CET vs. VOO
Compare and contrast key facts about Central Securities Corp. (CET) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CET or VOO.
Key characteristics
| CET | VOO | |
|---|---|---|
| YTD Return | 30.49% | 26.88% |
| 1Y Return | 40.18% | 37.59% |
| 3Y Return (Ann) | 10.59% | 10.23% |
| 5Y Return (Ann) | 14.36% | 15.93% |
| 10Y Return (Ann) | 13.18% | 13.41% |
| Sharpe Ratio | 3.93 | 3.06 |
| Sortino Ratio | 5.44 | 4.08 |
| Omega Ratio | 1.71 | 1.58 |
| Calmar Ratio | 4.17 | 4.43 |
| Martin Ratio | 28.46 | 20.25 |
| Ulcer Index | 1.41% | 1.85% |
| Daily Std Dev | 10.23% | 12.23% |
| Max Drawdown | -56.66% | -33.99% |
| Current Drawdown | -0.18% | -0.30% |
Correlation
The correlation between CET and VOO is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
CET vs. VOO - Performance Comparison
In the year-to-date period, CET achieves a 30.49% return, which is significantly higher than VOO's 26.88% return. Both investments have delivered pretty close results over the past 10 years, with CET having a 13.18% annualized return and VOO not far ahead at 13.41%. 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Central Securities Corp. (CET) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
CET's dividend yield for the trailing twelve months is around 0.52%, less than VOO's 1.23% 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% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
CET vs. VOO - Drawdown Comparison
The maximum CET drawdown since its inception was -56.66%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CET and VOO. For additional features, visit the drawdowns tool.
Volatility
CET vs. VOO - Volatility Comparison
Central Securities Corp. (CET) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.86% and 3.89%, 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.