CII vs. KR
CII (BlackRock Enhanced Large Cap Core Fund) is Derivative Income fund actively managed by BlackRock, while KR (The Kroger Co.) is a stock. Over the past 10 years, CII returned 14.67%/yr vs 7.71%/yr for KR. At a 0.21 correlation, their price movements are largely independent.
Performance
CII vs. KR - Performance Comparison
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Returns By Period
In the year-to-date period, CII achieves a 6.75% return, which is significantly higher than KR's 1.81% return. Over the past 10 years, CII has outperformed KR with an annualized return of 14.67%, while KR has yielded a comparatively lower 7.71% annualized return.
CII
- 1D
- -0.62%
- 1M
- -1.63%
- YTD
- 6.75%
- 6M
- 9.81%
- 1Y
- 38.45%
- 3Y*
- 20.93%
- 5Y*
- 13.50%
- 10Y*
- 14.67%
KR
- 1D
- -0.96%
- 1M
- -3.58%
- YTD
- 1.81%
- 6M
- 0.36%
- 1Y
- -2.84%
- 3Y*
- 13.36%
- 5Y*
- 12.84%
- 10Y*
- 7.71%
CII vs. KR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CII BlackRock Enhanced Large Cap Core Fund | 6.75% | 37.78% | 12.70% | 18.47% | -13.21% | 34.26% | 8.11% | 30.46% | -8.60% | 27.73% |
KR The Kroger Co. | 1.81% | 4.25% | 36.91% | 4.99% | 0.44% | 45.41% | 11.90% | 7.90% | 2.08% | -18.97% |
Correlation
The correlation between CII and KR is -0.28, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since May 27, 2004 | 0.21 |
The correlation between CII and KR shifts across timeframes, from -0.28 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CII vs. KR — Risk / Return Rank
CII
KR
CII vs. KR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Enhanced Large Cap Core Fund (CII) and The Kroger Co. (KR). 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.
| CII | KR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.61 | ||
| Sortino ratioReturn per unit of downside risk | +3.27 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.01 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 3.31 | -0.15 | +3.46 |
| Martin ratioReturn relative to average drawdown | 13.18 | -0.29 | +13.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CII | KR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.51 | -0.10 | +2.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.48 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.27 | +0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.36 | +0.17 |
Drawdowns
CII vs. KR - Drawdown Comparison
The maximum CII drawdown since its inception was -56.43%, smaller than the maximum KR drawdown of -66.81%. Use the drawdown chart below to compare losses from any high point for CII and KR.
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Drawdown Indicators
| CII | KR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.43% | -66.81% | +10.38% |
Max Drawdown (1Y)Largest decline over 1 year | -11.67% | -19.44% | +7.77% |
Max Drawdown (3Y)Largest decline over 3 years | -21.05% | -19.44% | -1.61% |
Max Drawdown (5Y)Largest decline over 5 years | -22.32% | -31.07% | +8.75% |
Max Drawdown (10Y)Largest decline over 10 years | -40.56% | -46.25% | +5.69% |
Current DrawdownCurrent decline from peak | -7.17% | -16.28% | +9.11% |
Average DrawdownAverage peak-to-trough decline | -6.17% | -22.44% | +16.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 9.96% | -7.03% |
Volatility
CII vs. KR - Volatility Comparison
The current volatility for BlackRock Enhanced Large Cap Core Fund (CII) is 5.46%, while The Kroger Co. (KR) has a volatility of 9.14%. This indicates that CII experiences smaller price fluctuations and is considered to be less risky than KR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CII | KR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 9.14% | -3.68% |
Volatility (6M)Calculated over the trailing 6-month period | 12.09% | 20.12% | -8.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.42% | 27.52% | -12.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.17% | 26.86% | -9.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.55% | 28.95% | -10.40% |
Dividends
CII vs. KR - Dividend Comparison
CII's dividend yield for the trailing twelve months is around 16.07%, more than KR's 2.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CII BlackRock Enhanced Large Cap Core Fund | 16.07% | 16.65% | 6.15% | 6.28% | 12.27% | 4.98% | 6.03% | 5.79% | 7.06% | 6.07% | 8.38% | 8.49% |
KR The Kroger Co. | 2.22% | 2.14% | 2.00% | 2.41% | 2.11% | 1.72% | 2.14% | 2.07% | 1.93% | 1.79% | 1.30% | 0.94% |
Frequently Asked Questions
CII and KR have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KR has higher volatility (9.14%) compared to CII (5.46%). In terms of maximum drawdown, CII dropped -56.43% vs KR's -66.81%.
CII currently has the higher Sharpe Ratio (2.51 vs -0.10), 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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