The Sharpe Ratio Rank of SVC is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of SVC is 55
Sortino Ratio Rank
The Omega Ratio Rank of SVC is 66
Omega Ratio Rank
The Calmar Ratio Rank of SVC is 1010
Calmar Ratio Rank
The Martin Ratio Rank of SVC is 1010
Martin Ratio Rank

TWO
The Risk-Adjusted Performance Rank of TWO is 5555
Overall Rank
The Sharpe Ratio Rank of TWO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of TWO is 5050
Sortino Ratio Rank
The Omega Ratio Rank of TWO is 5050
Omega Ratio Rank
The Calmar Ratio Rank of TWO is 5555
Calmar Ratio Rank
The Martin Ratio Rank of TWO is 5959
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.

SVC vs. TWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Service Properties Trust (SVC) and Two Harbors Investment Corp. (TWO). 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 SVC Sharpe Ratio is -0.95, which is lower than the TWO Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of SVC and TWO, 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

SVC vs. TWO - Dividend Comparison

SVC's dividend yield for the trailing twelve months is around 10.41%, less than TWO's 15.14% yield.


TTM20242023202220212020201920182017201620152014
SVC
Service Properties Trust
10.41%24.02%9.37%3.16%0.46%4.96%8.84%8.84%6.93%6.40%7.55%6.29%
TWO
Two Harbors Investment Corp.
15.14%15.22%15.08%12.94%11.79%7.85%11.42%14.64%10.65%10.67%12.84%10.38%

Drawdowns

SVC vs. TWO - Drawdown Comparison

The maximum SVC drawdown since its inception was -91.27%, which is greater than TWO's maximum drawdown of -84.71%. Use the drawdown chart below to compare losses from any high point for SVC and TWO. For additional features, visit the drawdowns tool.


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Volatility

SVC vs. TWO - Volatility Comparison

Service Properties Trust (SVC) has a higher volatility of 16.26% compared to Two Harbors Investment Corp. (TWO) at 9.06%. This indicates that SVC's price experiences larger fluctuations and is considered to be riskier than TWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SVC vs. TWO - Financials Comparison

This section allows you to compare key financial metrics between Service Properties Trust and Two Harbors Investment Corp.. 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


-2.00B-1.50B-1.00B-500.00M0.00500.00M20212022202320242025
435.18M
268.24M
(SVC) Total Revenue
(TWO) Total Revenue
Values in USD except per share items

SVC vs. TWO - Profitability Comparison

The chart below illustrates the profitability comparison between Service Properties Trust and Two Harbors Investment Corp. 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%20212022202320242025
28.4%
49.7%
(SVC) Gross Margin
(TWO) Gross Margin
SVC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Service Properties Trust reported a gross profit of 123.71M and revenue of 435.18M. Therefore, the gross margin over that period was 28.4%.

TWO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Two Harbors Investment Corp. reported a gross profit of 133.33M and revenue of 268.24M. Therefore, the gross margin over that period was 49.7%.

SVC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Service Properties Trust reported an operating income of 25.06M and revenue of 435.18M, resulting in an operating margin of 5.8%.

TWO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Two Harbors Investment Corp. reported an operating income of 86.24M and revenue of 268.24M, resulting in an operating margin of 32.2%.

SVC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Service Properties Trust reported a net income of -116.44M and revenue of 435.18M, resulting in a net margin of -26.8%.

TWO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Two Harbors Investment Corp. reported a net income of -79.06M and revenue of 268.24M, resulting in a net margin of -29.5%.