Central Securities Corporation

10-Year Study

CET.US · Financial Services · US · Common Stock

Executive Summary: Central Securities Corporation has compounded at 16.0% annually over the last 10 years, with a maximum drawdown of 23.9% and an annualized volatility of 13.2%.

1Y CAGR
+21.3%
3Y CAGR
+21.4%
5Y CAGR
+12.0%
10Y CAGR
+16.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
23.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.87
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.23
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +49.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -18.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.71.0-5.65.8————————3.6%
20254.3-1.6-4.2-1.54.93.51.72.72.8-0.52.91.317.2%
2024-0.83.77.6-2.45.33.1-1.02.42.71.55.2-2.727.0%
20236.2-0.4-1.50.6-0.45.41.6-2.9-1.5-0.710.12.019.2%
2022-7.50.7-0.3-7.70.8-8.15.3-2.6-6.59.35.0-6.6-18.5%
20212.47.06.02.67.51.4-0.52.2-1.53.8-1.512.049.0%
2020-2.6-7.6-13.412.3-0.30.50.22.3-2.0-2.810.96.71.5%
20196.26.91.64.1-3.66.91.6-1.02.21.92.52.035.8%
20181.6-2.4-1.91.13.50.71.35.4-0.8-8.04.9-8.9-4.5%
20172.84.92.04.00.30.52.7-1.82.83.83.71.530.6%
2016———1.73.1-1.24.32.21.4-2.47.21.819.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 13.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 38.1% of variance. Idiosyncratic stock-specific factors contribute 13.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110172.485887518293
2016-05-0110485.9223639278
2016-06-0110363.875531395915
2016-07-0110812.33883894348
2016-08-0111049.811833577252
2016-09-0111208.0981253049
2016-10-0110939.002717959438
2016-11-0111726.252700536623
2016-12-0111939.943550073176
2017-01-0112268.712105373197
2017-02-0112871.454456756568
2017-03-0113134.538992264268
2017-04-0113666.022022440588
2017-05-0113704.352219666875
2017-06-0113770.297581713012
2017-07-0114140.358213115896
2017-08-0113886.24642832253
2017-09-0114278.434037215135
2017-10-0114814.185657537111
2017-11-0115366.576068018678
2017-12-0115594.292285176667
2018-01-0115850.407693915951
2018-02-0115474.771761098335
2018-03-0115173.09568611053
2018-04-0115343.839291936718
2018-05-0115884.55641508119
2018-06-0115995.713987037423
2018-07-0116208.185239389502
2018-08-0117080.894138964388
2018-09-0116937.330127535017
2018-10-0115588.107185169698
2018-11-0116352.010593072688
2018-12-0114894.417729458497
2019-01-0115818.175482612029
2019-02-0116915.90006272214
2019-03-0117185.866610913654
2019-04-0117887.657676493134
2019-05-0117239.877343368873
2019-06-0118433.514530629313
2019-07-0118735.539061955536
2019-08-0118548.330894138966
2019-09-0118964.99756080563
2019-10-0119327.392152763256
2019-11-0119816.276395567635
2019-12-0120219.440379120493
2020-01-0119694.142448951145
2020-02-0118203.620461356193
2020-03-0115772.440588194298
2020-04-0117714.910446721027
2020-05-0117666.03944525751
2020-06-0117746.358631263505
2020-07-0117789.39298905847
2020-08-0118195.3446233187
2020-09-0117832.427346853437
2020-10-0117340.31988291867
2020-11-0119232.002230120564
2020-12-0120514.147327339884
2021-01-0121004.33828141334
2021-02-0122468.726043626735
2021-03-0123826.31193811415
2021-04-0124454.84005854066
2021-05-0126277.440936650637
2021-06-0126642.44895114642
2021-07-0126522.49285664506
2021-08-0127097.18447278556
2021-09-0126680.34357794968
2021-10-0127690.779845285386
2021-11-0127281.51787581016
2021-12-0130565.718865426166
2022-01-0128282.545822008502
2022-02-0128474.545264478365
2022-03-0128378.545543243436
2022-04-0126205.049132343716
2022-05-0126417.607498780402
2022-06-0124270.33242734685
2022-07-0125545.508397797752
2022-08-0124876.907798452856
2022-09-0123257.021395219177
2022-10-0125414.57592863614
2022-11-0126676.68478639626
2022-12-0124908.617325249143
2023-01-0126445.39689176946
2023-02-0126340.947104327824
2023-03-0125945.623388389435
2023-04-0126094.762701233532
2023-05-0125990.312913791902
2023-06-0127389.62645480521
2023-07-0127824.761307408182
2023-08-0127007.021395219177
2023-09-0126594.449090528957
2023-10-0126414.384277650013
2023-11-0129093.5779496829
2023-12-0129682.991846121684
2024-01-0129431.493483866467
2024-02-0130516.063837201196
2024-03-0132826.503589100284
2024-04-0132040.647431876783
2024-05-0133753.92013380723
2024-06-0134797.80820963133
2024-07-0134465.72931911631
2024-08-0135279.98466792111
2024-09-0136236.49731688619
2024-10-0136797.686249912884
2024-11-0138722.73329151857
2024-12-0137691.563872046834
2025-01-0139316.67712035681
2025-02-0138697.99289149069
2025-03-0137089.344205171095
2025-04-0136528.416614398215
2025-05-0138335.07561502544
2025-06-0139691.09345598996
2025-07-0140379.38183845564
2025-08-0141457.505749529584
2025-09-0142602.010593072686
2025-10-0142378.04028155271
2025-11-0143600.599344902075
2025-12-0144175.5523032964
2026-01-0145386.43807930866
2026-02-0145839.431319255695
2026-03-0143260.85441494181
2026-04-0145778.45146003205
Annual Return Matrix
YearAnnual Return
20170.30606080504301003
2018-0.04488017429193902
20190.3575180142242187
20200.014575425565374056
20210.4899824193370308
2022-0.18507994413885498
20230.1916756140467457
20240.26980339675468157
20250.17202757766329468
20260.03628475645829221
Total Factor Risk
0.13206476602902695
VTI.US Exposure
0.3806113011559288
VEA.US Exposure
0.15662112349090462
VWO.US Exposure
-0.0515646278385402
QQQ.US Exposure
0.021259008580646437
VTV.US Exposure
0.10832432648015249
IJR.US Exposure
0.09192680458757618
QUAL.US Exposure
-0.1374838688059705
SHV.US Exposure
0.26612528831380367
TLT.US Exposure
0.007020611297315535
LQD.US Exposure
-0.030091164298040096
HYG.US Exposure
0.045789514850499494
GLD.US Exposure
0.021491400935227195
USO.US Exposure
0.0001953839314057668
VNQ.US Exposure
-0.042193812744887337
BTC-USD.CC Exposure
-0.011537927706350868
CPER.US Exposure
0.01442480196033991
VIX.INDX Exposure
0.023748992104035922
UUP.US Exposure
-0.010936479302767749
TIP.US Exposure
0.011888038121039531
Idiosyncratic Exposure
0.13438128488768122
Value Score
47.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
64.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →5.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.41%
Market Cap$1.5B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.75
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Central Securities Corporation a high-risk investment?

Central Securities Corporation (CET.US) has an annualized volatility of 13.2% and experienced a maximum drawdown of 23.9% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of CET.US?

Over the past 10 years, CET.US has generated a Compound Annual Growth Rate (CAGR) of 16.0%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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