EG vs. CET
EG (Everest Group Ltd) and CET (Central Securities Corporation) are both stocks. Both are in the Financial Services sector — EG in Insurance - Reinsurance, CET in Asset Management. Over the past 10 years, EG returned 9.49%/yr vs 16.33%/yr for CET. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
EG vs. CET - Performance Comparison
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Returns By Period
In the year-to-date period, EG achieves a 11.61% return, which is significantly higher than CET's 6.01% return. Over the past 10 years, EG has underperformed CET with an annualized return of 9.49%, while CET has yielded a comparatively higher 16.33% annualized return.
EG
- 1D
- -0.32%
- 1M
- 0.75%
- 6M
- 14.33%
- YTD
- 11.61%
- 1Y
- 15.71%
- 3Y*
- 3.58%
- 5Y*
- 10.53%
- 10Y*
- 9.49%
- ALL TIME*
- 11.97%
CET
- 1D
- 1.98%
- 1M
- 1.40%
- 6M
- 3.18%
- YTD
- 6.01%
- 1Y
- 17.64%
- 3Y*
- 18.88%
- 5Y*
- 11.69%
- 10Y*
- 16.33%
- ALL TIME*
- 11.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.60M | $1.89M | $1.91M | |
| $160.37M | $141.62M | $144.70M |
EG vs. CET - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EG Everest Group Ltd | 11.61% | -4.14% | 4.59% | 8.69% | 23.74% | 19.80% | -13.03% | 30.17% | 0.73% | 4.43% |
CET Central Securities Corporation | 6.01% | 17.20% | 26.82% | 19.17% | -19.68% | 49.00% | 4.99% | 38.61% | -4.49% | 30.61% |
Correlation
The correlation between EG and CET is 0.13, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.13 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.33 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.33 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 1995 | 0.32 |
The correlation between EG and CET shifts across timeframes, from 0.13 (1 year) to 0.33 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
EG:
$14.81B
CET:
$1.58B
EG:
$61.93
CET:
$19.05
EG:
6.04
CET:
2.80
EG:
0.11
CET:
0.03
EG:
0.69
CET:
9.66
EG:
$16.71B
CET:
$160.68M
EG:
$3.83B
CET:
$103.20M
EG:
$1.70B
CET:
$553.54M
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Return for Risk
EG vs. CET — Risk / Return Rank
EG
CET
EG vs. CET - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Everest Group Ltd (EG) and Central Securities Corporation (CET). 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.
| EG | CET | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.23 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.87 | 1.99 | -1.12 |
| Martin ratioReturn relative to average drawdown | 1.88 | 7.41 | -5.53 |
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Drawdowns
EG vs. CET - Drawdown Comparison
The maximum EG drawdown since its inception was -52.97%, smaller than the maximum CET drawdown of -56.69%. Use the drawdown chart below to compare losses from any high point for EG and CET.
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Drawdown Indicators
| EG | CET | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.97% | -56.69% | +3.72% |
Max Drawdown (1Y)Largest decline over 1 year | -16.43% | -8.08% | -8.35% |
Max Drawdown (3Y)Largest decline over 3 years | -23.39% | -15.42% | -7.97% |
Max Drawdown (5Y)Largest decline over 5 years | -23.39% | -24.89% | +1.50% |
Max Drawdown (10Y)Largest decline over 10 years | -44.21% | -39.91% | -4.30% |
Current DrawdownCurrent decline from peak | -6.16% | -0.58% | -5.58% |
Average DrawdownAverage peak-to-trough decline | -12.12% | -10.13% | -1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.57% | 2.16% | +5.41% |
Volatility
EG vs. CET - Volatility Comparison
Everest Group Ltd (EG) has a higher volatility of 8.77% compared to Central Securities Corporation (CET) at 3.39%. This indicates that EG's price experiences larger fluctuations and is considered to be riskier than CET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EG | CET | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.77% | 3.39% | +5.38% |
Volatility (6M)Calculated over the trailing 6-month period | 16.14% | 9.29% | +6.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.40% | 12.07% | +12.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.80% | 14.58% | +11.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.32% | 16.62% | +10.70% |
Dividends
EG vs. CET - Dividend Comparison
EG's dividend yield for the trailing twelve months is around 2.14%, less than CET's 5.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CET Central Securities Corporation | 5.16% | 5.32% | 4.92% | 4.90% | 7.34% | 8.41% | 5.68% | 3.78% | 5.84% | 3.65% | 4.50% | 10.41% |
EG Everest Group Ltd | 2.14% | 2.36% | 2.14% | 1.92% | 1.96% | 2.26% | 2.65% | 2.08% | 2.43% | 2.28% | 2.17% | 2.18% |
Financials
EG vs. CET - Financials Comparison
This section allows you to compare key financial metrics between Everest Group Ltd and Central Securities Corporation. 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
Frequently Asked Questions
EG and CET have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EG has higher volatility (8.77%) compared to CET (3.39%). In terms of maximum drawdown, EG dropped -52.97% vs CET's -56.69%.
CET currently has the higher Sharpe Ratio (1.33 vs 0.58), 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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