CET vs. DIA
CET (Central Securities Corporation) is a stock, while DIA (State Street SPDR Dow Jones Industrial Average ETF Trust) is Large Cap Blend Equities fund tracking the Dow Jones Industrial Average. Over the past 10 years, CET returned 16.33%/yr vs 13.26%/yr for DIA. Their 0.63 correlation means they have sometimes moved together and sometimes differently.
Performance
CET vs. DIA - Performance Comparison
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Returns By Period
In the year-to-date period, CET achieves a 6.01% return, which is significantly lower than DIA's 9.95% return. Over the past 10 years, CET has outperformed DIA with an annualized return of 16.33%, while DIA has yielded a comparatively lower 13.26% annualized return.
CET
- 1D
- 1.98%
- 1M
- 1.40%
- 6M
- 3.18%
- YTD
- 6.01%
- 1Y
- 17.64%
- 3Y*
- 18.88%
- 5Y*
- 11.69%
- 10Y*
- 16.33%
- ALL TIME*
- 11.09%
DIA
- 1D
- 0.54%
- 1M
- -0.65%
- 6M
- 8.01%
- YTD
- 9.95%
- 1Y
- 22.15%
- 3Y*
- 15.63%
- 5Y*
- 10.36%
- 10Y*
- 13.26%
- ALL TIME*
- 9.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.60M | $1.89M | $1.91M | |
| $2.05B | $1.95B | $2.38B |
CET vs. DIA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CET Central Securities Corporation | 6.01% | 17.20% | 26.82% | 19.17% | -19.68% | 49.00% | 4.99% | 38.61% | -4.49% | 30.61% |
DIA State Street SPDR Dow Jones Industrial Average ETF Trust | 9.95% | 14.71% | 14.82% | 16.02% | -7.02% | 20.83% | 9.59% | 24.70% | -3.74% | 28.08% |
Correlation
The correlation between CET and DIA is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.68 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jan 20, 1998 | 0.63 |
The correlation between CET and DIA has been stable across timeframes, ranging from 0.63 to 0.73 - a consistent structural relationship.
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Return for Risk
CET vs. DIA — Risk / Return Rank
CET
DIA
CET vs. DIA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Central Securities Corporation (CET) and State Street SPDR Dow Jones Industrial Average ETF Trust (DIA). 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.
| CET | DIA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.30 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 2.12 | -0.13 |
| Martin ratioReturn relative to average drawdown | 7.41 | 8.21 | -0.79 |
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Drawdowns
CET vs. DIA - Drawdown Comparison
The maximum CET drawdown since its inception was -56.69%, which is greater than DIA's maximum drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for CET and DIA.
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Drawdown Indicators
| CET | DIA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.69% | -51.87% | -4.82% |
Max Drawdown (1Y)Largest decline over 1 year | -8.08% | -9.76% | +1.68% |
Max Drawdown (3Y)Largest decline over 3 years | -15.42% | -15.95% | +0.53% |
Max Drawdown (5Y)Largest decline over 5 years | -24.89% | -20.76% | -4.13% |
Max Drawdown (10Y)Largest decline over 10 years | -39.91% | -36.70% | -3.21% |
Current DrawdownCurrent decline from peak | -0.58% | -1.06% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -10.13% | -7.11% | -3.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 2.52% | -0.36% |
Volatility
CET vs. DIA - Volatility Comparison
The current volatility for Central Securities Corporation (CET) is 3.39%, while State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) has a volatility of 3.74%. This indicates that CET experiences smaller price fluctuations and is considered to be less risky than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CET | DIA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 3.74% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.29% | 9.82% | -0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.07% | 12.52% | -0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.58% | 14.83% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.62% | 17.53% | -0.91% |
Dividends
CET vs. DIA - Dividend Comparison
CET's dividend yield for the trailing twelve months is around 5.16%, more than DIA's 1.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CET Central Securities Corporation | 5.16% | 5.32% | 4.92% | 4.90% | 7.34% | 8.41% | 5.68% | 3.78% | 5.84% | 3.65% | 4.50% | 10.41% |
DIA State Street SPDR Dow Jones Industrial Average ETF Trust | 1.37% | 1.43% | 1.61% | 1.81% | 1.91% | 1.58% | 1.87% | 1.85% | 2.24% | 1.97% | 2.26% | 2.33% |
Frequently Asked Questions
CET and DIA have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIA has higher volatility (3.74%) compared to CET (3.39%). In terms of maximum drawdown, CET dropped -56.69% vs DIA's -51.87%.
DIA currently has the higher Sharpe Ratio (1.66 vs 1.33), 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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