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CET vs. USA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CET vs. USA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Central Securities Corp. (CET) and Liberty All-Star Equity Fund (USA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CET achieves a 2.30% return, which is significantly higher than USA's -4.98% return. Over the past 10 years, CET has outperformed USA with an annualized return of 16.53%, while USA has yielded a comparatively lower 12.16% annualized return.


CET

1D
-1.47%
1M
-2.40%
YTD
2.30%
6M
2.02%
1Y
15.93%
3Y*
19.29%
5Y*
10.82%
10Y*
16.53%

USA

1D
-1.22%
1M
-2.75%
YTD
-4.98%
6M
-4.67%
1Y
-4.39%
3Y*
7.02%
5Y*
0.89%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CET vs. USA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CET
Central Securities Corp.
2.30%17.20%26.82%19.17%-19.68%49.00%4.99%38.61%-4.49%30.61%
USA
Liberty All-Star Equity Fund
-4.98%0.09%20.81%23.17%-25.20%33.76%12.89%39.70%-5.06%34.66%

Correlation

The correlation between CET and USA is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.64

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (10Y)
Calculated over the trailing 10-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Mar 17, 1992

0.51

The correlation between CET and USA shifts across timeframes, from 0.51 (all time) to 0.67 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CET:

$1.50B

USA:

$1.70B

EPS

CET:

$19.09

USA:

$1.42

PE Ratio

CET:

2.70

USA:

3.98

PS Ratio

CET:

9.30

USA:

4.74

PB Ratio

CET:

0.84

USA:

0.83

Total Revenue (TTM)

CET:

$160.68M

USA:

$355.74M

Gross Profit (TTM)

CET:

$103.20M

USA:

$329.90M

EBITDA (TTM)

CET:

$553.54M

USA:

$305.11M

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Return for Risk

CET vs. USA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CET
CET Risk / Return Rank: 7878
Overall Rank
CET Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
CET Sortino Ratio Rank: 7676
Sortino Ratio Rank
CET Omega Ratio Rank: 7474
Omega Ratio Rank
CET Calmar Ratio Rank: 7676
Calmar Ratio Rank
CET Martin Ratio Rank: 8484
Martin Ratio Rank

USA
USA Risk / Return Rank: 2828
Overall Rank
USA Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
USA Sortino Ratio Rank: 2323
Sortino Ratio Rank
USA Omega Ratio Rank: 2525
Omega Ratio Rank
USA Calmar Ratio Rank: 3333
Calmar Ratio Rank
USA Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CET vs. USA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Central Securities Corp. (CET) and Liberty All-Star Equity Fund (USA). 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.


CETUSADifference
Sharpe ratioReturn per unit of total volatility

+1.68

Sortino ratioReturn per unit of downside risk

+2.33

Omega ratioGain probability vs. loss probability

1.24

0.96

+0.28

Calmar ratioReturn relative to maximum drawdown

1.98

-0.29

+2.27

Martin ratioReturn relative to average drawdown

7.85

-0.67

+8.53

CET vs. USA - Sharpe Ratio Comparison

The current CET Sharpe Ratio is 1.36, which is higher than the USA Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of CET and USA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CET vs. USA - Drawdown Comparison

The maximum CET drawdown since its inception was -56.69%, smaller than the maximum USA drawdown of -69.15%. Use the drawdown chart below to compare losses from any high point for CET and USA.


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Drawdown Indicators


CETUSADifference

Max Drawdown

Largest peak-to-trough decline

-56.69%

-69.15%

+12.46%

Max Drawdown (1Y)

Largest decline over 1 year

-8.08%

-15.28%

+7.20%

Max Drawdown (3Y)

Largest decline over 3 years

-15.42%

-17.69%

+2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-24.89%

-34.05%

+9.16%

Max Drawdown (10Y)

Largest decline over 10 years

-39.91%

-47.07%

+7.16%

Current Drawdown

Current decline from peak

-4.06%

-10.08%

+6.02%

Average Drawdown

Average peak-to-trough decline

-10.15%

-11.51%

+1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

6.52%

-4.49%

Volatility

CET vs. USA - Volatility Comparison

The current volatility for Central Securities Corp. (CET) is 4.32%, while Liberty All-Star Equity Fund (USA) has a volatility of 4.56%. This indicates that CET experiences smaller price fluctuations and is considered to be less risky than USA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CETUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

4.56%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

9.33%

10.82%

-1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

11.74%

13.94%

-2.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.59%

20.31%

-5.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.64%

22.58%

-5.94%

Dividends

CET vs. USA - Dividend Comparison

CET's dividend yield for the trailing twelve months is around 5.35%, less than USA's 12.04% yield.


PositionTTM20252024202320222021202020192018201720162015
CET
Central Securities Corp.
5.35%5.32%4.92%4.90%7.34%8.41%5.68%3.78%5.84%3.65%4.50%10.41%
USA
Liberty All-Star Equity Fund
12.04%10.67%10.22%9.56%12.11%9.67%9.13%9.75%12.64%8.89%9.30%9.53%

Financials

CET vs. USA - Financials Comparison

This section allows you to compare key financial metrics between Central Securities Corp. and Liberty All-Star Equity Fund. 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


0.0020.00M40.00M60.00M80.00M100.00M120.00M20212022202320242025
38.05M
119.52M
(CET) Total Revenue
(USA) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CET and USA have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USA has higher volatility (4.56%) compared to CET (4.32%). In terms of maximum drawdown, CET dropped -56.69% vs USA's -69.15%.

CET currently has the higher Sharpe Ratio (1.36 vs -0.32), 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.

Portfolio Optimizer

Find the right allocation for CET and USA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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