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 1.95%/yr vs 9.65%/yr for QYLD. Their 0.24 correlation means their historical movements had little consistent relationship.
Performance
CCI vs. QYLD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CCI achieves a -11.55% return, which is significantly lower than QYLD's 8.73% return. Over the past 10 years, CCI has underperformed QYLD with an annualized return of 1.95%, while QYLD has yielded a comparatively higher 9.65% annualized return.
CCI
- 1D
- 0.58%
- 1M
- 0.18%
- 6M
- -7.48%
- YTD
- -11.55%
- 1Y
- -24.75%
- 3Y*
- -4.52%
- 5Y*
- -12.94%
- 10Y*
- 1.95%
- ALL TIME*
- 8.65%
QYLD
- 1D
- 0.99%
- 1M
- 0.00%
- 6M
- 6.38%
- YTD
- 8.73%
- 1Y
- 21.85%
- 3Y*
- 13.13%
- 5Y*
- 7.94%
- 10Y*
- 9.65%
- ALL TIME*
- 8.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $378.22M | $330.45M | $361.72M | |
| $81.92M | $78.72M | $98.91M |
CCI vs. QYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCI Crown Castle Inc. | -11.55% | 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 | 8.73% | 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 -0.10, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.10 |
Correlation (3Y) Balances recent behavior with more history. | -0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.15 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.21 |
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 -0.10 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | -2.81 | ||
| Sortino ratioReturn per unit of downside risk | -3.87 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.40 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.90 | 3.80 | -4.70 |
| Martin ratioReturn relative to average drawdown | -1.57 | 17.57 | -19.14 |
Loading charts...
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.
Loading charts...
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 | -27.52% | -5.78% | -21.74% |
Max Drawdown (3Y)Largest decline over 3 years | -32.53% | -19.06% | -13.47% |
Max Drawdown (5Y)Largest decline over 5 years | -55.49% | -24.61% | -30.88% |
Max Drawdown (10Y)Largest decline over 10 years | -55.49% | -24.75% | -30.74% |
Current DrawdownCurrent decline from peak | -53.92% | -2.00% | -51.92% |
Average DrawdownAverage peak-to-trough decline | -26.05% | -3.81% | -22.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.77% | 1.25% | +14.52% |
Volatility
CCI vs. QYLD - Volatility Comparison
Crown Castle Inc. (CCI) has a higher volatility of 9.89% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 5.17%. 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.
Loading charts...
Volatility by Period
| CCI | QYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.89% | 5.17% | +4.72% |
Volatility (6M)Calculated over the trailing 6-month period | 25.37% | 10.07% | +15.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.19% | 11.26% | +17.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.23% | 15.05% | +12.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.34% | 15.64% | +10.70% |
Dividends
CCI vs. QYLD - Dividend Comparison
CCI's dividend yield for the trailing twelve months is around 5.54%, less than QYLD's 11.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCI Crown Castle Inc. | 5.54% | 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 | 11.78% | 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 -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCI has higher volatility (9.89%) compared to QYLD (5.17%). In terms of maximum drawdown, CCI dropped -97.52% vs QYLD's -24.75%.
QYLD currently has the higher Sharpe Ratio (1.95 vs -0.85), 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.
Find the right allocation for CCI and QYLD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer