For being the one that actually succeeded in conquering the world and obtaining godlike powers. Say what you will about Kefka (and all of it's true), but when he sets himself an arbitrary goal of mass murder and attainment of unlimited power, he follows through with it.
Wait... Wasn't Caius plan to save Yeul? In wich case, you can't really say that he suceeded, given that she died. And again. And again. ANd again and again and... Dammit, Caius, you ahd one job, and you keep fucking it up!