YORW vs. STWD
YORW (The York Water Company) and STWD (Starwood Property Trust, Inc.) are both stocks. YORW operates in Utilities - Regulated Water (Utilities), while STWD operates in REIT - Mortgage (Real Estate). Over the past 10 years, YORW returned 2.42%/yr vs 7.63%/yr for STWD. At a 0.31 correlation, their price movements are largely independent.
Performance
YORW vs. STWD - Performance Comparison
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Returns By Period
In the year-to-date period, YORW achieves a -7.15% return, which is significantly lower than STWD's -3.33% return. Over the past 10 years, YORW has underperformed STWD with an annualized return of 2.42%, while STWD has yielded a comparatively higher 7.63% annualized return.
YORW
- 1D
- -1.90%
- 1M
- 0.75%
- YTD
- -7.15%
- 6M
- -8.22%
- 1Y
- -6.77%
- 3Y*
- -9.80%
- 5Y*
- -8.38%
- 10Y*
- 2.42%
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%
YORW vs. STWD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YORW The York Water Company | -7.15% | 0.08% | -13.23% | -12.40% | -7.93% | 8.61% | 2.67% | 46.40% | -3.34% | -9.61% |
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% |
Correlation
The correlation between YORW and STWD is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Aug 13, 2009 | 0.31 |
Fundamentals
YORW:
$1.97
STWD:
$1.39
YORW:
14.94
STWD:
12.19
YORW:
6.17
STWD:
1.00
YORW:
-$18.46M
STWD:
$1.98B
YORW:
-$40.05M
STWD:
$1.19B
YORW:
$31.13M
STWD:
$1.83B
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Return for Risk
YORW vs. STWD — Risk / Return Rank
YORW
STWD
YORW vs. STWD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The York Water Company (YORW) 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.
| YORW | STWD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.96 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | -0.38 | -0.11 |
| Martin ratioReturn relative to average drawdown | -1.08 | -0.65 | -0.43 |
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
| YORW | STWD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.34 | -0.33 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.37 | 0.05 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.25 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.35 | -0.05 |
Drawdowns
YORW vs. STWD - Drawdown Comparison
The maximum YORW drawdown since its inception was -46.68%, smaller than the maximum STWD drawdown of -66.34%. Use the drawdown chart below to compare losses from any high point for YORW and STWD.
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Drawdown Indicators
| YORW | STWD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.68% | -66.34% | +19.66% |
Max Drawdown (1Y)Largest decline over 1 year | -13.93% | -14.53% | +0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -30.95% | -16.66% | -14.29% |
Max Drawdown (5Y)Largest decline over 5 years | -39.62% | -29.65% | -9.97% |
Max Drawdown (10Y)Largest decline over 10 years | -39.62% | -66.34% | +26.72% |
Current DrawdownCurrent decline from peak | -38.87% | -12.67% | -26.20% |
Average DrawdownAverage peak-to-trough decline | -13.05% | -7.57% | -5.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.28% | 8.47% | -2.19% |
Volatility
YORW vs. STWD - Volatility Comparison
The current volatility for The York Water Company (YORW) is 3.80%, while Starwood Property Trust, Inc. (STWD) has a volatility of 5.59%. This indicates that YORW 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
| YORW | STWD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.80% | 5.59% | -1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 13.71% | 12.21% | +1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.27% | 16.67% | +3.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.04% | 24.29% | -1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.27% | 30.13% | -0.86% |
Dividends
YORW vs. STWD - Dividend Comparison
YORW's dividend yield for the trailing twelve months is around 3.05%, less than STWD's 11.34% 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% |
YORW The York Water Company | 3.05% | 2.78% | 2.60% | 2.12% | 1.75% | 1.52% | 1.56% | 1.52% | 2.10% | 1.91% | 1.64% | 2.42% |
Financials
YORW vs. STWD - Financials Comparison
This section allows you to compare key financial metrics between The York Water Company 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
YORW and STWD have a correlation of 0.22, 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 YORW (3.80%). In terms of maximum drawdown, YORW dropped -46.68% vs STWD's -66.34%.
STWD currently has the higher Sharpe Ratio (-0.33 vs -0.34), 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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