PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CCI vs. CPT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CCI and CPT is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

CCI vs. CPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crown Castle International Corp. (CCI) and Camden Property Trust (CPT). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-3.10%
5.64%
CCI
CPT

Key characteristics

Sharpe Ratio

CCI:

-0.70

CPT:

0.89

Sortino Ratio

CCI:

-0.89

CPT:

1.41

Omega Ratio

CCI:

0.90

CPT:

1.16

Calmar Ratio

CCI:

-0.31

CPT:

0.41

Martin Ratio

CCI:

-1.49

CPT:

4.94

Ulcer Index

CCI:

10.41%

CPT:

3.77%

Daily Std Dev

CCI:

22.08%

CPT:

20.96%

Max Drawdown

CCI:

-97.60%

CPT:

-75.31%

Current Drawdown

CCI:

-49.42%

CPT:

-30.01%

Fundamentals

Market Cap

CCI:

$41.23B

CPT:

$12.65B

EPS

CCI:

$2.82

CPT:

$3.17

PE Ratio

CCI:

33.65

CPT:

37.41

PEG Ratio

CCI:

4.41

CPT:

8.96

Total Revenue (TTM)

CCI:

$6.59B

CPT:

$1.55B

Gross Profit (TTM)

CCI:

$4.79B

CPT:

$374.53M

EBITDA (TTM)

CCI:

$3.92B

CPT:

$848.39M

Returns By Period

In the year-to-date period, CCI achieves a -16.42% return, which is significantly lower than CPT's 17.63% return. Over the past 10 years, CCI has underperformed CPT with an annualized return of 5.69%, while CPT has yielded a comparatively higher 8.08% annualized return.


CCI

YTD

-16.42%

1M

-11.75%

6M

-3.10%

1Y

-15.85%

5Y*

-4.62%

10Y*

5.69%

CPT

YTD

17.63%

1M

-6.42%

6M

5.64%

1Y

20.67%

5Y*

4.69%

10Y*

8.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CCI vs. CPT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Crown Castle International Corp. (CCI) and Camden Property Trust (CPT). 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.


Sharpe ratio
The chart of Sharpe ratio for CCI, currently valued at -0.70, compared to the broader market-4.00-2.000.002.00-0.700.89
The chart of Sortino ratio for CCI, currently valued at -0.89, compared to the broader market-4.00-2.000.002.004.00-0.891.41
The chart of Omega ratio for CCI, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.16
The chart of Calmar ratio for CCI, currently valued at -0.31, compared to the broader market0.002.004.006.00-0.310.41
The chart of Martin ratio for CCI, currently valued at -1.49, compared to the broader market0.0010.0020.00-1.494.94
CCI
CPT

The current CCI Sharpe Ratio is -0.70, which is lower than the CPT Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of CCI and CPT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.70
0.89
CCI
CPT

Dividends

CCI vs. CPT - Dividend Comparison

CCI's dividend yield for the trailing twelve months is around 6.90%, more than CPT's 3.66% yield.


TTM20232022202120202019201820172016201520142013
CCI
Crown Castle International Corp.
6.90%5.43%4.41%2.62%3.10%3.22%3.94%3.51%4.15%3.87%2.38%0.00%
CPT
Camden Property Trust
3.66%4.03%3.36%1.86%3.32%3.02%3.50%3.26%8.62%3.65%3.58%4.43%

Drawdowns

CCI vs. CPT - Drawdown Comparison

The maximum CCI drawdown since its inception was -97.60%, which is greater than CPT's maximum drawdown of -75.31%. Use the drawdown chart below to compare losses from any high point for CCI and CPT. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-49.42%
-30.01%
CCI
CPT

Volatility

CCI vs. CPT - Volatility Comparison

The current volatility for Crown Castle International Corp. (CCI) is 4.07%, while Camden Property Trust (CPT) has a volatility of 5.43%. This indicates that CCI experiences smaller price fluctuations and is considered to be less risky than CPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.07%
5.43%
CCI
CPT

Financials

CCI vs. CPT - Financials Comparison

This section allows you to compare key financial metrics between Crown Castle International Corp. and Camden Property Trust. 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab