ADP vs. CII
ADP (Automatic Data Processing, Inc.) is a stock, while CII (BlackRock Enhanced Large Cap Core Fund) is Derivative Income fund actively managed by BlackRock. Over the past 10 years, ADP returned 12.78%/yr vs 14.87%/yr for CII. At a 0.46 correlation, their price movements are largely independent.
Performance
ADP vs. CII - Performance Comparison
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Returns By Period
In the year-to-date period, ADP achieves a 0.81% return, which is significantly lower than CII's 9.70% return. Over the past 10 years, ADP has underperformed CII with an annualized return of 12.78%, while CII has yielded a comparatively higher 14.87% annualized return.
ADP
- 1D
- -0.01%
- 1M
- 16.86%
- 6M
- -0.44%
- YTD
- 0.81%
- 1Y
- -13.07%
- 3Y*
- 4.84%
- 5Y*
- 6.86%
- 10Y*
- 12.78%
- ALL TIME*
- 14.07%
CII
- 1D
- 0.37%
- 1M
- 1.00%
- 6M
- 8.91%
- YTD
- 9.70%
- 1Y
- 37.11%
- 3Y*
- 21.19%
- 5Y*
- 13.61%
- 10Y*
- 14.87%
- ALL TIME*
- 10.67%
ADP vs. CII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADP Automatic Data Processing, Inc. | 0.81% | -10.18% | 28.41% | -0.25% | -1.29% | 42.60% | 5.86% | 32.71% | 14.25% | 16.54% |
CII BlackRock Enhanced Large Cap Core Fund | 9.70% | 37.78% | 12.70% | 18.47% | -13.21% | 34.26% | 8.11% | 30.46% | -8.60% | 27.73% |
Correlation
The correlation between ADP and CII is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since May 26, 2004 | 0.46 |
The correlation between ADP and CII shifts across timeframes, from -0.06 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ADP vs. CII — Risk / Return Rank
ADP
CII
ADP vs. CII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Automatic Data Processing, Inc. (ADP) and BlackRock Enhanced Large Cap Core Fund (CII). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ADP | CII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.75 | ||
| Sortino ratioReturn per unit of downside risk | -3.58 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.38 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 3.20 | -3.54 |
| Martin ratioReturn relative to average drawdown | -0.61 | 11.43 | -12.03 |
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Drawdowns
ADP vs. CII - Drawdown Comparison
The maximum ADP drawdown since its inception was -59.51%, which is greater than CII's maximum drawdown of -56.43%. Use the drawdown chart below to compare losses from any high point for ADP and CII.
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Drawdown Indicators
| ADP | CII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.51% | -56.43% | -3.08% |
Max Drawdown (1Y)Largest decline over 1 year | -38.07% | -11.67% | -26.40% |
Max Drawdown (3Y)Largest decline over 3 years | -40.78% | -21.05% | -19.73% |
Max Drawdown (5Y)Largest decline over 5 years | -40.78% | -22.32% | -18.46% |
Max Drawdown (10Y)Largest decline over 10 years | -40.78% | -40.56% | -0.22% |
Current DrawdownCurrent decline from peak | -19.33% | -5.45% | -13.88% |
Average DrawdownAverage peak-to-trough decline | -12.62% | -6.16% | -6.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.50% | 3.26% | +18.24% |
Volatility
ADP vs. CII - Volatility Comparison
Automatic Data Processing, Inc. (ADP) has a higher volatility of 9.64% compared to BlackRock Enhanced Large Cap Core Fund (CII) at 6.01%. This indicates that ADP's price experiences larger fluctuations and is considered to be riskier than CII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADP | CII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.64% | 6.01% | +3.63% |
Volatility (6M)Calculated over the trailing 6-month period | 22.23% | 13.33% | +8.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.78% | 16.65% | +9.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.47% | 17.35% | +5.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.63% | 18.64% | +5.99% |
Dividends
ADP vs. CII - Dividend Comparison
ADP's dividend yield for the trailing twelve months is around 2.60%, less than CII's 15.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADP Automatic Data Processing, Inc. | 2.60% | 2.46% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% |
CII BlackRock Enhanced Large Cap Core Fund | 15.82% | 16.65% | 6.15% | 6.28% | 12.27% | 4.98% | 6.03% | 5.79% | 7.06% | 6.07% | 8.38% | 8.49% |
Frequently Asked Questions
ADP and CII have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADP has higher volatility (9.64%) compared to CII (6.01%). In terms of maximum drawdown, ADP dropped -59.51% vs CII's -56.43%.
CII currently has the higher Sharpe Ratio (2.24 vs -0.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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