Crown Castle

10-Year Study

CCI.US · Real Estate · US · Common Stock

Executive Summary: Crown Castle has compounded at 3.7% annually over the last 10 years, with a maximum drawdown of 52.3% and an annualized volatility of 31.7%.

1Y CAGR
-11.4%
3Y CAGR
-3.8%
5Y CAGR
-10.7%
10Y CAGR
+3.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
52.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.19
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +35.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -32.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.33.1-9.26.8————————-2.3%
2025-1.65.412.61.5-5.13.52.3-5.7-1.6-6.51.2-1.53.0%
2024-6.01.6-2.4-11.49.3-3.212.71.87.3-9.4-1.2-13.2-16.4%
20239.2-11.73.6-8.0-8.02.0-5.0-7.2-6.91.026.1-0.4-10.2%
2022-12.6-8.711.80.32.4-10.47.3-5.4-14.6-7.86.1-3.0-32.6%
20210.0-2.211.59.80.23.6-1.00.8-10.34.00.715.835.1%
20205.4-4.41.610.48.0-2.11.7-4.12.8-6.27.3-4.215.5%
20197.81.48.8-1.73.41.12.28.9-3.5-0.2-3.77.335.5%
20181.6-2.40.5-8.03.34.62.82.9-1.4-2.35.7-4.51.8%
20171.26.52.10.27.5-0.50.47.8-7.07.15.5-0.833.0%
2016———0.44.512.8-4.3-2.30.4-3.4-8.35.13.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 31.7%. The dominant macroeconomic risk driver is VNQ.US, accounting for 37.5% of variance. Idiosyncratic stock-specific factors contribute 15.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110043.92036466897
2016-05-0110498.266574956557
2016-06-0111837.86368574156
2016-07-0111324.33326807362
2016-08-0111060.58584742048
2016-09-0111102.167257757965
2016-10-0110722.702237253132
2016-11-019835.337615063558
2016-12-0110337.051981960598
2017-01-0110463.320864685427
2017-02-0111142.379946671841
2017-03-0111372.481076126898
2017-04-0111390.551664036066
2017-05-0112239.418830488185
2017-06-0112175.677993558347
2017-07-0112224.293592477921
2017-08-0113179.591843806362
2017-09-0112262.375234112003
2017-10-0113133.176594517145
2017-11-0113859.257321360197
2017-12-0113744.769838230988
2018-01-0113962.691079574692
2018-02-0113627.146423738828
2018-03-0113699.775287128301
2018-04-0112607.379660799645
2018-05-0113017.337715551967
2018-06-0113617.513397010644
2018-07-0113997.6714410211
2018-08-0114401.825423913817
2018-09-0114193.6238372365
2018-10-0113863.415462393945
2018-11-0114648.767024555553
2018-12-0113985.64748319851
2019-01-0115070.974269769795
2019-02-0115288.548999360684
2019-03-0116629.099017465924
2019-04-0116340.697285600183
2019-05-0116890.230274385332
2019-06-0117076.61894622311
2019-07-0117457.833851079646
2019-08-0119018.12429723085
2019-09-0118360.08115305251
2019-10-0118331.02614257919
2019-11-0117653.474386717513
2019-12-0118943.676247139112
2020-01-0119968.502081669354
2020-02-0119095.6043251597
2020-03-0119394.799898125544
2020-04-0121413.525393247528
2020-05-0123123.335660737277
2020-06-0122633.29873991001
2020-07-0123020.10980957447
2020-08-0122078.79330747201
2020-09-0122690.022713845396
2020-10-0121286.390231140664
2020-11-0122835.852185016487
2020-12-0121878.388235232967
2021-01-0121888.003936373512
2021-02-0121405.607599695762
2021-03-0123860.574066020887
2021-04-0126207.394214293265
2021-05-0126268.39760837588
2021-06-0127225.49772081895
2021-07-0126945.013782504968
2021-08-0127168.288630429626
2021-09-0124356.83087281113
2021-10-0125337.7363426724
2021-11-0125527.451527337176
2021-12-0129553.1557691608
2022-01-0125839.53733750764
2022-02-0123585.599664576624
2022-03-0126358.59461763294
2022-04-0126445.690346702337
2022-05-0127079.668249647857
