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 4.57%/yr vs 4.90%/yr for VNQ. At a 0.16 correlation, their price movements are largely independent.
Performance
SELF vs. VNQ - Performance Comparison
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Returns By Period
In the year-to-date period, SELF achieves a 2.28% return, which is significantly lower than VNQ's 12.72% return. Over the past 10 years, SELF has underperformed VNQ with an annualized return of 4.57%, while VNQ has yielded a comparatively higher 4.90% annualized return.
SELF
- 1D
- -0.39%
- 1M
- -0.54%
- 6M
- 2.48%
- YTD
- 2.28%
- 1Y
- -0.23%
- 3Y*
- 7.09%
- 5Y*
- 5.02%
- 10Y*
- 4.57%
VNQ
- 1D
- 0.52%
- 1M
- 0.19%
- 6M
- 11.34%
- YTD
- 12.72%
- 1Y
- 13.21%
- 3Y*
- 8.55%
- 5Y*
- 2.42%
- 10Y*
- 4.90%
SELF vs. VNQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SELF Global Self Storage, Inc. | 2.28% | 1.18% | 22.06% | 0.62% | -10.03% | 49.12% | -0.41% | 16.65% | -9.45% | 2.05% |
VNQ Vanguard Real Estate ETF | 12.72% | 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 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 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 | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.17 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 1.59 | -1.61 |
| Martin ratioReturn relative to average drawdown | -0.04 | 4.99 | -5.04 |
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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 | -18.00% | -17.46% | -0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -30.33% | -34.48% | +4.15% |
Max Drawdown (10Y)Largest decline over 10 years | -31.55% | -42.40% | +10.85% |
Current DrawdownCurrent decline from peak | -8.18% | -0.85% | -7.33% |
Average DrawdownAverage peak-to-trough decline | -11.49% | -13.57% | +2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.32% | 2.65% | +2.67% |
Volatility
SELF vs. VNQ - Volatility Comparison
Global Self Storage, Inc. (SELF) has a higher volatility of 5.39% compared to Vanguard Real Estate ETF (VNQ) at 4.93%. This indicates that SELF's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. 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 | 5.39% | 4.93% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 11.73% | 10.62% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.56% | 13.94% | +3.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.16% | 18.89% | +9.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.99% | 20.75% | +7.24% |
Dividends
SELF vs. VNQ - Dividend Comparison
SELF's dividend yield for the trailing twelve months is around 5.72%, more than VNQ's 3.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SELF Global Self Storage, Inc. | 5.72% | 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 | 3.55% | 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 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SELF has higher volatility (5.39%) compared to VNQ (4.93%). In terms of maximum drawdown, SELF dropped -45.24% vs VNQ's -73.07%.
VNQ currently has the higher Sharpe Ratio (0.95 vs -0.01), 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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