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CET vs. GAM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CETGAM
YTD Return30.76%27.26%
1Y Return38.81%32.19%
3Y Return (Ann)10.65%15.72%
5Y Return (Ann)14.86%15.33%
10Y Return (Ann)13.19%10.09%
Sharpe Ratio3.963.02
Sortino Ratio5.473.97
Omega Ratio1.721.56
Calmar Ratio4.734.86
Martin Ratio28.6722.87
Ulcer Index1.41%1.63%
Daily Std Dev10.23%12.34%
Max Drawdown-56.66%-66.66%
Current Drawdown0.00%-0.89%

Fundamentals


CETGAM
Market Cap$1.39B$1.27B
EPS$10.40$12.79
PE Ratio4.714.27
PEG Ratio0.000.00
Total Revenue (TTM)$66.65M$60.08M
Gross Profit (TTM)$61.80M$48.91M
EBITDA (TTM)$293.03M$317.52M

Correlation

-0.50.00.51.00.5

The correlation between CET and GAM is 0.55, 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. GAM - Performance Comparison

In the year-to-date period, CET achieves a 30.76% return, which is significantly higher than GAM's 27.26% return. Over the past 10 years, CET has outperformed GAM with an annualized return of 13.19%, while GAM has yielded a comparatively lower 10.09% 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
16.92%
13.78%
CET
GAM

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Risk-Adjusted Performance

CET vs. GAM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Central Securities Corp. (CET) and General American Investors Company, Inc. (GAM). 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 3.96, compared to the broader market-4.00-2.000.002.004.003.96
Sortino ratio
The chart of Sortino ratio for CET, currently valued at 5.47, compared to the broader market-4.00-2.000.002.004.006.005.47
Omega ratio
The chart of Omega ratio for CET, currently valued at 1.72, compared to the broader market0.501.001.502.001.72
Calmar ratio
The chart of Calmar ratio for CET, currently valued at 4.73, compared to the broader market0.002.004.006.004.73
Martin ratio
The chart of Martin ratio for CET, currently valued at 28.67, compared to the broader market0.0010.0020.0030.0028.67
GAM
Sharpe ratio
The chart of Sharpe ratio for GAM, currently valued at 3.02, compared to the broader market-4.00-2.000.002.004.003.02
Sortino ratio
The chart of Sortino ratio for GAM, currently valued at 3.97, compared to the broader market-4.00-2.000.002.004.006.003.97
Omega ratio
The chart of Omega ratio for GAM, currently valued at 1.56, compared to the broader market0.501.001.502.001.56
Calmar ratio
The chart of Calmar ratio for GAM, currently valued at 4.86, compared to the broader market0.002.004.006.004.86
Martin ratio
The chart of Martin ratio for GAM, currently valued at 22.87, compared to the broader market0.0010.0020.0030.0022.87

CET vs. GAM - Sharpe Ratio Comparison

The current CET Sharpe Ratio is 3.96, which is higher than the GAM Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of CET and GAM, 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 Ratio2.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.96
3.02
CET
GAM

Dividends

CET vs. GAM - Dividend Comparison

CET's dividend yield for the trailing twelve months is around 0.52%, while GAM 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%
GAM
General American Investors Company, Inc.
0.00%6.17%9.32%7.42%0.62%0.98%9.67%1.98%10.20%1.06%10.00%5.97%

Drawdowns

CET vs. GAM - Drawdown Comparison

The maximum CET drawdown since its inception was -56.66%, smaller than the maximum GAM drawdown of -66.66%. Use the drawdown chart below to compare losses from any high point for CET and GAM. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.89%
CET
GAM

Volatility

CET vs. GAM - Volatility Comparison

Central Securities Corp. (CET) and General American Investors Company, Inc. (GAM) have volatilities of 3.86% and 3.94%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.86%
3.94%
CET
GAM

Financials

CET vs. GAM - Financials Comparison

This section allows you to compare key financial metrics between Central Securities Corp. and General American Investors Company, 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