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CCI vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CCI and VOO is 0.43, 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.


-0.50.00.51.00.4

Performance

CCI vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crown Castle International Corp. (CCI) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-3.10%
8.66%
CCI
VOO

Key characteristics

Sharpe Ratio

CCI:

-0.70

VOO:

2.21

Sortino Ratio

CCI:

-0.89

VOO:

2.93

Omega Ratio

CCI:

0.90

VOO:

1.41

Calmar Ratio

CCI:

-0.31

VOO:

3.25

Martin Ratio

CCI:

-1.49

VOO:

14.47

Ulcer Index

CCI:

10.41%

VOO:

1.90%

Daily Std Dev

CCI:

22.08%

VOO:

12.43%

Max Drawdown

CCI:

-97.60%

VOO:

-33.99%

Current Drawdown

CCI:

-49.42%

VOO:

-2.87%

Returns By Period

In the year-to-date period, CCI achieves a -16.42% return, which is significantly lower than VOO's 25.49% return. Over the past 10 years, CCI has underperformed VOO with an annualized return of 5.69%, while VOO has yielded a comparatively higher 13.04% annualized return.


CCI

YTD

-16.42%

1M

-11.75%

6M

-3.10%

1Y

-15.85%

5Y*

-4.62%

10Y*

5.69%

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

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Risk-Adjusted Performance

CCI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Crown Castle International Corp. (CCI) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for CCI, currently valued at -0.72, compared to the broader market-4.00-2.000.002.00-0.722.21
The chart of Sortino ratio for CCI, currently valued at -0.91, compared to the broader market-4.00-2.000.002.004.00-0.912.93
The chart of Omega ratio for CCI, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.41
The chart of Calmar ratio for CCI, currently valued at -0.31, compared to the broader market0.002.004.006.00-0.313.25
The chart of Martin ratio for CCI, currently valued at -1.51, compared to the broader market0.0010.0020.00-1.5114.47
CCI
VOO

The current CCI Sharpe Ratio is -0.70, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of CCI and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.72
2.21
CCI
VOO

Dividends

CCI vs. VOO - Dividend Comparison

CCI's dividend yield for the trailing twelve months is around 6.90%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
CCI
Crown Castle International Corp.
6.90%5.43%4.41%2.62%3.10%3.22%3.94%3.51%4.15%3.87%2.38%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

CCI vs. VOO - Drawdown Comparison

The maximum CCI drawdown since its inception was -97.60%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CCI and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-49.42%
-2.87%
CCI
VOO

Volatility

CCI vs. VOO - Volatility Comparison

Crown Castle International Corp. (CCI) has a higher volatility of 4.08% compared to Vanguard S&P 500 ETF (VOO) at 3.64%. This indicates that CCI's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.08%
3.64%
CCI
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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