CCI vs SBAC: returns, Sharpe ratio and drawdown

Over the past year, SBAC returned -9.32% against -28.70% for CCI. Over five years, SBAC averaged -12.29% a year, compared with -16.46% for CCI. SBAC had the higher Sharpe ratio over the past year (-0.25 vs -1.14), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -29.38% for SBAC and -33.12% for CCI.