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CII vs. OTF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CII vs. OTF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Enhanced Large Cap Core Fund (CII) and Blue Owl Technology Finance Corp (OTF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CII achieves a 9.70% return, which is significantly higher than OTF's -25.11% return.


CII

1D
0.37%
1M
1.00%
6M
8.91%
YTD
9.70%
1Y
37.11%
3Y*
21.19%
5Y*
13.61%
10Y*
14.87%
ALL TIME*
10.67%

OTF

1D
0.50%
1M
-1.10%
6M
-23.05%
YTD
-25.11%
1Y
-26.31%
3Y*
5Y*
10Y*
ALL TIME*
-28.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CII vs. OTF - Yearly Performance Comparison


Correlation

The correlation between CII and OTF is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2025

0.13

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Return for Risk

CII vs. OTF — Risk / Return Rank

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

CII
CII Risk / Return Rank: 8080
Overall Rank
CII Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
CII Sortino Ratio Rank: 7878
Sortino Ratio Rank
CII Omega Ratio Rank: 7676
Omega Ratio Rank
CII Calmar Ratio Rank: 8484
Calmar Ratio Rank
CII Martin Ratio Rank: 8080
Martin Ratio Rank

OTF
OTF Risk / Return Rank: 99
Overall Rank
OTF Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
OTF Sortino Ratio Rank: 1212
Sortino Ratio Rank
OTF Omega Ratio Rank: 1414
Omega Ratio Rank
OTF Calmar Ratio Rank: 55
Calmar Ratio Rank
OTF Martin Ratio Rank: 33
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. OTF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Enhanced Large Cap Core Fund (CII) and Blue Owl Technology Finance Corp (OTF). 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.


CIIOTFDifference
Sharpe ratioReturn per unit of total volatility

+3.06

Sortino ratioReturn per unit of downside risk

+4.04

Omega ratioGain probability vs. loss probability

1.38

0.88

+0.51

Calmar ratioReturn relative to maximum drawdown

3.20

-0.94

+4.14

Martin ratioReturn relative to average drawdown

11.43

-1.75

+13.17

CII vs. OTF - Sharpe Ratio Comparison

The current CII Sharpe Ratio is 2.24, which is higher than the OTF Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of CII and OTF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CII vs. OTF - Drawdown Comparison

The maximum CII drawdown since its inception was -56.43%, which is greater than OTF's maximum drawdown of -33.06%. Use the drawdown chart below to compare losses from any high point for CII and OTF.


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Drawdown Indicators


CIIOTFDifference

Max Drawdown

Largest peak-to-trough decline

-56.43%

-33.06%

-23.37%

Max Drawdown (1Y)

Largest decline over 1 year

-11.67%

-27.99%

+16.32%

Max Drawdown (3Y)

Largest decline over 3 years

-21.05%

Max Drawdown (5Y)

Largest decline over 5 years

-22.32%

Max Drawdown (10Y)

Largest decline over 10 years

-40.56%

Current Drawdown

Current decline from peak

-5.45%

-31.28%

+25.83%

Average Drawdown

Average peak-to-trough decline

-6.16%

-17.86%

+11.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

15.31%

-12.05%

Volatility

CII vs. OTF - Volatility Comparison

The current volatility for BlackRock Enhanced Large Cap Core Fund (CII) is 6.01%, while Blue Owl Technology Finance Corp (OTF) has a volatility of 6.99%. This indicates that CII experiences smaller price fluctuations and is considered to be less risky than OTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIIOTFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

6.99%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

13.33%

26.27%

-12.94%

Volatility (1Y)

Calculated over the trailing 1-year period

16.65%

32.37%

-15.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.35%

31.50%

-14.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.64%

31.50%

-12.86%

Dividends

CII vs. OTF - Dividend Comparison

CII's dividend yield for the trailing twelve months is around 15.82%, which matches OTF's 15.76% yield.


PositionTTM20252024202320222021202020192018201720162015
CII
BlackRock Enhanced Large Cap Core Fund
15.82%16.65%6.15%6.28%12.27%4.98%6.03%5.79%7.06%6.07%8.38%8.49%
OTF
Blue Owl Technology Finance Corp
15.76%7.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CII and OTF have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OTF has higher volatility (6.99%) compared to CII (6.01%). In terms of maximum drawdown, CII dropped -56.43% vs OTF's -33.06%.

CII currently has the higher Sharpe Ratio (2.24 vs -0.82), 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.

Portfolio Optimizer

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