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CET vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CETBRK-B
YTD Return30.49%30.74%
1Y Return40.18%33.22%
3Y Return (Ann)10.59%17.77%
5Y Return (Ann)14.36%16.33%
10Y Return (Ann)13.18%12.38%
Sharpe Ratio3.932.30
Sortino Ratio5.443.22
Omega Ratio1.711.41
Calmar Ratio4.174.35
Martin Ratio28.4611.41
Ulcer Index1.41%2.89%
Daily Std Dev10.23%14.38%
Max Drawdown-56.66%-53.86%
Current Drawdown-0.18%-2.57%

Fundamentals


CETBRK-B
Market Cap$1.39B$1.01T
EPS$10.40$49.47
PE Ratio4.719.43
PEG Ratio0.0010.06
Total Revenue (TTM)$66.65M$315.76B
Gross Profit (TTM)$61.80M$66.19B
EBITDA (TTM)$293.03M$7.45B

Correlation

-0.50.00.51.00.4

The correlation between CET and BRK-B is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

CET vs. BRK-B - Performance Comparison

The year-to-date returns for both investments are quite close, with CET having a 30.49% return and BRK-B slightly higher at 30.74%. Over the past 10 years, CET has outperformed BRK-B with an annualized return of 13.18%, while BRK-B has yielded a comparatively lower 12.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
17.46%
13.66%
CET
BRK-B

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Risk-Adjusted Performance

CET vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Central Securities Corp. (CET) and Berkshire Hathaway Inc. (BRK-B). 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.


CET
Sharpe ratio
The chart of Sharpe ratio for CET, currently valued at 3.93, compared to the broader market-4.00-2.000.002.004.003.93
Sortino ratio
The chart of Sortino ratio for CET, currently valued at 5.44, compared to the broader market-4.00-2.000.002.004.006.005.44
Omega ratio
The chart of Omega ratio for CET, currently valued at 1.71, compared to the broader market0.501.001.502.001.71
Calmar ratio
The chart of Calmar ratio for CET, currently valued at 4.17, compared to the broader market0.002.004.006.004.17
Martin ratio
The chart of Martin ratio for CET, currently valued at 28.46, compared to the broader market0.0010.0020.0030.0028.46
BRK-B
Sharpe ratio
The chart of Sharpe ratio for BRK-B, currently valued at 2.30, compared to the broader market-4.00-2.000.002.004.002.30
Sortino ratio
The chart of Sortino ratio for BRK-B, currently valued at 3.22, compared to the broader market-4.00-2.000.002.004.006.003.22
Omega ratio
The chart of Omega ratio for BRK-B, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for BRK-B, currently valued at 4.35, compared to the broader market0.002.004.006.004.35
Martin ratio
The chart of Martin ratio for BRK-B, currently valued at 11.41, compared to the broader market0.0010.0020.0030.0011.41

CET vs. BRK-B - Sharpe Ratio Comparison

The current CET Sharpe Ratio is 3.93, which is higher than the BRK-B Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of CET and BRK-B, 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 Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.93
2.30
CET
BRK-B

Dividends

CET vs. BRK-B - Dividend Comparison

CET's dividend yield for the trailing twelve months is around 0.52%, while BRK-B has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
CET
Central Securities Corp.
0.52%4.90%8.83%8.41%2.60%1.72%5.84%3.65%4.50%1.52%7.97%17.03%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CET vs. BRK-B - Drawdown Comparison

The maximum CET drawdown since its inception was -56.66%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for CET and BRK-B. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.18%
-2.57%
CET
BRK-B

Volatility

CET vs. BRK-B - Volatility Comparison

The current volatility for Central Securities Corp. (CET) is 3.86%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.64%. This indicates that CET experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.86%
6.64%
CET
BRK-B

Financials

CET vs. BRK-B - Financials Comparison

This section allows you to compare key financial metrics between Central Securities Corp. and Berkshire Hathaway Inc.. 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



Values in USD except per share items