CET vs. RVT
Compare and contrast key facts about Central Securities Corp. (CET) and Royce Value Trust Inc. (RVT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CET or RVT.
Key characteristics
| CET | RVT | |
|---|---|---|
| YTD Return | 30.49% | 22.01% |
| 1Y Return | 40.18% | 46.10% |
| 3Y Return (Ann) | 10.59% | 3.30% |
| 5Y Return (Ann) | 14.36% | 11.97% |
| 10Y Return (Ann) | 13.18% | 10.07% |
| Sharpe Ratio | 3.93 | 2.29 |
| Sortino Ratio | 5.44 | 3.14 |
| Omega Ratio | 1.71 | 1.40 |
| Calmar Ratio | 4.17 | 1.74 |
| Martin Ratio | 28.46 | 13.10 |
| Ulcer Index | 1.41% | 3.55% |
| Daily Std Dev | 10.23% | 20.34% |
| Max Drawdown | -56.66% | -72.31% |
| Current Drawdown | -0.18% | -0.65% |
Fundamentals
| CET | RVT | |
|---|---|---|
| Market Cap | $1.39B | $1.94B |
| EPS | $10.40 | $2.97 |
| PE Ratio | 4.71 | 5.65 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | $66.65M | $158.13M |
| Gross Profit (TTM) | $61.80M | $134.93M |
| EBITDA (TTM) | $293.03M | $230.20M |
Correlation
The correlation between CET and RVT is 0.52, 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. RVT - Performance Comparison
In the year-to-date period, CET achieves a 30.49% return, which is significantly higher than RVT's 22.01% return. Over the past 10 years, CET has outperformed RVT with an annualized return of 13.18%, while RVT has yielded a comparatively lower 10.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CET vs. RVT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Central Securities Corp. (CET) and Royce Value Trust Inc. (RVT). 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.
Dividends
CET vs. RVT - Dividend Comparison
CET's dividend yield for the trailing twelve months is around 0.52%, less than RVT's 6.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RVT Royce Value Trust Inc. | 6.67% | 7.35% | 9.95% | 8.52% | 6.44% | 7.45% | 10.68% | 7.17% | 7.62% | 10.54% | 12.70% | 4.65% |
Drawdowns
CET vs. RVT - Drawdown Comparison
The maximum CET drawdown since its inception was -56.66%, smaller than the maximum RVT drawdown of -72.31%. Use the drawdown chart below to compare losses from any high point for CET and RVT. For additional features, visit the drawdowns tool.
Volatility
CET vs. RVT - Volatility Comparison
The current volatility for Central Securities Corp. (CET) is 3.86%, while Royce Value Trust Inc. (RVT) has a volatility of 6.81%. This indicates that CET experiences smaller price fluctuations and is considered to be less risky than RVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CET vs. RVT - Financials Comparison
This section allows you to compare key financial metrics between Central Securities Corp. and Royce Value Trust 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.
Total Revenue: Total amount of money received from sales and other business activities