BX vs. CII
BX (Blackstone 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, BX returned 22.04%/yr vs 15.39%/yr for CII. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
BX vs. CII - Performance Comparison
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Returns By Period
In the year-to-date period, BX achieves a -23.91% return, which is significantly lower than CII's 12.96% return. Over the past 10 years, BX has outperformed CII with an annualized return of 22.04%, while CII has yielded a comparatively lower 15.39% annualized return.
BX
- 1D
- -0.45%
- 1M
- -1.79%
- YTD
- -23.91%
- 6M
- -24.39%
- 1Y
- -21.21%
- 3Y*
- 10.68%
- 5Y*
- 7.00%
- 10Y*
- 22.04%
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%
BX vs. CII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BX Blackstone Inc. | -23.91% | -7.84% | 35.07% | 82.75% | -40.01% | 107.11% | 19.78% | 96.33% | 0.10% | 27.34% |
CII BlackRock Enhanced Large Cap Core Fund | 12.96% | 37.78% | 12.70% | 18.47% | -13.21% | 34.26% | 8.11% | 30.46% | -8.60% | 27.73% |
Correlation
The correlation between BX and CII is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2007 | 0.51 |
Over the past year, the correlation between BX and CII has dropped to 0.22 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.
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Return for Risk
BX vs. CII — Risk / Return Rank
BX
CII
BX vs. CII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackstone Inc. (BX) 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.
| BX | CII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.23 | ||
| Sortino ratioReturn per unit of downside risk | -4.13 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.45 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 3.56 | -4.04 |
| Martin ratioReturn relative to average drawdown | -0.84 | 13.03 | -13.87 |
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Drawdowns
BX vs. CII - Drawdown Comparison
The maximum BX drawdown since its inception was -88.09%, which is greater than CII's maximum drawdown of -56.43%. Use the drawdown chart below to compare losses from any high point for BX and CII.
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Drawdown Indicators
| BX | CII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.09% | -56.43% | -31.66% |
Max Drawdown (1Y)Largest decline over 1 year | -44.76% | -11.67% | -33.09% |
Max Drawdown (3Y)Largest decline over 3 years | -46.50% | -21.05% | -25.45% |
Max Drawdown (5Y)Largest decline over 5 years | -49.29% | -22.32% | -26.97% |
Max Drawdown (10Y)Largest decline over 10 years | -49.29% | -40.56% | -8.73% |
Current DrawdownCurrent decline from peak | -39.25% | -1.77% | -37.48% |
Average DrawdownAverage peak-to-trough decline | -26.41% | -6.17% | -20.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.16% | 3.19% | +21.97% |
Volatility
BX vs. CII - Volatility Comparison
Blackstone Inc. (BX) has a higher volatility of 13.69% compared to BlackRock Enhanced Large Cap Core Fund (CII) at 6.11%. This indicates that BX'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
| BX | CII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.69% | 6.11% | +7.58% |
Volatility (6M)Calculated over the trailing 6-month period | 29.22% | 12.49% | +16.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.19% | 15.87% | +19.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.55% | 17.23% | +22.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.76% | 18.58% | +17.18% |
Dividends
BX vs. CII - Dividend Comparison
BX's dividend yield for the trailing twelve months is around 4.33%, less than CII's 15.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BX Blackstone Inc. | 4.33% | 3.04% | 2.00% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 6.14% | 11.76% |
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
BX and CII have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BX has higher volatility (13.69%) compared to CII (6.11%). In terms of maximum drawdown, BX dropped -88.09% vs CII's -56.43%.
CII currently has the higher Sharpe Ratio (2.63 vs -0.61), 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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