WPC vs. STWD
WPC (W. P. Carey Inc.) and STWD (Starwood Property Trust, Inc.) are both stocks. Both are in the Real Estate sector — WPC in REIT - Diversified, STWD in REIT - Mortgage. Over the past 10 years, WPC returned 7.95%/yr vs 7.77%/yr for STWD. At a 0.44 correlation, their price movements are largely independent.
Performance
WPC vs. STWD - Performance Comparison
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Returns By Period
In the year-to-date period, WPC achieves a 16.54% return, which is significantly higher than STWD's -2.41% return. Both investments have delivered pretty close results over the past 10 years, with WPC having a 7.95% annualized return and STWD not far behind at 7.77%.
WPC
- 1D
- 0.54%
- 1M
- 1.09%
- YTD
- 16.54%
- 6M
- 13.87%
- 1Y
- 26.12%
- 3Y*
- 9.47%
- 5Y*
- 5.68%
- 10Y*
- 7.95%
STWD
- 1D
- 0.95%
- 1M
- -6.41%
- YTD
- -2.41%
- 6M
- -1.41%
- 1Y
- -4.96%
- 3Y*
- 8.11%
- 5Y*
- 1.32%
- 10Y*
- 7.77%
WPC vs. STWD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WPC W. P. Carey Inc. | 16.54% | 24.99% | -10.59% | -7.93% | 0.47% | 22.88% | -5.99% | 28.84% | 1.08% | 25.68% |
STWD Starwood Property Trust, Inc. | -2.41% | 4.91% | -0.56% | 26.70% | -17.33% | 35.88% | -12.01% | 36.80% | 1.11% | 6.08% |
Correlation
The correlation between WPC and STWD is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
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
WPC:
$2.34
STWD:
$1.39
WPC:
31.66
STWD:
12.31
WPC:
16.92
STWD:
1.01
WPC:
10.68
STWD:
2.18
WPC:
$1.53B
STWD:
$1.98B
WPC:
$942.27M
STWD:
$1.19B
WPC:
$1.21B
STWD:
$1.83B
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Return for Risk
WPC vs. STWD — Risk / Return Rank
WPC
STWD
WPC vs. STWD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for W. P. Carey Inc. (WPC) and Starwood Property Trust, Inc. (STWD). 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.
| WPC | STWD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.93 | ||
| Sortino ratioReturn per unit of downside risk | +2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.96 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | -0.34 | +3.04 |
| Martin ratioReturn relative to average drawdown | 8.24 | -0.58 | +8.83 |
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
| WPC | STWD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | -0.30 | +1.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.05 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.26 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.36 | +0.10 |
Drawdowns
WPC vs. STWD - Drawdown Comparison
The maximum WPC drawdown since its inception was -52.45%, smaller than the maximum STWD drawdown of -66.34%. Use the drawdown chart below to compare losses from any high point for WPC and STWD.
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Drawdown Indicators
| WPC | STWD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.45% | -66.34% | +13.89% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -14.53% | +4.82% |
Max Drawdown (3Y)Largest decline over 3 years | -27.07% | -16.66% | -10.41% |
Max Drawdown (5Y)Largest decline over 5 years | -36.81% | -29.65% | -7.16% |
Max Drawdown (10Y)Largest decline over 10 years | -52.45% | -66.34% | +13.89% |
Current DrawdownCurrent decline from peak | -1.37% | -11.84% | +10.47% |
Average DrawdownAverage peak-to-trough decline | -10.27% | -7.57% | -2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 8.50% | -5.32% |
Volatility
WPC vs. STWD - Volatility Comparison
The current volatility for W. P. Carey Inc. (WPC) is 3.94%, while Starwood Property Trust, Inc. (STWD) has a volatility of 5.47%. This indicates that WPC experiences smaller price fluctuations and is considered to be less risky than STWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WPC | STWD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 5.47% | -1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 12.00% | 12.22% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.08% | 16.65% | -0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.63% | 24.29% | -3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.78% | 30.13% | -4.35% |
Dividends
WPC vs. STWD - Dividend Comparison
WPC's dividend yield for the trailing twelve months is around 4.95%, less than STWD's 11.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STWD Starwood Property Trust, Inc. | 11.23% | 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. | 4.95% | 5.62% | 6.41% | 7.93% | 5.43% | 5.12% | 5.91% | 5.17% | 6.26% | 7.26% | 6.65% | 6.48% |
Financials
WPC vs. STWD - Financials Comparison
This section allows you to compare key financial metrics between W. P. Carey Inc. and Starwood Property Trust, 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
WPC and STWD have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STWD has higher volatility (5.47%) compared to WPC (3.94%). In terms of maximum drawdown, WPC dropped -52.45% vs STWD's -66.34%.
WPC currently has the higher Sharpe Ratio (1.63 vs -0.30), 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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