CET vs. USA
Compare and contrast key facts about Central Securities Corp. (CET) and Liberty All-Star Equity Fund (USA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CET or USA.
Key characteristics
| CET | USA | |
|---|---|---|
| YTD Return | 30.76% | 26.52% |
| 1Y Return | 38.81% | 31.67% |
| 3Y Return (Ann) | 10.65% | 4.63% |
| 5Y Return (Ann) | 14.86% | 13.23% |
| 10Y Return (Ann) | 13.19% | 12.99% |
| Sharpe Ratio | 3.96 | 2.45 |
| Sortino Ratio | 5.47 | 3.28 |
| Omega Ratio | 1.72 | 1.43 |
| Calmar Ratio | 4.73 | 1.96 |
| Martin Ratio | 28.67 | 16.34 |
| Ulcer Index | 1.41% | 2.10% |
| Daily Std Dev | 10.23% | 13.99% |
| Max Drawdown | -56.66% | -69.38% |
| Current Drawdown | 0.00% | 0.00% |
Fundamentals
| CET | USA |
|---|
Correlation
The correlation between CET and USA is 0.51, 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. USA - Performance Comparison
In the year-to-date period, CET achieves a 30.76% return, which is significantly higher than USA's 26.52% return. Both investments have delivered pretty close results over the past 10 years, with CET having a 13.19% annualized return and USA not far behind at 12.99%. 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. USA - Risk-Adjusted Performance 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.
Dividends
CET vs. USA - Dividend Comparison
CET's dividend yield for the trailing twelve months is around 0.52%, less than USA's 9.12% 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% |
USA Liberty All-Star Equity Fund | 9.12% | 9.56% | 12.11% | 9.67% | 9.26% | 9.88% | 12.81% | 9.01% | 9.43% | 9.66% | 6.61% | 5.94% |
Drawdowns
CET vs. USA - Drawdown Comparison
The maximum CET drawdown since its inception was -56.66%, smaller than the maximum USA drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for CET and USA. For additional features, visit the drawdowns tool.
Volatility
CET vs. USA - Volatility Comparison
The current volatility for Central Securities Corp. (CET) is 3.86%, while Liberty All-Star Equity Fund (USA) has a volatility of 4.55%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities