AOMR vs. CII
AOMR (Angel Oak Mortgage, Inc.) is a stock, while CII (BlackRock Enhanced Large Cap Core Fund) is Derivative Income fund actively managed by BlackRock. Over the past 5 years, AOMR returned -1.29%/yr vs 14.77%/yr for CII. At a 0.28 correlation, their price movements are largely independent.
Performance
AOMR vs. CII - Performance Comparison
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Returns By Period
In the year-to-date period, AOMR achieves a 12.27% return, which is significantly lower than CII's 12.96% return.
AOMR
- 1D
- -0.88%
- 1M
- 8.99%
- YTD
- 12.27%
- 6M
- 11.88%
- 1Y
- 10.35%
- 3Y*
- 17.08%
- 5Y*
- -1.29%
- 10Y*
- —
CII
- 1D
- 2.00%
- 1M
- -1.77%
- YTD
- 12.96%
- 6M
- 14.33%
- 1Y
- 41.39%
- 3Y*
- 22.96%
- 5Y*
- 14.77%
- 10Y*
- 15.39%
AOMR vs. CII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AOMR Angel Oak Mortgage, Inc. | 12.27% | 6.20% | -1.89% | 159.86% | -67.27% | -10.21% |
CII BlackRock Enhanced Large Cap Core Fund | 12.96% | 37.78% | 12.70% | 18.47% | -13.21% | 10.51% |
Correlation
The correlation between AOMR and CII is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2021 | 0.28 |
The correlation between AOMR and CII shifts across timeframes, from 0.17 (1 year) to 0.28 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
AOMR vs. CII — Risk / Return Rank
AOMR
CII
AOMR vs. CII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Angel Oak Mortgage, Inc. (AOMR) 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.
| AOMR | CII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.20 | ||
| Sortino ratioReturn per unit of downside risk | -2.71 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.45 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 3.56 | -2.90 |
| Martin ratioReturn relative to average drawdown | 1.34 | 13.03 | -11.69 |
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Drawdowns
AOMR vs. CII - Drawdown Comparison
The maximum AOMR drawdown since its inception was -71.21%, which is greater than CII's maximum drawdown of -56.43%. Use the drawdown chart below to compare losses from any high point for AOMR and CII.
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Drawdown Indicators
| AOMR | CII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.21% | -56.43% | -14.78% |
Max Drawdown (1Y)Largest decline over 1 year | -15.57% | -11.67% | -3.90% |
Max Drawdown (3Y)Largest decline over 3 years | -37.21% | -21.05% | -16.16% |
Max Drawdown (5Y)Largest decline over 5 years | -71.21% | -22.32% | -48.89% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.56% | — |
Current DrawdownCurrent decline from peak | -11.37% | -1.77% | -9.60% |
Average DrawdownAverage peak-to-trough decline | -23.32% | -6.17% | -17.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.74% | 3.19% | +4.55% |
Volatility
AOMR vs. CII - Volatility Comparison
Angel Oak Mortgage, Inc. (AOMR) has a higher volatility of 8.71% compared to BlackRock Enhanced Large Cap Core Fund (CII) at 6.11%. This indicates that AOMR'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
| AOMR | CII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 6.11% | +2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 16.94% | 12.49% | +4.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.49% | 15.87% | +8.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.64% | 17.23% | +21.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.61% | 18.58% | +20.03% |
Dividends
AOMR vs. CII - Dividend Comparison
AOMR's dividend yield for the trailing twelve months is around 14.27%, less than CII's 15.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AOMR Angel Oak Mortgage, Inc. | 14.27% | 14.87% | 13.79% | 12.08% | 35.31% | 2.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CII BlackRock Enhanced Large Cap Core Fund | 15.28% | 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
AOMR and CII have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AOMR has higher volatility (8.71%) compared to CII (6.11%). In terms of maximum drawdown, AOMR dropped -71.21% vs CII's -56.43%.
CII currently has the higher Sharpe Ratio (2.63 vs 0.43), 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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