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SELF vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SELF and VOO 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.


-0.50.00.51.0
Correlation: 0.1

Performance

SELF vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global Self Storage, Inc. (SELF) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
266.27%
552.28%
SELF
VOO

Key characteristics

Sharpe Ratio

SELF:

0.74

VOO:

0.57

Sortino Ratio

SELF:

1.87

VOO:

0.92

Omega Ratio

SELF:

1.22

VOO:

1.13

Calmar Ratio

SELF:

0.90

VOO:

0.58

Martin Ratio

SELF:

5.47

VOO:

2.42

Ulcer Index

SELF:

4.83%

VOO:

4.51%

Daily Std Dev

SELF:

35.71%

VOO:

19.17%

Max Drawdown

SELF:

-45.24%

VOO:

-33.99%

Current Drawdown

SELF:

-7.31%

VOO:

-10.56%

Returns By Period

In the year-to-date period, SELF achieves a -1.80% return, which is significantly higher than VOO's -6.43% return. Over the past 10 years, SELF has underperformed VOO with an annualized return of 10.25%, while VOO has yielded a comparatively higher 12.02% annualized return.


SELF

YTD

-1.80%

1M

1.57%

6M

4.30%

1Y

30.05%

5Y*

12.94%

10Y*

10.25%

VOO

YTD

-6.43%

1M

-4.99%

6M

-5.02%

1Y

9.61%

5Y*

15.88%

10Y*

12.02%

*Annualized

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Risk-Adjusted Performance

SELF vs. VOO — 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 8383
Overall Rank
The Sharpe Ratio Rank of SELF is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SELF is 8484
Sortino Ratio Rank
The Omega Ratio Rank of SELF is 8080
Omega Ratio Rank
The Calmar Ratio Rank of SELF is 8383
Calmar Ratio Rank
The Martin Ratio Rank of SELF is 8888
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global Self Storage, Inc. (SELF) and Vanguard S&P 500 ETF (VOO). 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 chart of Sharpe ratio for SELF, currently valued at 0.74, compared to the broader market-2.00-1.000.001.002.003.00
SELF: 0.74
VOO: 0.57
The chart of Sortino ratio for SELF, currently valued at 1.87, compared to the broader market-6.00-4.00-2.000.002.004.00
SELF: 1.87
VOO: 0.92
The chart of Omega ratio for SELF, currently valued at 1.22, compared to the broader market0.501.001.502.00
SELF: 1.22
VOO: 1.13
The chart of Calmar ratio for SELF, currently valued at 0.90, compared to the broader market0.001.002.003.004.005.00
SELF: 0.90
VOO: 0.58
The chart of Martin ratio for SELF, currently valued at 5.47, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
SELF: 5.47
VOO: 2.42

The current SELF Sharpe Ratio is 0.74, which is higher than the VOO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of SELF and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.74
0.57
SELF
VOO

Dividends

SELF vs. VOO - Dividend Comparison

SELF's dividend yield for the trailing twelve months is around 5.66%, more than VOO's 1.39% yield.


TTM20242023202220212020201920182017201620152014
SELF
Global Self Storage, Inc.
5.66%5.48%6.30%5.66%4.56%6.48%6.05%6.63%5.64%5.45%6.93%7.16%
VOO
Vanguard S&P 500 ETF
1.39%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SELF vs. VOO - Drawdown Comparison

The maximum SELF drawdown since its inception was -45.24%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SELF and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.31%
-10.56%
SELF
VOO

Volatility

SELF vs. VOO - Volatility Comparison

The current volatility for Global Self Storage, Inc. (SELF) is 6.83%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.97%. This indicates that SELF experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
6.83%
13.97%
SELF
VOO