CET vs. VTI
CET (Central Securities Corp.) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, CET returned 16.62%/yr vs 15.02%/yr for VTI. A 0.73 correlation means they provide meaningful diversification when combined.
Performance
CET vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, CET achieves a 4.87% return, which is significantly lower than VTI's 9.62% return. Over the past 10 years, CET has outperformed VTI with an annualized return of 16.62%, while VTI has yielded a comparatively lower 15.02% annualized return.
CET
- 1D
- 1.30%
- 1M
- -0.13%
- YTD
- 4.87%
- 6M
- 5.08%
- 1Y
- 19.87%
- 3Y*
- 19.61%
- 5Y*
- 11.50%
- 10Y*
- 16.62%
VTI
- 1D
- 0.57%
- 1M
- -0.28%
- YTD
- 9.62%
- 6M
- 9.69%
- 1Y
- 26.27%
- 3Y*
- 20.60%
- 5Y*
- 12.20%
- 10Y*
- 15.02%
CET vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CET Central Securities Corp. | 4.87% | 17.20% | 26.82% | 19.17% | -19.68% | 49.00% | 4.99% | 38.61% | -4.49% | 30.61% |
VTI Vanguard Total Stock Market ETF | 9.62% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between CET and VTI is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since May 31, 2001 | 0.73 |
The correlation between CET and VTI has been stable across timeframes, ranging from 0.73 to 0.78 - a consistent structural relationship.
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Return for Risk
CET vs. VTI — Risk / Return Rank
CET
VTI
CET vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Central Securities Corp. (CET) and Vanguard Total Stock Market ETF (VTI). 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.
| CET | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.35 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 2.79 | -0.57 |
| Martin ratioReturn relative to average drawdown | 8.98 | 12.52 | -3.54 |
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Drawdowns
CET vs. VTI - Drawdown Comparison
The maximum CET drawdown since its inception was -56.69%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CET and VTI.
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Drawdown Indicators
| CET | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.69% | -55.45% | -1.24% |
Max Drawdown (1Y)Largest decline over 1 year | -8.08% | -8.92% | +0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -15.42% | -19.30% | +3.88% |
Max Drawdown (5Y)Largest decline over 5 years | -24.89% | -25.36% | +0.47% |
Max Drawdown (10Y)Largest decline over 10 years | -39.91% | -35.00% | -4.91% |
Current DrawdownCurrent decline from peak | -1.65% | -2.14% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -10.16% | -8.02% | -2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 1.99% | +0.01% |
Volatility
CET vs. VTI - Volatility Comparison
The current volatility for Central Securities Corp. (CET) is 3.75%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.50%. This indicates that CET experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CET | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 4.50% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 9.05% | 9.82% | -0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.66% | 12.64% | -0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.56% | 17.47% | -2.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.65% | 18.33% | -1.68% |
Dividends
CET vs. VTI - Dividend Comparison
CET's dividend yield for the trailing twelve months is around 5.08%, more than VTI's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CET Central Securities Corp. | 5.08% | 5.32% | 4.92% | 4.90% | 7.34% | 8.41% | 5.68% | 3.78% | 5.84% | 3.65% | 4.50% | 10.41% |
VTI Vanguard Total Stock Market ETF | 1.03% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
CET and VTI have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTI has higher volatility (4.50%) compared to CET (3.75%). In terms of maximum drawdown, CET dropped -56.69% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.97 vs 1.55), 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.
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