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 2.47%/yr vs 6.29%/yr for STWD. Their 0.31 correlation means their historical movements had little consistent relationship.
Performance
YORW vs. STWD - Performance Comparison
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Returns By Period
In the year-to-date period, YORW achieves a -1.84% return, which is significantly higher than STWD's -6.15% return. Over the past 10 years, YORW has underperformed STWD with an annualized return of 2.47%, while STWD has yielded a comparatively higher 6.29% annualized return.
YORW
- 1D
- -0.52%
- 1M
- -1.94%
- 6M
- -6.45%
- YTD
- -1.84%
- 1Y
- 4.13%
- 3Y*
- -6.70%
- 5Y*
- -6.85%
- 10Y*
- 2.47%
- ALL TIME*
- 9.31%
STWD
- 1D
- -0.06%
- 1M
- -3.09%
- 6M
- -5.20%
- YTD
- -6.15%
- 1Y
- -8.22%
- 3Y*
- 1.07%
- 5Y*
- 0.08%
- 10Y*
- 6.29%
- ALL TIME*
- 9.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $54.71M | $59.16M | $59.99M | |
| $3.72M | $5.43M | $4.49M |
YORW vs. STWD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YORW The York Water Company | -1.84% | 0.08% | -13.23% | -12.40% | -7.93% | 8.61% | 2.67% | 46.40% | -3.34% | -9.61% |
STWD Starwood Property Trust, Inc. | -6.15% | 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 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.29 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.30 |
Correlation (All Time) Calculated using the full available price history since Aug 12, 2009 | 0.31 |
Fundamentals
YORW:
$499.41M
STWD:
$5.92B
YORW:
$2.21
STWD:
$1.56
YORW:
13.94
STWD:
10.22
YORW:
5.75
STWD:
0.84
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| YORW | STWD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.93 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.30 | -0.58 | +0.88 |
| Martin ratioReturn relative to average drawdown | 0.60 | -0.95 | +1.55 |
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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% | -14.15% | +0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -26.79% | -15.83% | -10.96% |
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 | -35.37% | -15.22% | -20.15% |
Average DrawdownAverage peak-to-trough decline | -13.18% | -7.61% | -5.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.86% | 8.67% | -1.81% |
Volatility
YORW vs. STWD - Volatility Comparison
The York Water Company (YORW) has a higher volatility of 7.02% compared to Starwood Property Trust, Inc. (STWD) at 5.42%. This indicates that YORW's price experiences larger fluctuations and is considered to be riskier 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 | 7.02% | 5.42% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 14.38% | 12.50% | +1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.47% | 16.29% | +4.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.93% | 24.12% | -1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.20% | 30.13% | -0.93% |
Dividends
YORW vs. STWD - Dividend Comparison
YORW's dividend yield for the trailing twelve months is around 2.93%, less than STWD's 12.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STWD Starwood Property Trust, Inc. | 12.02% | 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 | 2.93% | 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 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YORW has higher volatility (7.02%) compared to STWD (5.42%). In terms of maximum drawdown, YORW dropped -46.68% vs STWD's -66.34%.
YORW currently has the higher Sharpe Ratio (0.20 vs -0.51), 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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