CII vs. HD
CII (BlackRock Enhanced Large Cap Core Fund) is Derivative Income fund actively managed by BlackRock, while HD (The Home Depot, Inc.) is a stock. Over the past 10 years, CII returned 14.94%/yr vs 12.81%/yr for HD. At a 0.45 correlation, their price movements are largely independent.
Performance
CII vs. HD - Performance Comparison
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Returns By Period
In the year-to-date period, CII achieves a 7.72% return, which is significantly higher than HD's -3.21% return. Over the past 10 years, CII has outperformed HD with an annualized return of 14.94%, while HD has yielded a comparatively lower 12.81% annualized return.
CII
- 1D
- 0.58%
- 1M
- -1.09%
- YTD
- 7.72%
- 6M
- 10.66%
- 1Y
- 39.37%
- 3Y*
- 20.94%
- 5Y*
- 13.51%
- 10Y*
- 14.94%
HD
- 1D
- 0.73%
- 1M
- 11.21%
- YTD
- -3.21%
- 6M
- -7.39%
- 1Y
- -4.95%
- 3Y*
- 5.70%
- 5Y*
- 3.66%
- 10Y*
- 12.81%
CII vs. HD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CII BlackRock Enhanced Large Cap Core Fund | 7.72% | 37.78% | 12.70% | 18.47% | -13.21% | 34.26% | 8.11% | 30.46% | -8.60% | 27.73% |
HD The Home Depot, Inc. | -3.21% | -9.33% | 15.00% | 12.77% | -21.98% | 59.51% | 24.50% | 30.56% | -7.30% | 44.61% |
Correlation
The correlation between CII and HD 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 | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since May 26, 2004 | 0.45 |
Over the past year, the correlation between CII and HD has dropped to 0.22 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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Return for Risk
CII vs. HD — Risk / Return Rank
CII
HD
CII vs. HD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Enhanced Large Cap Core Fund (CII) and The Home Depot, Inc. (HD). 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.
| CII | HD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.83 | ||
| Sortino ratioReturn per unit of downside risk | +3.62 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 0.97 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | -0.25 | +3.58 |
| Martin ratioReturn relative to average drawdown | 12.71 | -0.50 | +13.21 |
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Drawdowns
CII vs. HD - Drawdown Comparison
The maximum CII drawdown since its inception was -56.43%, smaller than the maximum HD drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for CII and HD.
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Drawdown Indicators
| CII | HD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.43% | -70.46% | +14.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.67% | -28.81% | +17.14% |
Max Drawdown (3Y)Largest decline over 3 years | -21.05% | -28.84% | +7.79% |
Max Drawdown (5Y)Largest decline over 5 years | -22.32% | -34.73% | +12.41% |
Max Drawdown (10Y)Largest decline over 10 years | -40.56% | -37.99% | -2.57% |
Current DrawdownCurrent decline from peak | -6.33% | -20.86% | +14.53% |
Average DrawdownAverage peak-to-trough decline | -6.17% | -20.60% | +14.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 14.34% | -11.29% |
Volatility
CII vs. HD - Volatility Comparison
The current volatility for BlackRock Enhanced Large Cap Core Fund (CII) is 5.22%, while The Home Depot, Inc. (HD) has a volatility of 6.82%. This indicates that CII experiences smaller price fluctuations and is considered to be less risky than HD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CII | HD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 6.82% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 12.09% | 17.97% | -5.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.40% | 23.74% | -8.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 24.12% | -6.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.54% | 24.84% | -6.30% |
Dividends
CII vs. HD - Dividend Comparison
CII's dividend yield for the trailing twelve months is around 15.93%, more than HD's 2.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CII BlackRock Enhanced Large Cap Core Fund | 15.35% | 16.65% | 6.15% | 6.28% | 12.27% | 4.98% | 6.03% | 5.79% | 7.06% | 6.07% | 8.38% | 8.49% |
HD The Home Depot, Inc. | 2.82% | 2.67% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% |
Frequently Asked Questions
CII and HD 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.
HD has higher volatility (6.82%) compared to CII (5.22%). In terms of maximum drawdown, CII dropped -56.43% vs HD's -70.46%.
CII currently has the higher Sharpe Ratio (2.52 vs -0.30), 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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