CCI vs. QYLD
CCI (Crown Castle Inc.) is a stock, while QYLD (Global X NASDAQ 100 Covered Call ETF) is Nasdaq-100 fund tracking the CBOE NASDAQ-100 Buy Write V2. Over the past 10 years, CCI returned 1.85%/yr vs 9.99%/yr for QYLD. At a 0.24 correlation, their price movements are largely independent.
Performance
CCI vs. QYLD - Performance Comparison
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Returns By Period
In the year-to-date period, CCI achieves a -8.89% return, which is significantly lower than QYLD's 10.42% return. Over the past 10 years, CCI has underperformed QYLD with an annualized return of 1.85%, while QYLD has yielded a comparatively higher 9.99% annualized return.
CCI
- 1D
- -0.99%
- 1M
- -13.22%
- 6M
- -6.73%
- YTD
- -8.89%
- 1Y
- -19.75%
- 3Y*
- -6.99%
- 5Y*
- -13.04%
- 10Y*
- 1.85%
QYLD
- 1D
- 1.21%
- 1M
- 2.57%
- 6M
- 9.06%
- YTD
- 10.42%
- 1Y
- 23.40%
- 3Y*
- 13.71%
- 5Y*
- 8.57%
- 10Y*
- 9.99%
CCI vs. QYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCI Crown Castle Inc. | -8.89% | 2.96% | -16.39% | -10.24% | -32.57% | 35.08% | 15.49% | 35.45% | 1.75% | 32.97% |
QYLD Global X NASDAQ 100 Covered Call ETF | 10.42% | 9.28% | 19.35% | 22.77% | -19.08% | 10.41% | 8.72% | 22.69% | -3.07% | 18.79% |
Correlation
The correlation between CCI and QYLD is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2013 | 0.24 |
The correlation between CCI and QYLD shifts across timeframes, from -0.09 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CCI vs. QYLD — Risk / Return Rank
CCI
QYLD
CCI vs. QYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Crown Castle Inc. (CCI) and Global X NASDAQ 100 Covered Call ETF (QYLD). 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.
| CCI | QYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.90 | ||
| Sortino ratioReturn per unit of downside risk | -3.94 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.47 | -0.57 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 4.73 | -5.37 |
| Martin ratioReturn relative to average drawdown | -1.03 | 24.61 | -25.63 |
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Drawdowns
CCI vs. QYLD - Drawdown Comparison
The maximum CCI drawdown since its inception was -97.52%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for CCI and QYLD.
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Drawdown Indicators
| CCI | QYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.52% | -24.75% | -72.77% |
Max Drawdown (1Y)Largest decline over 1 year | -31.07% | -4.97% | -26.10% |
Max Drawdown (3Y)Largest decline over 3 years | -31.81% | -19.06% | -12.75% |
Max Drawdown (5Y)Largest decline over 5 years | -55.48% | -24.61% | -30.87% |
Max Drawdown (10Y)Largest decline over 10 years | -55.48% | -24.75% | -30.73% |
Current DrawdownCurrent decline from peak | -52.53% | -0.49% | -52.04% |
Average DrawdownAverage peak-to-trough decline | -25.99% | -3.81% | -22.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.28% | 0.95% | +18.33% |
Volatility
CCI vs. QYLD - Volatility Comparison
Crown Castle Inc. (CCI) has a higher volatility of 11.70% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 5.57%. This indicates that CCI's price experiences larger fluctuations and is considered to be riskier than QYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCI | QYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.70% | 5.57% | +6.13% |
Volatility (6M)Calculated over the trailing 6-month period | 25.11% | 9.45% | +15.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.03% | 10.61% | +18.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.09% | 14.97% | +12.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.24% | 15.59% | +10.65% |
Dividends
CCI vs. QYLD - Dividend Comparison
CCI's dividend yield for the trailing twelve months is around 5.38%, less than QYLD's 11.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCI Crown Castle Inc. | 5.38% | 5.35% | 6.90% | 5.43% | 4.41% | 2.62% | 3.10% | 3.22% | 3.94% | 3.51% | 4.15% | 3.87% |
QYLD Global X NASDAQ 100 Covered Call ETF | 11.42% | 11.55% | 12.50% | 11.78% | 13.75% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% |
Frequently Asked Questions
CCI and QYLD have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCI has higher volatility (11.70%) compared to QYLD (5.57%). In terms of maximum drawdown, CCI dropped -97.52% vs QYLD's -24.75%.
QYLD currently has the higher Sharpe Ratio (2.22 vs -0.68), 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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