CCI vs. RYLD
CCI (Crown Castle Inc.) is a stock, while RYLD (Global X Russell 2000 Covered Call ETF) is Derivative Income fund tracking the CBOE Russell 2000 BuyWrite Index. Over the past 5 years, CCI returned -13.19%/yr vs 3.49%/yr for RYLD. At a 0.26 correlation, their price movements are largely independent.
Performance
CCI vs. RYLD - Performance Comparison
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Returns By Period
In the year-to-date period, CCI achieves a -9.26% return, which is significantly lower than RYLD's 12.08% return.
CCI
- 1D
- -0.93%
- 1M
- -10.67%
- 6M
- -10.80%
- YTD
- -9.26%
- 1Y
- -20.50%
- 3Y*
- -5.54%
- 5Y*
- -13.19%
- 10Y*
- 1.88%
RYLD
- 1D
- 0.19%
- 1M
- 2.67%
- 6M
- 9.29%
- YTD
- 12.08%
- 1Y
- 21.02%
- 3Y*
- 8.13%
- 5Y*
- 3.49%
- 10Y*
- —
CCI vs. RYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CCI Crown Castle Inc. | -9.26% | 2.96% | -16.39% | -10.24% | -32.57% | 35.08% | 15.49% | 18.92% |
RYLD Global X Russell 2000 Covered Call ETF | 12.08% | 5.65% | 10.13% | 0.27% | -13.03% | 22.13% | -0.44% | 8.86% |
Correlation
The correlation between CCI and RYLD is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2019 | 0.26 |
The correlation between CCI and RYLD shifts across timeframes, from -0.05 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CCI vs. RYLD — Risk / Return Rank
CCI
RYLD
CCI vs. RYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Crown Castle Inc. (CCI) and Global X Russell 2000 Covered Call ETF (RYLD). 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 | RYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.69 | ||
| Sortino ratioReturn per unit of downside risk | -3.65 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.41 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | 3.36 | -4.02 |
| Martin ratioReturn relative to average drawdown | -1.06 | 13.55 | -14.61 |
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Drawdowns
CCI vs. RYLD - Drawdown Comparison
The maximum CCI drawdown since its inception was -97.52%, which is greater than RYLD's maximum drawdown of -41.53%. Use the drawdown chart below to compare losses from any high point for CCI and RYLD.
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Drawdown Indicators
| CCI | RYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.52% | -41.53% | -55.99% |
Max Drawdown (1Y)Largest decline over 1 year | -31.07% | -6.29% | -24.78% |
Max Drawdown (3Y)Largest decline over 3 years | -31.81% | -19.05% | -12.76% |
Max Drawdown (5Y)Largest decline over 5 years | -55.48% | -21.33% | -34.15% |
Max Drawdown (10Y)Largest decline over 10 years | -55.48% | — | — |
Current DrawdownCurrent decline from peak | -52.72% | 0.00% | -52.72% |
Average DrawdownAverage peak-to-trough decline | -26.00% | -8.70% | -17.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.43% | 1.56% | +17.87% |
Volatility
CCI vs. RYLD - Volatility Comparison
Crown Castle Inc. (CCI) has a higher volatility of 11.55% compared to Global X Russell 2000 Covered Call ETF (RYLD) at 1.58%. This indicates that CCI's price experiences larger fluctuations and is considered to be riskier than RYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCI | RYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.55% | 1.58% | +9.97% |
Volatility (6M)Calculated over the trailing 6-month period | 24.98% | 7.69% | +17.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.02% | 10.66% | +18.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.09% | 14.02% | +13.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.23% | 17.08% | +9.15% |
Dividends
CCI vs. RYLD - Dividend Comparison
CCI's dividend yield for the trailing twelve months is around 5.40%, less than RYLD's 11.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCI Crown Castle Inc. | 5.40% | 5.35% | 6.90% | 5.43% | 4.41% | 2.62% | 3.10% | 3.22% | 3.94% | 3.51% | 4.15% | 3.87% |
RYLD Global X Russell 2000 Covered Call ETF | 11.46% | 12.00% | 12.03% | 12.64% | 13.49% | 12.35% | 10.76% | 6.43% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CCI and RYLD have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCI has higher volatility (11.55%) compared to RYLD (1.58%). In terms of maximum drawdown, CCI dropped -97.52% vs RYLD's -41.53%.
RYLD currently has the higher Sharpe Ratio (1.98 vs -0.71), 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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