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HQL vs. CET
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HQL vs. CET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tekla Life Sciences Investors (HQL) and Central Securities Corp. (CET). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HQL achieves a 18.47% return, which is significantly higher than CET's 2.30% return. Over the past 10 years, HQL has underperformed CET with an annualized return of 10.98%, while CET has yielded a comparatively higher 16.53% annualized return.


HQL

1D
1.58%
1M
8.38%
YTD
18.47%
6M
15.24%
1Y
69.35%
3Y*
25.15%
5Y*
9.02%
10Y*
10.98%

CET

1D
-1.47%
1M
-2.40%
YTD
2.30%
6M
2.02%
1Y
15.93%
3Y*
19.29%
5Y*
10.82%
10Y*
16.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HQL vs. CET - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HQL
Tekla Life Sciences Investors
18.47%45.48%11.03%4.23%-19.21%5.52%23.72%25.53%-16.18%25.41%
CET
Central Securities Corp.
2.30%17.20%26.82%19.17%-19.68%49.00%4.99%38.61%-4.49%30.61%

Correlation

The correlation between HQL and CET is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since May 4, 1992

0.40

The correlation between HQL and CET shifts across timeframes, from 0.36 (1 year) to 0.48 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

HQL:

$566.50M

CET:

$1.50B

EPS

HQL:

$6.27

CET:

$19.09

PE Ratio

HQL:

2.97

CET:

2.70

PEG Ratio

HQL:

0.07

CET:

0.03

PS Ratio

HQL:

6.92

CET:

9.30

PB Ratio

HQL:

1.01

CET:

0.84

Total Revenue (TTM)

HQL:

$79.82M

CET:

$160.68M

Gross Profit (TTM)

HQL:

$56.06M

CET:

$103.20M

EBITDA (TTM)

HQL:

$150.93M

CET:

$553.54M

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Return for Risk

HQL vs. CET — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HQL
HQL Risk / Return Rank: 9595
Overall Rank
HQL Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
HQL Sortino Ratio Rank: 9696
Sortino Ratio Rank
HQL Omega Ratio Rank: 9494
Omega Ratio Rank
HQL Calmar Ratio Rank: 9595
Calmar Ratio Rank
HQL Martin Ratio Rank: 9696
Martin Ratio Rank

CET
CET Risk / Return Rank: 7878
Overall Rank
CET Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
CET Sortino Ratio Rank: 7676
Sortino Ratio Rank
CET Omega Ratio Rank: 7474
Omega Ratio Rank
CET Calmar Ratio Rank: 7676
Calmar Ratio Rank
CET Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HQL vs. CET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tekla Life Sciences Investors (HQL) and Central Securities Corp. (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.


HQLCETDifference
Sharpe ratioReturn per unit of total volatility

+1.86

Sortino ratioReturn per unit of downside risk

+2.17

Omega ratioGain probability vs. loss probability

1.51

1.24

+0.27

Calmar ratioReturn relative to maximum drawdown

6.80

1.98

+4.82

Martin ratioReturn relative to average drawdown

21.70

7.85

+13.84

HQL vs. CET - Sharpe Ratio Comparison

The current HQL Sharpe Ratio is 3.22, which is higher than the CET Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of HQL and CET, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HQL vs. CET - Drawdown Comparison

The maximum HQL drawdown since its inception was -62.65%, which is greater than CET's maximum drawdown of -56.69%. Use the drawdown chart below to compare losses from any high point for HQL and CET.


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Drawdown Indicators


HQLCETDifference

Max Drawdown

Largest peak-to-trough decline

-62.65%

-56.69%

-5.96%

Max Drawdown (1Y)

Largest decline over 1 year

-10.25%

-8.08%

-2.17%

Max Drawdown (3Y)

Largest decline over 3 years

-25.10%

-15.42%

-9.68%

Max Drawdown (5Y)

Largest decline over 5 years

-38.86%

-24.89%

-13.97%

Max Drawdown (10Y)

Largest decline over 10 years

-38.86%

-39.91%

+1.05%

Current Drawdown

Current decline from peak

0.00%

-4.06%

+4.06%

Average Drawdown

Average peak-to-trough decline

-22.24%

-10.15%

-12.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

2.03%

+1.18%

Volatility

HQL vs. CET - Volatility Comparison

Tekla Life Sciences Investors (HQL) has a higher volatility of 7.57% compared to Central Securities Corp. (CET) at 4.32%. This indicates that HQL'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


HQLCETDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.57%

4.32%

+3.25%

Volatility (6M)

Calculated over the trailing 6-month period

15.13%

9.33%

+5.80%

Volatility (1Y)

Calculated over the trailing 1-year period

21.66%

11.74%

+9.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.76%

14.59%

+6.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.29%

16.64%

+5.65%

Dividends

HQL vs. CET - Dividend Comparison

HQL's dividend yield for the trailing twelve months is around 10.95%, more than CET's 5.35% yield.


PositionTTM20252024202320222021202020192018201720162015
CET
Central Securities Corp.
5.35%5.32%4.92%4.90%7.34%8.41%5.68%3.78%5.84%3.65%4.50%10.41%
HQL
Tekla Life Sciences Investors
10.95%10.85%14.18%9.44%9.57%8.79%7.90%8.03%10.72%8.25%12.18%11.84%

Financials

HQL vs. CET - Financials Comparison

This section allows you to compare key financial metrics between Tekla Life Sciences Investors and Central Securities Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00M20.00M30.00M40.00M50.00M60.00M20222023202420252026
48.07M
38.05M
(HQL) Total Revenue
(CET) Total Revenue
Values in USD except per share items

Frequently Asked Questions


HQL and CET have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HQL has higher volatility (7.57%) compared to CET (4.32%). In terms of maximum drawdown, HQL dropped -62.65% vs CET's -56.69%.

HQL currently has the higher Sharpe Ratio (3.22 vs 1.36), 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.

Portfolio Optimizer

Find the right allocation for HQL and CET

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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