TWO vs. SVC

Last updated Apr 1, 2026

Compare and contrast key facts about Two Harbors Investment Corp. (TWO) and Service Properties Trust (SVC).

Performance

TWO vs. SVC - Performance Comparison

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

TWO vs. SVC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TWO Two Harbors Investment Corp.	12.37%	2.52%	-2.73%	2.31%	-23.25%	0.03%	-52.19%	28.73%	-10.33%	26.53%
SVC Service Properties Trust	-26.00%	-26.30%	-67.28%	29.07%	-14.50%	-23.23%	-51.47%	10.84%	-13.51%	0.66%

Fundamentals

EPS TWO : -$4.36 SVC : -$1.68
PS Ratio TWO : 2.81 SVC : 0.12
Total Revenue (TTM) TWO : $422.76M SVC : $1.87B
Gross Profit (TTM) TWO : $561.79M SVC : $576.90M
EBITDA (TTM) TWO : $420.52M SVC : $427.49M

Returns By Period

In the year-to-date period, TWO achieves a 12.37% return, which is significantly higher than SVC's -26.00% return. Over the past 10 years, TWO has outperformed SVC with an annualized return of -2.90%, while SVC has yielded a comparatively lower -21.38% annualized return.

TWO

• 1D: 1.69%
• 1M: 10.55%
• YTD: 12.37%
• 6M: 23.72%
• 1Y: -1.81%
• 3Y*: 5.78%
• 5Y*: -5.78%
• 10Y*: -2.90%

SVC

• 1D: -24.30%
• 1M: -41.09%
• YTD: -26.00%
• 6M: -49.54%
• 1Y: -47.12%
• 3Y*: -45.22%
• 5Y*: -32.41%
• 10Y*: -21.38%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TWO vs. SVC — Risk / Return Rank

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

TWO

TWO Risk / Return Rank: 39
TWO Sharpe Ratio Rank: 39
TWO Sortino Ratio Rank: 36
TWO Omega Ratio Rank: 36
TWO Calmar Ratio Rank: 41
TWO Martin Ratio Rank: 42

SVC

SVC Risk / Return Rank: 9
SVC Sharpe Ratio Rank: 10
SVC Sortino Ratio Rank: 12
SVC Omega Ratio Rank: 12
SVC Calmar Ratio Rank: 10
SVC Martin Ratio Rank: 3

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.

TWO vs. SVC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Two Harbors Investment Corp. (TWO) and Service Properties Trust (SVC). 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.

	TWO	SVC	Difference
Sharpe ratio Return per unit of total volatility	-0.04	-0.77	+0.73
Sortino ratio Return per unit of downside risk	0.26	-0.94	+1.19
Omega ratio Gain probability vs. loss probability	1.03	0.87	+0.16
Calmar ratio Return relative to maximum drawdown	-0.02	-0.86	+0.84
Martin ratio Return relative to average drawdown	-0.04	-1.82	+1.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TWO vs. SVC - Sharpe Ratio Comparison

The current TWO Sharpe Ratio is -0.04, which is higher than the SVC Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of TWO and SVC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TWO	SVC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.04	-0.77	+0.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.17	-0.61	+0.43
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.06	-0.38	+0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.06	-0.05	+0.10

Correlation

The correlation between TWO and SVC is 0.46, 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

TWO vs. SVC - Dividend Comparison

TWO's dividend yield for the trailing twelve months is around 13.31%, more than SVC's 2.95% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TWO Two Harbors Investment Corp.	13.31%	15.52%	15.22%	15.08%	12.94%	11.79%	7.85%	11.42%	14.64%	23.31%	10.67%	12.84%
SVC Service Properties Trust	2.95%	2.17%	24.02%	9.37%	3.16%	0.46%	4.96%	8.84%	8.84%	6.93%	6.40%	8.31%

Drawdowns

TWO vs. SVC - Drawdown Comparison

The maximum TWO drawdown since its inception was -84.71%, smaller than the maximum SVC drawdown of -93.27%. Use the drawdown chart below to compare losses from any high point for TWO and SVC.

Drawdown Indicators

	TWO	SVC	Difference
Max Drawdown Largest peak-to-trough decline	-84.71%	-93.27%	+8.56%
Max Drawdown (1Y) Largest decline over 1 year	-36.81%	-55.02%	+18.21%
Max Drawdown (5Y) Largest decline over 5 years	-57.23%	-88.31%	+31.08%
Max Drawdown (10Y) Largest decline over 10 years	-84.71%	-93.27%	+8.56%
Current Drawdown Current decline from peak	-61.13%	-93.27%	+32.14%
Average Drawdown Average peak-to-trough decline	-28.23%	-26.27%	-1.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.10%	26.04%	-7.94%

Volatility

TWO vs. SVC - Volatility Comparison

The current volatility for Two Harbors Investment Corp. (TWO) is 16.94%, while Service Properties Trust (SVC) has a volatility of 30.61%. This indicates that TWO experiences smaller price fluctuations and is considered to be less risky than SVC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TWO	SVC	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.94%	30.61%	-13.67%
Volatility (6M) Calculated over the trailing 6-month period	36.84%	43.20%	-6.36%
Volatility (1Y) Calculated over the trailing 1-year period	43.19%	61.39%	-18.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.58%	53.78%	-20.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.92%	55.88%	-7.96%

Financials

TWO vs. SVC - Profitability Comparison

The chart below illustrates the profitability comparison between Two Harbors Investment Corp. and Service Properties Trust over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

TWO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Two Harbors Investment Corp. reported a gross profit of 218.01M and revenue of 221.39M. Therefore, the gross margin over that period was 98.5%.

SVC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Service Properties Trust reported a gross profit of 145.18M and revenue of 478.77M. Therefore, the gross margin over that period was 30.3%.

TWO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Two Harbors Investment Corp. reported an operating income of 122.70M and revenue of 221.39M, resulting in an operating margin of 55.4%.

SVC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Service Properties Trust reported an operating income of 59.67M and revenue of 478.77M, resulting in an operating margin of 12.5%.

TWO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Two Harbors Investment Corp. reported a net income of 11.72M and revenue of 221.39M, resulting in a net margin of 5.3%.

SVC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Service Properties Trust reported a net income of -46.95M and revenue of 478.77M, resulting in a net margin of -9.8%.