Complete list of every Yankees captain before Aaron Judge
The Teens (Before The House That You-Know-Who Built): Hal Chase (1910-1912), Frank Chance (1913), Roger Peckinpaugh (1914-1922)
Before the Yankees were the YANKEES and were still struggling to establish themselves in a league dominated by the Cubs and Red Sox (read that back), they still employed a number of future Hall of Famers.
Ace pitcher "Happy" Jack Chesbro won a remarkable 41 games in 1904 after coming over from the Pirates. Keeler, the ultimate singles hitter, defected from Brooklyn and played for the Highlanders from 1903-1909. And then there was Frank Chance, he of the Tinker-to-Evers Infield, who player-managed the Yankees in 1913 and 1914, but only played ... 12 games and made 33 plate appearances during his season as "captain." What?
Hal Chase didn't exactly drape himself in "captainly" qualities during his Yankees career, and was known mainly as a gambler who was famed for throwing games and was eventually banned from baseball in the wake of the Black Sox scandal (he was acquitted in that scandal, but the stink was too strong).
Peckinpaugh? He was one of the team's first great stars, dominating on defense at shortstop and somehow surviving from the start of Jacob Ruppert's purchase of the team in 1915 to '21 World Series, one of just three rostered players to make it that far. Peckinpaugh set a league record for most assists in a game by a shortstop that season (9), and eventually became the youngest manager in MLB history when he took over Cleveland in 1928.