CET vs. XYLG

In the year-to-date period, CET achieves a 1.71% return, which is significantly higher than XYLG's -1.87% return.

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This table presents a comparison of risk-adjusted performance metrics for Central Securities Corp. (CET) and Global X S&P 500 Covered Call & Growth ETF (XYLG). 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.

The current CET Sharpe Ratio is 0.96, which is higher than the XYLG Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of CET and XYLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CET's dividend yield for the trailing twelve months is around 4.96%, less than XYLG's 25.34% yield.

The maximum CET drawdown since its inception was -56.65%, which is greater than XYLG's maximum drawdown of -21.30%. Use the drawdown chart below to compare losses from any high point for CET and XYLG.

Central Securities Corp. (CET) and Global X S&P 500 Covered Call & Growth ETF (XYLG) have volatilities of 3.59% and 3.44%, 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.