CCI vs. VNQ
Compare and contrast key facts about Crown Castle International Corp. (CCI) and Vanguard Real Estate ETF (VNQ).
VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US REIT Index. It was launched on Sep 23, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CCI or VNQ.
Performance
CCI vs. VNQ - Performance Comparison
Returns By Period
In the year-to-date period, CCI achieves a -5.90% return, which is significantly lower than VNQ's 9.31% return. Over the past 10 years, CCI has outperformed VNQ with an annualized return of 6.72%, while VNQ has yielded a comparatively lower 5.90% annualized return.
CCI
-5.90%
-7.63%
3.86%
5.73%
-1.05%
6.72%
VNQ
9.31%
-3.85%
12.81%
23.49%
4.13%
5.90%
Key characteristics
| CCI | VNQ | |
|---|---|---|
| Sharpe Ratio | 0.28 | 1.43 |
| Sortino Ratio | 0.56 | 2.03 |
| Omega Ratio | 1.07 | 1.25 |
| Calmar Ratio | 0.13 | 0.86 |
| Martin Ratio | 0.68 | 5.17 |
| Ulcer Index | 9.48% | 4.49% |
| Daily Std Dev | 23.01% | 16.22% |
| Max Drawdown | -97.60% | -73.07% |
| Current Drawdown | -43.05% | -9.83% |
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Correlation
The correlation between CCI and VNQ is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
CCI vs. VNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Crown Castle International Corp. (CCI) and Vanguard Real Estate ETF (VNQ). 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.
Dividends
CCI vs. VNQ - Dividend Comparison
CCI's dividend yield for the trailing twelve months is around 6.03%, more than VNQ's 3.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCI Crown Castle International Corp. | 6.03% | 5.43% | 4.41% | 2.62% | 3.10% | 3.22% | 3.94% | 3.51% | 4.15% | 3.87% | 2.38% | 0.00% |
VNQ Vanguard Real Estate ETF | 3.89% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
CCI vs. VNQ - Drawdown Comparison
The maximum CCI drawdown since its inception was -97.60%, which is greater than VNQ's maximum drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for CCI and VNQ. For additional features, visit the drawdowns tool.
Volatility
CCI vs. VNQ - Volatility Comparison
Crown Castle International Corp. (CCI) has a higher volatility of 7.43% compared to Vanguard Real Estate ETF (VNQ) at 5.12%. This indicates that CCI's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.