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SELF vs. O
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SELF and O is 0.14, 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.


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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Key characteristics

Sharpe Ratio

SELF:

0.13

O:

0.28

Sortino Ratio

SELF:

0.34

O:

0.49

Omega Ratio

SELF:

1.04

O:

1.06

Calmar Ratio

SELF:

0.15

O:

0.19

Martin Ratio

SELF:

0.73

O:

0.52

Ulcer Index

SELF:

4.05%

O:

9.31%

Daily Std Dev

SELF:

23.11%

O:

18.55%

Max Drawdown

SELF:

-45.24%

O:

-48.45%

Current Drawdown

SELF:

-10.01%

O:

-15.43%

Fundamentals

Market Cap

SELF:

$60.04M

O:

$49.72B

EPS

SELF:

$0.19

O:

$1.10

PE Ratio

SELF:

27.87

O:

50.05

PEG Ratio

SELF:

0.00

O:

5.34

PS Ratio

SELF:

4.79

O:

9.20

PB Ratio

SELF:

1.27

O:

1.27

Total Revenue (TTM)

SELF:

$9.50M

O:

$5.40B

Gross Profit (TTM)

SELF:

$5.17M

O:

$4.60B

EBITDA (TTM)

SELF:

$3.53M

O:

$4.13B

Returns By Period

In the year-to-date period, SELF achieves a -4.65% return, which is significantly lower than O's 4.58% return. Over the past 10 years, SELF has outperformed O with an annualized return of 9.61%, while O has yielded a comparatively lower 6.76% annualized return.


SELF

YTD

-4.65%

1M

0.20%

6M

-0.21%

1Y

2.98%

5Y*

12.34%

10Y*

9.61%

O

YTD

4.58%

1M

-2.62%

6M

-1.39%

1Y

5.10%

5Y*

7.60%

10Y*

6.76%

*Annualized

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Risk-Adjusted Performance

SELF vs. O — Risk-Adjusted Performance Rank

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

SELF
The Risk-Adjusted Performance Rank of SELF is 5353
Overall Rank
The Sharpe Ratio Rank of SELF is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of SELF is 4545
Sortino Ratio Rank
The Omega Ratio Rank of SELF is 4444
Omega Ratio Rank
The Calmar Ratio Rank of SELF is 5858
Calmar Ratio Rank
The Martin Ratio Rank of SELF is 6161
Martin Ratio Rank

O
The Risk-Adjusted Performance Rank of O is 5656
Overall Rank
The Sharpe Ratio Rank of O is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of O is 5050
Sortino Ratio Rank
The Omega Ratio Rank of O is 4949
Omega Ratio Rank
The Calmar Ratio Rank of O is 6060
Calmar Ratio Rank
The Martin Ratio Rank of O is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SELF vs. O - Risk-Adjusted Performance 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.


The current SELF Sharpe Ratio is 0.13, which is lower than the O Sharpe Ratio of 0.28. 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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Dividends

SELF vs. O - Dividend Comparison

SELF's dividend yield for the trailing twelve months is around 5.79%, which matches O's 5.82% yield.


TTM20242023202220212020201920182017201620152014
SELF
Global Self Storage, Inc.
5.79%5.44%6.26%5.64%4.56%6.48%6.05%6.63%5.64%5.45%6.93%7.16%
O
Realty Income Corporation
5.82%5.37%5.33%4.68%6.95%4.65%3.58%4.19%4.32%4.19%4.42%4.59%

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. For additional features, visit the drawdowns tool.


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Volatility

SELF vs. O - Volatility Comparison

Global Self Storage, Inc. (SELF) has a higher volatility of 8.79% compared to Realty Income Corporation (O) at 4.34%. This indicates that SELF's price experiences larger fluctuations and is considered to be riskier than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


0.00200.00M400.00M600.00M800.00M1.00B1.20B1.40B20212022202320242025
3.19M
1.38B
(SELF) Total Revenue
(O) Total Revenue
Values in USD except per share items

SELF vs. O - Profitability Comparison

The chart below illustrates the profitability comparison between Global Self Storage, Inc. and Realty Income Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%100.0%20212022202320242025
50.0%
100.0%
(SELF) Gross Margin
(O) Gross Margin
SELF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Global Self Storage, Inc. reported a gross profit of 1.59M and revenue of 3.19M. Therefore, the gross margin over that period was 50.0%.

O - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Realty Income Corporation reported a gross profit of 1.38B and revenue of 1.38B. Therefore, the gross margin over that period was 100.0%.

SELF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Global Self Storage, Inc. reported an operating income of 794.33K and revenue of 3.19M, resulting in an operating margin of 24.9%.

O - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Realty Income Corporation reported an operating income of 1.34B and revenue of 1.38B, resulting in an operating margin of 96.8%.

SELF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Global Self Storage, Inc. reported a net income of 84.41K and revenue of 3.19M, resulting in a net margin of 2.7%.

O - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Realty Income Corporation reported a net income of 249.82M and revenue of 1.38B, resulting in a net margin of 18.1%.