2022-06-0124257.330022991056
2022-07-0126026.428451387004
2022-08-0124610.286894405737
2022-09-0121006.893851322202
2022-10-0119366.1607017556
2022-11-0120553.48322276721
2022-12-0119927.16322955884
2023-01-0121759.15354109023
2023-02-0119208.75773804058
2023-03-0119901.244150448474
2023-04-0118302.76810913734
2023-05-0116833.67955632635
2023-06-0117174.733749031933
2023-07-0116323.077162969676
2023-08-0115148.852786214376
2023-09-0114098.575663440064
2023-10-0114244.110599621263
2023-11-0117966.755662435182
2023-12-0117886.31295901979
2024-01-0116808.69605894858
2024-02-0117071.10940935339
2024-03-0116669.900776359584
2024-04-0114771.83067356687
2024-05-0116145.368610539848
2024-06-0115634.385054255077
2024-07-0117615.496698609273
2024-08-0117925.936577953886
2024-09-0119236.547980616135
2024-10-0117430.130236442295
2024-11-0117229.049466285273
2024-12-0114954.199809072024
2025-01-0114710.359488617954
2025-02-0115504.52977488864
2025-03-0117460.987108030236
2025-04-0117717.30185158555
2025-05-0116811.000362104784
2025-06-0117394.543479428463
2025-07-0117794.158158359336
2025-08-0116786.675237057352
2025-09-0116522.09618819746
2025-10-0115448.464173283599
2025-11-0115629.984354994362
2025-12-0115397.24973621793
2026-01-0115040.342630821182
2026-02-0115513.331173410073
2026-03-0114087.435310587147
2026-04-0115050.737983405554
Annual Return Matrix
YearAnnual Return
20170.32966051270877506
20180.017525040273684622
20190.3545083464957106
20200.15491776515854783
20210.3507921813714039
2022-0.3257179238247998
2023-0.10241549421905505
2024-0.16393055162713932
20250.029627123671112532
2026-0.022504782266231538
Total Factor Risk
0.31669535475139754
VTI.US Exposure
-0.047973743107898606
VEA.US Exposure
-0.012836508069773852
VWO.US Exposure
-0.009130636009419772
QQQ.US Exposure
-0.01880029960666393
VTV.US Exposure
-0.021753130283838476
IJR.US Exposure
-0.02677464778218598
QUAL.US Exposure
0.06557147118297471
SHV.US Exposure
0.31608716312383595
TLT.US Exposure
-0.057554416036060874
LQD.US Exposure
0.30170140291824854
HYG.US Exposure
-0.018769955073237678
GLD.US Exposure
0.0026533223573846397
USO.US Exposure
0.000413064587127682
VNQ.US Exposure
0.37505306297886043
BTC-USD.CC Exposure
0.009452569877627454
CPER.US Exposure
0.007660205037215175
VIX.INDX Exposure
0.004655519053940566
UUP.US Exposure
-0.010475809477841144
TIP.US Exposure
-0.012536999962034785
Idiosyncratic Exposure
0.15335836429173993
Value Score
36.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
67.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
31.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →34.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.61%
Market Cap$37.8B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$184
Avg Yield on Cost
1.84%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$184.171.84%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-5.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
22.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.96
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Crown Castle a high-risk investment?

Crown Castle (CCI.US) has an annualized volatility of 31.7% and experienced a maximum drawdown of 52.3% over the last 10 years. Its primary macro risk driver is VNQ.US.

What is the 10-year return of CCI.US?

Over the past 10 years, CCI.US has generated a Compound Annual Growth Rate (CAGR) of 3.7%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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