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CCO vs. PHYS.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CCO and PHYS.TO is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

CCO vs. PHYS.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clear Channel Outdoor Holdings, Inc. (CCO) and Sprott Physical Gold Trust (PHYS.TO). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
-79.84%
140.91%
CCO
PHYS.TO

Key characteristics

Sharpe Ratio

CCO:

-0.64

PHYS.TO:

2.76

Sortino Ratio

CCO:

-0.82

PHYS.TO:

3.45

Omega Ratio

CCO:

0.91

PHYS.TO:

1.47

Calmar Ratio

CCO:

-0.38

PHYS.TO:

5.11

Martin Ratio

CCO:

-1.53

PHYS.TO:

15.70

Ulcer Index

CCO:

21.90%

PHYS.TO:

2.70%

Daily Std Dev

CCO:

52.58%

PHYS.TO:

15.40%

Max Drawdown

CCO:

-94.60%

PHYS.TO:

-27.08%

Current Drawdown

CCO:

-88.00%

PHYS.TO:

0.00%

Fundamentals

Market Cap

CCO:

$475.52M

PHYS.TO:

CA$30.82B

EPS

CCO:

-$0.26

PHYS.TO:

CA$0.13

PS Ratio

CCO:

0.32

PHYS.TO:

6.11

PB Ratio

CCO:

0.00

PHYS.TO:

1.33

Total Revenue (TTM)

CCO:

$1.02B

PHYS.TO:

CA$1.22B

Gross Profit (TTM)

CCO:

$550.20M

PHYS.TO:

CA$1.27B

EBITDA (TTM)

CCO:

$436.61M

PHYS.TO:

CA$289.88M

Returns By Period

In the year-to-date period, CCO achieves a -30.57% return, which is significantly lower than PHYS.TO's 24.95% return.


CCO

YTD

-30.57%

1M

-19.39%

6M

-38.63%

1Y

-36.16%

5Y*

0.82%

10Y*

-16.83%

PHYS.TO

YTD

24.95%

1M

7.93%

6M

23.79%

1Y

42.17%

5Y*

13.08%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

CCO vs. PHYS.TO — Risk-Adjusted Performance Rank

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

CCO
The Risk-Adjusted Performance Rank of CCO is 2020
Overall Rank
The Sharpe Ratio Rank of CCO is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of CCO is 1919
Sortino Ratio Rank
The Omega Ratio Rank of CCO is 2121
Omega Ratio Rank
The Calmar Ratio Rank of CCO is 3030
Calmar Ratio Rank
The Martin Ratio Rank of CCO is 1010
Martin Ratio Rank

PHYS.TO
The Risk-Adjusted Performance Rank of PHYS.TO is 9898
Overall Rank
The Sharpe Ratio Rank of PHYS.TO is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of PHYS.TO is 9797
Sortino Ratio Rank
The Omega Ratio Rank of PHYS.TO is 9696
Omega Ratio Rank
The Calmar Ratio Rank of PHYS.TO is 9999
Calmar Ratio Rank
The Martin Ratio Rank of PHYS.TO is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CCO vs. PHYS.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Clear Channel Outdoor Holdings, Inc. (CCO) and Sprott Physical Gold Trust (PHYS.TO). 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 CCO, currently valued at -0.65, compared to the broader market-2.00-1.000.001.002.003.00
CCO: -0.65
PHYS.TO: 2.68
The chart of Sortino ratio for CCO, currently valued at -0.85, compared to the broader market-6.00-4.00-2.000.002.004.00
CCO: -0.85
PHYS.TO: 3.36
The chart of Omega ratio for CCO, currently valued at 0.90, compared to the broader market0.501.001.502.00
CCO: 0.90
PHYS.TO: 1.47
The chart of Calmar ratio for CCO, currently valued at -0.39, compared to the broader market0.001.002.003.004.00
CCO: -0.39
PHYS.TO: 4.75
The chart of Martin ratio for CCO, currently valued at -1.54, compared to the broader market-5.000.005.0010.0015.0020.00
CCO: -1.54
PHYS.TO: 13.38

The current CCO Sharpe Ratio is -0.64, which is lower than the PHYS.TO Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of CCO and PHYS.TO, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.65
2.68
CCO
PHYS.TO

Dividends

CCO vs. PHYS.TO - Dividend Comparison

Neither CCO nor PHYS.TO has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
CCO
Clear Channel Outdoor Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.59%19.94%41.51%0.00%4.59%
PHYS.TO
Sprott Physical Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CCO vs. PHYS.TO - Drawdown Comparison

The maximum CCO drawdown since its inception was -94.60%, which is greater than PHYS.TO's maximum drawdown of -27.08%. Use the drawdown chart below to compare losses from any high point for CCO and PHYS.TO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-84.78%
0
CCO
PHYS.TO

Volatility

CCO vs. PHYS.TO - Volatility Comparison

Clear Channel Outdoor Holdings, Inc. (CCO) has a higher volatility of 27.41% compared to Sprott Physical Gold Trust (PHYS.TO) at 7.34%. This indicates that CCO's price experiences larger fluctuations and is considered to be riskier than PHYS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
27.41%
7.34%
CCO
PHYS.TO

Financials

CCO vs. PHYS.TO - Financials Comparison

This section allows you to compare key financial metrics between Clear Channel Outdoor Holdings, Inc. and Sprott Physical Gold Trust. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. CCO values in USD, PHYS.TO values in CAD
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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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