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SELF vs. O
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SELF vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global Self Storage, Inc. (SELF) and Realty Income Corporation (O). The values are adjusted to include any dividend payments, if applicable.

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SELF vs. O - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SELF
Global Self Storage, Inc.
1.64%1.18%22.06%0.62%-10.03%49.12%-0.41%16.65%-9.45%2.05%
O
Realty Income Corporation
9.95%12.20%-2.11%-4.55%-7.38%23.95%-11.60%21.27%15.94%3.67%

Fundamentals

EPS

SELF:

$0.18

O:

$1.75

PE Ratio

SELF:

28.17

O:

35.04

PS Ratio

SELF:

4.52

O:

6.45

Total Revenue (TTM)

SELF:

$12.71M

O:

$5.75B

Gross Profit (TTM)

SELF:

$11.36M

O:

-$3.85B

EBITDA (TTM)

SELF:

$4.60M

O:

$4.22B

Returns By Period

In the year-to-date period, SELF achieves a 1.64% return, which is significantly lower than O's 9.95% return. Over the past 10 years, SELF has outperformed O with an annualized return of 6.49%, while O has yielded a comparatively lower 4.95% annualized return.


SELF

1D
1.59%
1M
1.64%
YTD
1.64%
6M
4.57%
1Y
7.23%
3Y*
5.74%
5Y*
7.29%
10Y*
6.49%

O

1D
0.49%
1M
-8.28%
YTD
9.95%
6M
3.87%
1Y
11.95%
3Y*
4.50%
5Y*
4.55%
10Y*
4.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SELF vs. O — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SELF
SELF Risk / Return Rank: 5151
Overall Rank
SELF Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SELF Sortino Ratio Rank: 4747
Sortino Ratio Rank
SELF Omega Ratio Rank: 4646
Omega Ratio Rank
SELF Calmar Ratio Rank: 5555
Calmar Ratio Rank
SELF Martin Ratio Rank: 5252
Martin Ratio Rank

O
O Risk / Return Rank: 6565
Overall Rank
O Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
O Sortino Ratio Rank: 5858
Sortino Ratio Rank
O Omega Ratio Rank: 5656
Omega Ratio Rank
O Calmar Ratio Rank: 7070
Calmar Ratio Rank
O Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


SELFODifference

Sharpe ratio

Return per unit of total volatility

0.37

0.71

-0.35

Sortino ratio

Return per unit of downside risk

0.68

1.05

-0.37

Omega ratio

Gain probability vs. loss probability

1.08

1.13

-0.05

Calmar ratio

Return relative to maximum drawdown

0.53

1.33

-0.80

Martin ratio

Return relative to average drawdown

0.89

3.97

-3.08

SELF vs. O - Sharpe Ratio Comparison

The current SELF Sharpe Ratio is 0.37, which is lower than the O Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of SELF and O, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SELFODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

0.71

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.24

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.19

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.49

-0.20

Correlation

The correlation between SELF and O is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SELF vs. O - Dividend Comparison

SELF's dividend yield for the trailing twelve months is around 5.68%, which matches O's 5.72% yield.


TTM20252024202320222021202020192018201720162015
SELF
Global Self Storage, Inc.
5.68%5.69%5.44%6.26%5.64%4.56%6.48%6.05%6.63%5.64%5.45%8.80%
O
Realty Income Corporation
5.72%6.19%5.37%5.33%4.68%3.87%4.51%3.69%4.19%4.45%4.18%4.41%

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


SELFODifference

Max Drawdown

Largest 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 (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 Drawdown

Current decline from peak

-6.17%

-9.04%

+2.87%

Average Drawdown

Average peak-to-trough decline

-11.59%

-9.22%

-2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.88%

3.71%

+4.17%

Volatility

SELF vs. O - Volatility Comparison

Global Self Storage, Inc. (SELF) and Realty Income Corporation (O) have volatilities of 4.19% and 4.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SELFODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

4.40%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

11.03%

11.26%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

19.78%

16.98%

+2.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.64%

18.92%

+10.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.12%

25.70%

+2.42%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
3.16M
1.49B
(SELF) Total Revenue
(O) Total Revenue
Values in USD except per share items