SELF vs. O
SELF (Global Self Storage, Inc.) and O (Realty Income Corporation) are both stocks. Both are in the Real Estate sector — SELF in REIT - Industrial, O in REIT - Retail. Over the past 10 years, SELF returned 6.03%/yr vs 4.62%/yr for O. At a 0.12 correlation, their price movements are largely independent.
Performance
SELF vs. O - Performance Comparison
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Returns By Period
In the year-to-date period, SELF achieves a 2.24% return, which is significantly lower than O's 8.60% return. Over the past 10 years, SELF has outperformed O with an annualized return of 6.03%, while O has yielded a comparatively lower 4.62% annualized return.
SELF
- 1D
- -0.19%
- 1M
- -7.55%
- YTD
- 2.24%
- 6M
- 5.12%
- 1Y
- -3.96%
- 3Y*
- 6.94%
- 5Y*
- 2.71%
- 10Y*
- 6.03%
O
- 1D
- 0.60%
- 1M
- -5.70%
- YTD
- 8.60%
- 6M
- 6.98%
- 1Y
- 11.79%
- 3Y*
- 5.84%
- 5Y*
- 2.60%
- 10Y*
- 4.62%
SELF vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SELF Global Self Storage, Inc. | 2.24% | 1.18% | 22.06% | 0.62% | -10.03% | 49.12% | -0.41% | 16.65% | -9.45% | 2.05% |
O Realty Income Corporation | 8.60% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
Correlation
The correlation between SELF and O is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2008 | 0.12 |
The correlation between SELF and O shifts across timeframes, from 0.01 (1 year) to 0.18 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SELF:
$0.17
O:
$1.17
SELF:
29.48
O:
51.02
SELF:
4.53
O:
6.89
SELF:
$12.75M
O:
$5.92B
SELF:
$5.10M
O:
$3.89B
SELF:
$4.33M
O:
$3.93B
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Return for Risk
SELF vs. O — Risk / Return Rank
SELF
O
SELF vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global Self Storage, Inc. (SELF) and Realty Income Corporation (O). 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.
| SELF | O | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.23 | 0.74 | -0.97 |
Sortino ratioReturn per unit of downside risk | -0.21 | 1.07 | -1.28 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.13 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | -0.42 | 1.10 | -1.53 |
Martin ratioReturn relative to average drawdown | -0.70 | 2.83 | -3.53 |
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
| SELF | O | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.23 | 0.74 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.14 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.18 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.48 | -0.20 |
Drawdowns
SELF vs. O - Drawdown Comparison
The maximum SELF drawdown since its inception was -45.24%, smaller than the maximum O drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for SELF and O.
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Drawdown Indicators
| SELF | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.24% | -48.45% | +3.21% |
Max Drawdown (1Y)Largest decline over 1 year | -13.31% | -11.10% | -2.21% |
Max Drawdown (3Y)Largest decline over 3 years | -18.00% | -26.49% | +8.49% |
Max Drawdown (5Y)Largest decline over 5 years | -30.33% | -34.48% | +4.15% |
Max Drawdown (10Y)Largest decline over 10 years | -31.55% | -48.28% | +16.73% |
Current DrawdownCurrent decline from peak | -8.21% | -10.15% | +1.94% |
Average DrawdownAverage peak-to-trough decline | -11.52% | -9.21% | -2.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.07% | 4.32% | +3.75% |
Volatility
SELF vs. O - Volatility Comparison
The current volatility for Global Self Storage, Inc. (SELF) is 4.36%, while Realty Income Corporation (O) has a volatility of 5.49%. This indicates that SELF experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SELF | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.36% | 5.49% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 12.55% | 11.72% | +0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.47% | 15.95% | +1.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.31% | 18.87% | +10.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.07% | 25.63% | +2.44% |
Dividends
SELF vs. O - Dividend Comparison
SELF's dividend yield for the trailing twelve months is around 5.64%, more than O's 5.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 5.40% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
SELF Global Self Storage, Inc. | 5.64% | 5.69% | 5.44% | 6.26% | 5.64% | 4.56% | 6.48% | 6.05% | 6.63% | 5.64% | 5.45% | 8.80% |
Financials
SELF vs. O - Financials Comparison
This section allows you to compare key financial metrics between Global Self Storage, Inc. and Realty Income Corporation. 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
SELF vs. O - Profitability Comparison
SELF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Global Self Storage, Inc. reported a gross profit of 0.00 and revenue of 3.17M. Therefore, the gross margin over that period was 0.0%.
O - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Realty Income Corporation reported a gross profit of 0.00 and revenue of 1.55B. Therefore, the gross margin over that period was 0.0%.
SELF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Global Self Storage, Inc. reported an operating income of 571.78K and revenue of 3.17M, resulting in an operating margin of 18.0%.
O - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Realty Income Corporation reported an operating income of 0.00 and revenue of 1.55B, resulting in an operating margin of 0.0%.
SELF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Global Self Storage, Inc. reported a net income of 477.02K and revenue of 3.17M, resulting in a net margin of 15.0%.
O - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Realty Income Corporation reported a net income of -9.17M and revenue of 1.55B, resulting in a net margin of -0.6%.
Frequently Asked Questions
SELF and O have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
O has higher volatility (5.49%) compared to SELF (4.36%). In terms of maximum drawdown, SELF dropped -45.24% vs O's -48.45%.
O currently has the higher Sharpe Ratio (0.74 vs -0.23), 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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