TWO vs BORR

Comparison between Two Harbors Investment Corp (TWO, Company) and Borr Drilling Ltd (BORR, Company).

TWO is from the Real Estate sector, while BORR is from the Energy sector.

5-Year PerformanceBORR has outperformed TWO, delivering a return of +20.4% compared to -4.6%

TWO vs BORR - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TWO(COMPANY)	BORR(COMPANY)
Market Cap	$1.29B	$1.30B
Max Drawdown	92.02%	99.07%
Sharpe Ratio	0.80	1.31
5Y Beta	0.60	1.57
Industry	Reit - Mortgage	Oil & Gas Drilling
P/E Ratio	-3.74	28.81
Forward P/E	10.88	28.17
Dividend Yield	11.50%	3.92%
5Y Dividends CAGR	-7.04%	N/A
Debt to Equity	478.53%	175.88%
Free Cash Flow Yield	2.60%	19.43%

Market Cap

TWO

$1.29B

Winner

BORR

$1.30B

Max Drawdown

Winner

TWO

92.02%

BORR

99.07%

Sharpe Ratio

TWO

0.80

Winner

BORR

1.31

5Y Beta

Winner

TWO

0.60

BORR

1.57

Industry

TWO

Reit - Mortgage

BORR

Oil & Gas Drilling

P/E Ratio

Winner

TWO

-3.74

BORR

28.81

Forward P/E

Winner

TWO

10.88

BORR

28.17

Dividend Yield

Winner

TWO

11.50%

BORR

3.92%

5Y Dividends CAGR

TWO

-7.04%

BORR

N/A

Debt to Equity

TWO

478.53%

Winner

BORR

175.88%

Free Cash Flow Yield

TWO

2.60%

Winner

BORR

19.43%

TWO vs BORR - Historical Returns

Returns include dividend reinvestment.

Period	TWO	BORR
1 month	-0.88%	-36.16%
3 months	+33.23%	-13.35%
6 months	+15.83%	+10.47%
1 year	+30.98%	+88.39%
5 years(CAGR)	-4.64%	+20.41%
10 years(CAGR)	-3.72%	-26.50%
Max(CAGR)	+2.38%	-26.50%

Winner

TWO

-0.88%

BORR

-36.16%

Winner

TWO

+33.23%

BORR

-13.35%

Winner

TWO

+15.83%

BORR

+10.47%

TWO

+30.98%

Winner

BORR

+88.39%

5Y(CAGR)

TWO

-4.64%

Winner

BORR

+20.41%

10Y(CAGR)

Winner

TWO

-3.72%

BORR

-26.50%

Max(CAGR)

Winner

TWO

+2.38%

BORR

-26.50%

TWO vs BORR - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	TWO	BORR
2026	+23.93%	+5.76%
2025	+1.39%	+0.36%
2024	-2.38%	-44.62%
2023	-0.24%	+50.82%
2022	-25.38%	+130.09%
2021	+3.15%	+27.16%
2020	-52.49%	-90.82%
2019	+27.18%	-29.02%
2018	-9.54%	-54.21%
2017	+13.91%	N/A
2016	+18.53%	N/A
2015	-11.36%	N/A
2014	+17.20%	N/A
2013	-10.10%	N/A
2012	+39.18%	N/A
2011	+15.17%	N/A
2010	+17.22%	N/A
2009	+3.87%	N/A

TWO vs BORR Drawdown Comparison

The maximum drawdown for TWO was -84.71%, occurring on Apr 3, 2020. This drawdown has not yet recovered.

The maximum drawdown for BORR was -99.07%, occurring on Mar 18, 2020. This drawdown has not yet recovered.

The current TWO drawdown is -56.60%. The current BORR drawdown is -91.67%.

Rank	TWO	BORR
#1	-84.71% Feb 20, 2020 - Apr 3, 2020	-99.07% May 22, 2018 - Mar 18, 2020
#2	-31.39% Mar 26, 2013 - Feb 16, 2017	N/A
#3	-21.96% Oct 5, 2017 - Nov 8, 2019	N/A
#4	-20.98% Jul 6, 2011 - Feb 17, 2012	N/A
#5	-16.18% Oct 8, 2012 - Jan 2, 2013	N/A
#6	-13.53% Jan 4, 2010 - Sep 13, 2010	N/A
#7	-9.39% Oct 30, 2009 - Dec 8, 2009	N/A
#8	-7.76% Mar 9, 2011 - May 19, 2011	N/A
#9	-5.83% Jun 19, 2017 - Aug 31, 2017	N/A
#10	-4.86% Apr 27, 2012 - Jun 13, 2012	N/A
#11	-4.55% Apr 27, 2017 - Jun 1, 2017	N/A
#12	-4.05% May 19, 2011 - Jun 22, 2011	N/A
#13	-4.04% Dec 8, 2009 - Dec 30, 2009	N/A
#14	-3.91% Feb 19, 2013 - Feb 28, 2013	N/A
#15	-3.66% Dec 13, 2010 - Dec 30, 2010	N/A

Correlation

Correlation between TWO and BORR is 0.72 which considered as a strong positive correlation - the stocks tend to move together.

0.72

-101

Dividend Comparison (2009 - 2026)

TWO vs BORR dividend yield comparison.

Year	TWO	BORR
2026	5.52%	0.00%
2025	15.52%	0.50%
2024	15.22%	7.69%
2023	15.08%	0.00%
2022	12.94%	0.00%
2021	11.79%	0.00%
2020	7.85%	0.00%
2019	11.42%	0.00%
2018	14.64%	0.00%
2017	23.31%	0.00%
2016	10.67%	0.00%
2015	12.84%	0.00%
2014	10.38%	0.00%
2013	12.61%	0.00%
2012	15.43%	0.00%
2011	21.32%	0.00%
2010	15.12%	0.00%
2009	2.65%	0.00%