CCO vs. DOL

Last updated Jun 23, 2026

CCO (Clear Channel Outdoor Holdings, Inc.) is a stock, while DOL (WisdomTree International LargeCap Dividend Fund) is Foreign Large Cap Equities fund tracking the WisdomTree International LargeCap Dividend Index. Over the past 10 years, CCO returned -6.90%/yr vs 10.54%/yr for DOL. At a 0.36 correlation, their price movements are largely independent.

Performance

CCO vs. DOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clear Channel Outdoor Holdings, Inc. (CCO) and WisdomTree International LargeCap Dividend Fund (DOL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CCO achieves a 9.05% return, which is significantly lower than DOL's 15.82% return. Over the past 10 years, CCO has underperformed DOL with an annualized return of -6.90%, while DOL has yielded a comparatively higher 10.54% annualized return.

CCO

• 1D: 0.00%
• 1M: 0.42%
• YTD: 9.05%
• 6M: 11.57%
• 1Y: 115.18%
• 3Y*: 23.80%
• 5Y*: -2.89%
• 10Y*: -6.90%

DOL

• 1D: -0.33%
• 1M: 2.69%
• YTD: 15.82%
• 6M: 17.03%
• 1Y: 33.04%
• 3Y*: 21.33%
• 5Y*: 12.90%
• 10Y*: 10.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CCO vs. DOL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCO Clear Channel Outdoor Holdings, Inc.	9.05%	61.31%	-24.73%	73.33%	-68.28%	100.61%	-42.31%	-44.89%	14.80%	10.53%
DOL WisdomTree International LargeCap Dividend Fund	15.82%	37.35%	4.08%	16.77%	-6.72%	11.54%	-3.22%	19.47%	-12.93%	22.25%

Correlation

The correlation between CCO and DOL is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (10Y) Calculated over the trailing 10-year period	0.31
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006	0.36

Return for Risk

CCO vs. DOL — Risk / Return Rank

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

CCO

CCO Risk / Return Rank: 93
CCO Sharpe Ratio Rank: 92
CCO Sortino Ratio Rank: 93
CCO Omega Ratio Rank: 92
CCO Calmar Ratio Rank: 95
CCO Martin Ratio Rank: 96

DOL

DOL Risk / Return Rank: 64
DOL Sharpe Ratio Rank: 67
DOL Sortino Ratio Rank: 64
DOL Omega Ratio Rank: 67
DOL Calmar Ratio Rank: 61
DOL Martin Ratio Rank: 63

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.

CCO vs. DOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Clear Channel Outdoor Holdings, Inc. (CCO) and WisdomTree International LargeCap Dividend Fund (DOL). 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.

	CCO	DOL	Difference
Sharpe ratio: Return per unit of total volatility	2.42	2.13	+0.30
Sortino ratio: Return per unit of downside risk	3.51	2.87	+0.64
Omega ratio: Gain probability vs. loss probability	1.46	1.39	+0.07
Calmar ratio: Return relative to maximum drawdown	6.30	2.93	+3.37
Martin ratio: Return relative to average drawdown	21.25	10.98	+10.27

CCO vs. DOL - Sharpe Ratio Comparison

The current CCO Sharpe Ratio is 2.42, which is comparable to the DOL Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of CCO and DOL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CCO vs. DOL - Drawdown Comparison

The maximum CCO drawdown since its inception was -94.19%, which is greater than DOL's maximum drawdown of -60.79%. Use the drawdown chart below to compare losses from any high point for CCO and DOL.

Drawdown Indicators

	CCO	DOL	Difference
Max Drawdown Largest peak-to-trough decline	-94.19%	-60.79%	-33.40%
Max Drawdown (1Y) Largest decline over 1 year	-18.40%	-11.33%	-7.07%
Max Drawdown (3Y) Largest decline over 3 years	-57.07%	-12.44%	-44.63%
Max Drawdown (5Y) Largest decline over 5 years	-78.80%	-24.57%	-54.23%
Max Drawdown (10Y) Largest decline over 10 years	-93.12%	-35.99%	-57.13%
Current Drawdown Current decline from peak	-67.44%	-0.33%	-67.11%
Average Drawdown Average peak-to-trough decline	-53.99%	-13.60%	-40.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.44%	3.02%	+2.42%

Volatility

CCO vs. DOL - Volatility Comparison

The current volatility for Clear Channel Outdoor Holdings, Inc. (CCO) is 1.41%, while WisdomTree International LargeCap Dividend Fund (DOL) has a volatility of 5.31%. This indicates that CCO experiences smaller price fluctuations and is considered to be less risky than DOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CCO	DOL	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.41%	5.31%	-3.90%
Volatility (6M) Calculated over the trailing 6-month period	21.38%	13.49%	+7.89%
Volatility (1Y) Calculated over the trailing 1-year period	47.89%	15.64%	+32.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	65.81%	15.50%	+50.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	69.67%	16.69%	+52.98%

Dividends

CCO vs. DOL - Dividend Comparison

CCO has not paid dividends to shareholders, while DOL's dividend yield for the trailing twelve months is around 2.41%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCO Clear Channel Outdoor Holdings, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1.59%	19.94%	41.51%	0.00%
DOL WisdomTree International LargeCap Dividend Fund	2.41%	2.83%	3.78%	4.02%	4.47%	3.58%	2.82%	3.50%	4.03%	3.17%	3.58%	3.66%

Frequently Asked Questions

Can I hold both CCO and DOL in my portfolio?

CCO and DOL have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CCO or DOL?

DOL has higher volatility (5.31%) compared to CCO (1.41%). In terms of maximum drawdown, CCO dropped -94.19% vs DOL's -60.79%.

Which has better risk-adjusted returns?

CCO currently has the higher Sharpe Ratio (2.42 vs 2.13), 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.