CII vs. SHEL
CII (BlackRock Enhanced Large Cap Core Fund) is Derivative Income fund actively managed by BlackRock, while SHEL (Shell plc) is a stock. Over the past 10 years, CII returned 14.94%/yr vs 10.35%/yr for SHEL. At a 0.38 correlation, their price movements are largely independent.
Performance
CII vs. SHEL - Performance Comparison
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Returns By Period
In the year-to-date period, CII achieves a 7.72% return, which is significantly lower than SHEL's 18.73% return. Over the past 10 years, CII has outperformed SHEL with an annualized return of 14.94%, while SHEL has yielded a comparatively lower 10.35% 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%
SHEL
- 1D
- -0.22%
- 1M
- 1.26%
- YTD
- 18.73%
- 6M
- 20.62%
- 1Y
- 22.62%
- 3Y*
- 18.27%
- 5Y*
- 22.23%
- 10Y*
- 10.35%
CII vs. SHEL - 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% |
SHEL Shell plc | 18.73% | 22.16% | -0.87% | 20.19% | 36.18% | 34.27% | -41.08% | 6.38% | -7.23% | 21.67% |
Correlation
The correlation between CII and SHEL is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jul 21, 2005 | 0.38 |
The correlation between CII and SHEL shifts across timeframes, from -0.02 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CII vs. SHEL — Risk / Return Rank
CII
SHEL
CII vs. SHEL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Enhanced Large Cap Core Fund (CII) and Shell plc (SHEL). 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 | SHEL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.35 | ||
| Sortino ratioReturn per unit of downside risk | +1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.21 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 2.28 | +1.06 |
| Martin ratioReturn relative to average drawdown | 12.71 | 6.17 | +6.55 |
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Drawdowns
CII vs. SHEL - Drawdown Comparison
The maximum CII drawdown since its inception was -56.43%, smaller than the maximum SHEL drawdown of -71.57%. Use the drawdown chart below to compare losses from any high point for CII and SHEL.
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Drawdown Indicators
| CII | SHEL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.43% | -71.57% | +15.14% |
Max Drawdown (1Y)Largest decline over 1 year | -11.67% | -10.81% | -0.86% |
Max Drawdown (3Y)Largest decline over 3 years | -21.05% | -18.47% | -2.58% |
Max Drawdown (5Y)Largest decline over 5 years | -22.32% | -25.04% | +2.72% |
Max Drawdown (10Y)Largest decline over 10 years | -40.56% | -71.57% | +31.01% |
Current DrawdownCurrent decline from peak | -6.33% | -8.19% | +1.86% |
Average DrawdownAverage peak-to-trough decline | -6.17% | -16.73% | +10.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 3.99% | -0.94% |
Volatility
CII vs. SHEL - Volatility Comparison
The current volatility for BlackRock Enhanced Large Cap Core Fund (CII) is 5.22%, while Shell plc (SHEL) has a volatility of 5.99%. This indicates that CII experiences smaller price fluctuations and is considered to be less risky than SHEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CII | SHEL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 5.99% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 12.09% | 17.43% | -5.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.40% | 20.98% | -5.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 25.21% | -8.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.54% | 30.83% | -12.29% |
Dividends
CII vs. SHEL - Dividend Comparison
CII's dividend yield for the trailing twelve months is around 15.93%, more than SHEL's 3.45% 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% |
SHEL Shell plc | 3.45% | 3.90% | 4.39% | 3.76% | 3.48% | 3.78% | 5.69% | 6.27% | 6.27% | 2.75% | 6.49% | 8.17% |
Frequently Asked Questions
CII and SHEL have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHEL has higher volatility (5.99%) compared to CII (5.22%). In terms of maximum drawdown, CII dropped -56.43% vs SHEL's -71.57%.
CII currently has the higher Sharpe Ratio (2.52 vs 1.17), 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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