SELF vs. VNQ
SELF (Global Self Storage, Inc.) is a stock, while VNQ (Vanguard Real Estate ETF) is REIT fund tracking the MSCI US Investable Market Real Estate 25/50 Index. Over the past 10 years, SELF returned 4.95%/yr vs 4.90%/yr for VNQ. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
SELF vs. VNQ - Performance Comparison
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Returns By Period
In the year-to-date period, SELF achieves a 2.89% return, which is significantly lower than VNQ's 14.01% return. Both investments have delivered pretty close results over the past 10 years, with SELF having a 4.95% annualized return and VNQ not far behind at 4.90%.
SELF
- 1D
- 0.20%
- 1M
- -2.30%
- 6M
- 4.32%
- YTD
- 2.89%
- 1Y
- 4.64%
- 3Y*
- 5.27%
- 5Y*
- 5.51%
- 10Y*
- 4.95%
- ALL TIME*
- 8.62%
VNQ
- 1D
- -0.54%
- 1M
- 0.95%
- 6M
- 11.11%
- YTD
- 14.01%
- 1Y
- 15.59%
- 3Y*
- 9.39%
- 5Y*
- 2.44%
- 10Y*
- 4.90%
- ALL TIME*
- 7.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $115.12K | $93.74K | $85.94K | |
| $285.34M | $305.14M | $313.91M |
SELF vs. VNQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SELF Global Self Storage, Inc. | 2.89% | 1.18% | 22.06% | 0.62% | -10.03% | 49.12% | -0.41% | 16.65% | -9.45% | 2.05% |
VNQ Vanguard Real Estate ETF | 14.01% | 3.24% | 4.81% | 11.85% | -26.25% | 40.54% | -4.61% | 28.91% | -6.03% | 4.90% |
Correlation
The correlation between SELF and VNQ is 0.14, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.15 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 2008 | 0.16 |
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Return for Risk
SELF vs. VNQ — Risk / Return Rank
SELF
VNQ
SELF vs. VNQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global Self Storage, Inc. (SELF) and Vanguard Real Estate ETF (VNQ). 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.
| SELF | VNQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.20 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 1.84 | -1.46 |
| Martin ratioReturn relative to average drawdown | 0.73 | 5.97 | -5.24 |
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Drawdowns
SELF vs. VNQ - Drawdown Comparison
The maximum SELF drawdown since its inception was -45.24%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for SELF and VNQ.
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Drawdown Indicators
| SELF | VNQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.24% | -73.07% | +27.83% |
Max Drawdown (1Y)Largest decline over 1 year | -10.54% | -8.34% | -2.20% |
Max Drawdown (3Y)Largest decline over 3 years | -17.06% | -17.46% | +0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -30.33% | -34.48% | +4.15% |
Max Drawdown (10Y)Largest decline over 10 years | -31.18% | -42.40% | +11.22% |
Current DrawdownCurrent decline from peak | -7.63% | -1.98% | -5.65% |
Average DrawdownAverage peak-to-trough decline | -11.48% | -13.54% | +2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.51% | 2.57% | +2.94% |
Volatility
SELF vs. VNQ - Volatility Comparison
Global Self Storage, Inc. (SELF) and Vanguard Real Estate ETF (VNQ) have volatilities of 4.51% and 4.44%, 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
| SELF | VNQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.51% | 4.44% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 11.66% | 10.70% | +0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.44% | 13.86% | +3.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.08% | 18.89% | +9.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.92% | 20.76% | +7.16% |
Dividends
SELF vs. VNQ - Dividend Comparison
SELF's dividend yield for the trailing twelve months is around 5.69%, more than VNQ's 3.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SELF Global Self Storage, Inc. | 5.69% | 5.69% | 5.44% | 6.26% | 5.64% | 4.56% | 6.48% | 6.05% | 6.63% | 5.64% | 5.45% | 8.80% |
VNQ Vanguard Real Estate ETF | 3.51% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
Frequently Asked Questions
SELF and VNQ have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SELF has higher volatility (4.51%) compared to VNQ (4.44%). In terms of maximum drawdown, SELF dropped -45.24% vs VNQ's -73.07%.
VNQ currently has the higher Sharpe Ratio (1.11 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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