CII vs. MO
CII (BlackRock Enhanced Large Cap Core Fund) is Derivative Income fund actively managed by BlackRock, while MO (Altria Group, Inc.) is a stock. Over the past 10 years, CII returned 14.94%/yr vs 7.93%/yr for MO. At a 0.27 correlation, their price movements are largely independent.
Performance
CII vs. MO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CII achieves a 7.72% return, which is significantly lower than MO's 26.86% return. Over the past 10 years, CII has outperformed MO with an annualized return of 14.94%, while MO has yielded a comparatively lower 7.93% annualized return.
CII
- 1D
- 0.58%
- 1M
- -1.81%
- YTD
- 7.72%
- 6M
- 10.66%
- 1Y
- 38.70%
- 3Y*
- 20.94%
- 5Y*
- 13.51%
- 10Y*
- 14.94%
MO
- 1D
- 0.74%
- 1M
- 0.56%
- YTD
- 26.86%
- 6M
- 26.78%
- 1Y
- 28.51%
- 3Y*
- 25.73%
- 5Y*
- 16.36%
- 10Y*
- 7.93%
CII vs. MO - 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% |
MO Altria Group, Inc. | 26.86% | 18.17% | 40.76% | -3.70% | 4.37% | 24.18% | -10.21% | 7.87% | -27.14% | 9.45% |
Correlation
The correlation between CII and MO is -0.21, 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 | -0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since May 26, 2004 | 0.27 |
The correlation between CII and MO shifts across timeframes, from -0.21 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CII vs. MO — Risk / Return Rank
CII
MO
CII vs. MO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Enhanced Large Cap Core Fund (CII) and Altria Group, Inc. (MO). 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 | MO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.26 | ||
| Sortino ratioReturn per unit of downside risk | +1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.24 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 1.75 | +1.59 |
| Martin ratioReturn relative to average drawdown | 12.71 | 4.39 | +8.32 |
Loading charts...
Drawdowns
CII vs. MO - Drawdown Comparison
The maximum CII drawdown since its inception was -56.43%, smaller than the maximum MO drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for CII and MO.
Loading charts...
Drawdown Indicators
| CII | MO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.43% | -65.43% | +9.00% |
Max Drawdown (1Y)Largest decline over 1 year | -11.67% | -16.40% | +4.73% |
Max Drawdown (3Y)Largest decline over 3 years | -21.05% | -16.40% | -4.65% |
Max Drawdown (5Y)Largest decline over 5 years | -22.32% | -25.83% | +3.51% |
Max Drawdown (10Y)Largest decline over 10 years | -40.56% | -53.69% | +13.13% |
Current DrawdownCurrent decline from peak | -6.33% | -3.50% | -2.83% |
Average DrawdownAverage peak-to-trough decline | -6.17% | -11.92% | +5.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 6.50% | -3.45% |
Volatility
CII vs. MO - Volatility Comparison
The current volatility for BlackRock Enhanced Large Cap Core Fund (CII) is 5.22%, while Altria Group, Inc. (MO) has a volatility of 6.71%. This indicates that CII experiences smaller price fluctuations and is considered to be less risky than MO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CII | MO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 6.71% | -1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 12.09% | 17.60% | -5.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.40% | 22.59% | -7.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 20.68% | -3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.54% | 22.97% | -4.43% |
Dividends
CII vs. MO - Dividend Comparison
CII's dividend yield for the trailing twelve months is around 15.93%, more than MO's 5.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CII BlackRock Enhanced Large Cap Core Fund | 15.93% | 16.65% | 6.15% | 6.28% | 12.27% | 4.98% | 6.03% | 5.79% | 7.06% | 6.07% | 8.38% | 8.49% |
MO Altria Group, Inc. | 5.84% | 7.21% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% |
Frequently Asked Questions
CII and MO have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MO has higher volatility (6.71%) compared to CII (5.22%). In terms of maximum drawdown, CII dropped -56.43% vs MO's -65.43%.
CII currently has the higher Sharpe Ratio (2.52 vs 1.27), 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.
Find the right allocation for CII and MO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer