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

Key characteristics


CCIVOO
YTD Return-14.23%7.94%
1Y Return-12.27%28.21%
3Y Return (Ann)-15.59%8.82%
5Y Return (Ann)-1.10%13.59%
10Y Return (Ann)6.40%12.69%
Sharpe Ratio-0.482.33
Daily Std Dev25.77%11.70%
Max Drawdown-97.60%-33.99%
Current Drawdown-48.09%-2.36%

Correlation

-0.50.00.51.00.4

The correlation between CCI and VOO is 0.45, 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.

Performance

CCI vs. VOO - Performance Comparison

In the year-to-date period, CCI achieves a -14.23% return, which is significantly lower than VOO's 7.94% return. Over the past 10 years, CCI has underperformed VOO with an annualized return of 6.40%, while VOO has yielded a comparatively higher 12.69% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


250.00%300.00%350.00%400.00%450.00%500.00%December2024FebruaryMarchAprilMay
239.98%
502.10%
CCI
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Crown Castle International Corp.

Vanguard S&P 500 ETF

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.


CCI
Sharpe ratio
The chart of Sharpe ratio for CCI, currently valued at -0.48, compared to the broader market-2.00-1.000.001.002.003.004.00-0.48
Sortino ratio
The chart of Sortino ratio for CCI, currently valued at -0.57, compared to the broader market-4.00-2.000.002.004.006.00-0.57
Omega ratio
The chart of Omega ratio for CCI, currently valued at 0.93, compared to the broader market0.501.001.500.93
Calmar ratio
The chart of Calmar ratio for CCI, currently valued at -0.22, compared to the broader market0.002.004.006.00-0.22
Martin ratio
The chart of Martin ratio for CCI, currently valued at -1.05, compared to the broader market-10.000.0010.0020.0030.00-1.05
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.33, compared to the broader market-2.00-1.000.001.002.003.004.002.33
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.33, compared to the broader market-4.00-2.000.002.004.006.003.33
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.40, compared to the broader market0.501.001.501.40
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.02, compared to the broader market0.002.004.006.002.02
Martin ratio
The chart of Martin ratio for VOO, currently valued at 9.40, compared to the broader market-10.000.0010.0020.0030.009.40

CCI vs. VOO - Sharpe Ratio Comparison

The current CCI Sharpe Ratio is -0.48, which is lower than the VOO Sharpe Ratio of 2.33. The chart below compares the 12-month rolling Sharpe Ratio of CCI and VOO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.48
2.33
CCI
VOO

Dividends

CCI vs. VOO - Dividend Comparison

CCI's dividend yield for the trailing twelve months is around 6.43%, more than VOO's 1.36% yield.


TTM20232022202120202019201820172016201520142013
CCI
Crown Castle International Corp.
6.43%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
1.36%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%December2024FebruaryMarchAprilMay
-48.09%
-2.36%
CCI
VOO

Volatility

CCI vs. VOO - Volatility Comparison

Crown Castle International Corp. (CCI) has a higher volatility of 6.76% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. 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%4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
6.76%
4.09%
CCI
VOO