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CII vs. BGR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CII vs. BGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Enhanced Large Cap Core Fund (CII) and BlackRock Energy and Resources Trust (BGR). The values are adjusted to include any dividend payments, if applicable.

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CII vs. BGR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CII
BlackRock Enhanced Large Cap Core Fund
-8.35%37.78%12.70%18.47%-13.21%34.26%8.11%30.46%-8.60%27.73%
BGR
BlackRock Energy and Resources Trust
30.31%17.34%8.07%5.73%38.90%40.25%-34.78%23.32%-21.21%5.18%

Returns By Period

In the year-to-date period, CII achieves a -8.35% return, which is significantly lower than BGR's 30.31% return. Over the past 10 years, CII has outperformed BGR with an annualized return of 13.13%, while BGR has yielded a comparatively lower 10.42% annualized return.


CII

1D
2.24%
1M
-6.83%
YTD
-8.35%
6M
3.68%
1Y
34.51%
3Y*
16.55%
5Y*
11.62%
10Y*
13.13%

BGR

1D
-0.23%
1M
10.56%
YTD
30.31%
6M
32.87%
1Y
38.88%
3Y*
21.06%
5Y*
21.67%
10Y*
10.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CII vs. BGR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CII
CII Risk / Return Rank: 8989
Overall Rank
CII Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CII Sortino Ratio Rank: 8888
Sortino Ratio Rank
CII Omega Ratio Rank: 8686
Omega Ratio Rank
CII Calmar Ratio Rank: 9393
Calmar Ratio Rank
CII Martin Ratio Rank: 9292
Martin Ratio Rank

BGR
BGR Risk / Return Rank: 8585
Overall Rank
BGR Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BGR Sortino Ratio Rank: 8282
Sortino Ratio Rank
BGR Omega Ratio Rank: 8989
Omega Ratio Rank
BGR Calmar Ratio Rank: 8080
Calmar Ratio Rank
BGR Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CII vs. BGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Enhanced Large Cap Core Fund (CII) and BlackRock Energy and Resources Trust (BGR). 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.


CIIBGRDifference

Sharpe ratio

Return per unit of total volatility

1.73

1.80

-0.07

Sortino ratio

Return per unit of downside risk

2.41

2.17

+0.24

Omega ratio

Gain probability vs. loss probability

1.36

1.37

-0.01

Calmar ratio

Return relative to maximum drawdown

2.92

2.27

+0.65

Martin ratio

Return relative to average drawdown

10.81

9.15

+1.66

CII vs. BGR - Sharpe Ratio Comparison

The current CII Sharpe Ratio is 1.73, which is comparable to the BGR Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of CII and BGR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CIIBGRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

1.80

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.96

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.39

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.22

+0.27

Correlation

The correlation between CII and BGR is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CII vs. BGR - Dividend Comparison

CII's dividend yield for the trailing twelve months is around 18.51%, more than BGR's 6.75% yield.


TTM20252024202320222021202020192018201720162015
CII
BlackRock Enhanced Large Cap Core Fund
18.51%16.65%6.15%6.28%12.27%4.98%6.03%5.79%7.06%6.07%8.38%8.49%
BGR
BlackRock Energy and Resources Trust
6.75%8.62%6.66%6.22%4.62%4.75%9.26%7.84%8.91%6.57%6.90%11.93%

Drawdowns

CII vs. BGR - Drawdown Comparison

The maximum CII drawdown since its inception was -56.43%, smaller than the maximum BGR drawdown of -72.74%. Use the drawdown chart below to compare losses from any high point for CII and BGR.


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Drawdown Indicators


CIIBGRDifference

Max Drawdown

Largest peak-to-trough decline

-56.43%

-72.74%

+16.31%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

-17.31%

+5.55%

Max Drawdown (5Y)

Largest decline over 5 years

-22.32%

-24.81%

+2.49%

Max Drawdown (10Y)

Largest decline over 10 years

-40.56%

-66.16%

+25.60%

Current Drawdown

Current decline from peak

-9.51%

-0.46%

-9.05%

Average Drawdown

Average peak-to-trough decline

-6.21%

-20.36%

+14.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

4.29%

-1.11%

Volatility

CII vs. BGR - Volatility Comparison

BlackRock Enhanced Large Cap Core Fund (CII) has a higher volatility of 7.33% compared to BlackRock Energy and Resources Trust (BGR) at 5.86%. This indicates that CII's price experiences larger fluctuations and is considered to be riskier than BGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIIBGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.33%

5.86%

+1.47%

Volatility (6M)

Calculated over the trailing 6-month period

12.67%

14.46%

-1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

20.00%

21.68%

-1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

22.66%

-5.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.45%

26.79%

-8.34%