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CCI vs. SRLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CCI vs. SRLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crown Castle International Corp. (CCI) and SPDR Blackstone Senior Loan ETF (SRLN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CCI achieves a 0.96% return, which is significantly higher than SRLN's 0.68% return. Over the past 10 years, CCI has underperformed SRLN with an annualized return of 3.78%, while SRLN has yielded a comparatively higher 4.52% annualized return.


CCI

1D
-1.45%
1M
-1.73%
YTD
0.96%
6M
2.78%
1Y
-7.07%
3Y*
-2.84%
5Y*
-10.63%
10Y*
3.78%

SRLN

1D
-0.12%
1M
0.26%
YTD
0.68%
6M
1.43%
1Y
5.57%
3Y*
7.88%
5Y*
4.62%
10Y*
4.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCI vs. SRLN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CCI
Crown Castle International Corp.
0.96%2.96%-16.39%-10.24%-32.57%35.08%15.49%35.45%1.75%32.97%
SRLN
SPDR Blackstone Senior Loan ETF
0.68%6.77%8.43%11.62%-5.30%4.49%3.13%10.03%-0.66%3.39%

Correlation

The correlation between CCI and SRLN is -0.00, 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

-0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2013

0.18

The correlation between CCI and SRLN shifts across timeframes, from -0.00 (1 year) to 0.21 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

CCI vs. SRLN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CCI
CCI Risk / Return Rank: 2929
Overall Rank
CCI Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CCI Sortino Ratio Rank: 2525
Sortino Ratio Rank
CCI Omega Ratio Rank: 2626
Omega Ratio Rank
CCI Calmar Ratio Rank: 3232
Calmar Ratio Rank
CCI Martin Ratio Rank: 3333
Martin Ratio Rank

SRLN
SRLN Risk / Return Rank: 5252
Overall Rank
SRLN Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SRLN Sortino Ratio Rank: 5858
Sortino Ratio Rank
SRLN Omega Ratio Rank: 7272
Omega Ratio Rank
SRLN Calmar Ratio Rank: 3434
Calmar Ratio Rank
SRLN Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CCI vs. SRLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Crown Castle International Corp. (CCI) and SPDR Blackstone Senior Loan ETF (SRLN). 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.


CCISRLNDifference
Sharpe ratioReturn per unit of total volatility

-2.21

Sortino ratioReturn per unit of downside risk

-3.03

Omega ratioGain probability vs. loss probability

0.98

1.44

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.24

1.71

-1.95

Martin ratioReturn relative to average drawdown

-0.40

6.35

-6.75

CCI vs. SRLN - Sharpe Ratio Comparison

The current CCI Sharpe Ratio is -0.27, which is lower than the SRLN Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of CCI and SRLN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CCISRLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

1.94

-2.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

1.19

-1.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.75

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.70

-0.50

Drawdowns

CCI vs. SRLN - Drawdown Comparison

The maximum CCI drawdown since its inception was -97.52%, which is greater than SRLN's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for CCI and SRLN.


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Drawdown Indicators


CCISRLNDifference

Max Drawdown

Largest peak-to-trough decline

-97.52%

-22.29%

-75.23%

Max Drawdown (1Y)

Largest decline over 1 year

-30.01%

-3.26%

-26.75%

Max Drawdown (3Y)

Largest decline over 3 years

-30.77%

-4.26%

-26.51%

Max Drawdown (5Y)

Largest decline over 5 years

-55.48%

-7.93%

-47.55%

Max Drawdown (10Y)

Largest decline over 10 years

-55.48%

-22.29%

-33.19%

Current Drawdown

Current decline from peak

-47.40%

-0.12%

-47.28%

Average Drawdown

Average peak-to-trough decline

-25.90%

-1.10%

-24.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.62%

0.88%

+16.74%

Volatility

CCI vs. SRLN - Volatility Comparison

Crown Castle International Corp. (CCI) has a higher volatility of 6.74% compared to SPDR Blackstone Senior Loan ETF (SRLN) at 0.44%. This indicates that CCI's price experiences larger fluctuations and is considered to be riskier than SRLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CCISRLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

0.44%

+6.30%

Volatility (6M)

Calculated over the trailing 6-month period

21.69%

2.64%

+19.05%

Volatility (1Y)

Calculated over the trailing 1-year period

26.15%

2.89%

+23.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.50%

3.91%

+22.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.91%

6.06%

+19.85%

Dividends

CCI vs. SRLN - Dividend Comparison

CCI's dividend yield for the trailing twelve months is around 4.80%, less than SRLN's 7.49% yield.


PositionTTM20252024202320222021202020192018201720162015
CCI
Crown Castle International Corp.
4.80%5.35%6.90%5.43%4.41%2.62%3.10%3.22%3.94%3.51%4.15%3.87%
SRLN
SPDR Blackstone Senior Loan ETF
7.49%7.67%8.58%8.44%5.72%4.45%4.91%5.39%4.98%4.01%3.94%4.43%

Frequently Asked Questions


CCI and SRLN have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CCI has higher volatility (6.74%) compared to SRLN (0.44%). In terms of maximum drawdown, CCI dropped -97.52% vs SRLN's -22.29%.

SRLN currently has the higher Sharpe Ratio (1.94 vs -0.27), 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.

Portfolio Optimizer

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