CII vs. UMI
CII (BlackRock Enhanced Large Cap Core Fund, Inc.) is a stock, while UMI (USCF Midstream Energy Income Fund ETF) is Energy Equities fund actively managed by USCF. Both are actively managed. Over the past 5 years, CII returned 12.85%/yr vs 22.50%/yr for UMI. Their 0.38 correlation means their historical movements had little consistent relationship. CII charges 0.93%/yr vs 0.85%/yr for UMI.
Performance
CII vs. UMI - Performance Comparison
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Returns By Period
In the year-to-date period, CII achieves a 7.56% return, which is significantly lower than UMI's 26.70% return.
CII
- 1D
- 0.79%
- 1M
- -5.53%
- 6M
- 7.51%
- YTD
- 7.56%
- 1Y
- 32.42%
- 3Y*
- 19.46%
- 5Y*
- 12.85%
- 10Y*
- 14.58%
- ALL TIME*
- 10.56%
UMI
- 1D
- 0.50%
- 1M
- 3.72%
- 6M
- 18.07%
- YTD
- 26.70%
- 1Y
- 28.25%
- 3Y*
- 26.23%
- 5Y*
- 22.50%
- 10Y*
- —
- ALL TIME*
- 14.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.66M | $2.21M | $1.88M | |
| $1.28M | $1.03M | $1.15M |
CII vs. UMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CII BlackRock Enhanced Large Cap Core Fund, Inc. | 7.56% | 37.78% | 12.70% | 18.47% | -13.21% | 34.26% | 8.11% | 30.46% | -8.60% | 3.62% |
UMI USCF Midstream Energy Income Fund ETF | 26.70% | 5.11% | 42.97% | 14.60% | 20.78% | 20.97% | -8.25% | 21.06% | -10.64% | 2.76% |
Correlation
The correlation between CII and UMI is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2017 | 0.38 |
The correlation between CII and UMI shifts across timeframes, from -0.14 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CII vs. UMI — Risk / Return Rank
CII
UMI
CII vs. UMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Enhanced Large Cap Core Fund, Inc. (CII) and USCF Midstream Energy Income Fund ETF (UMI). 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 | UMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.34 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | 3.79 | -1.14 |
| Martin ratioReturn relative to average drawdown | 8.75 | 9.51 | -0.76 |
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Drawdowns
CII vs. UMI - Drawdown Comparison
The maximum CII drawdown since its inception was -56.43%, which is greater than UMI's maximum drawdown of -48.08%. Use the drawdown chart below to compare losses from any high point for CII and UMI.
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Drawdown Indicators
| CII | UMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.43% | -48.08% | -8.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.67% | -7.50% | -4.17% |
Max Drawdown (3Y)Largest decline over 3 years | -21.05% | -17.08% | -3.97% |
Max Drawdown (5Y)Largest decline over 5 years | -22.32% | -20.05% | -2.27% |
Max Drawdown (10Y)Largest decline over 10 years | -40.56% | — | — |
Current DrawdownCurrent decline from peak | -7.30% | -2.00% | -5.30% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -6.53% | +0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 2.98% | +0.55% |
Volatility
CII vs. UMI - Volatility Comparison
BlackRock Enhanced Large Cap Core Fund, Inc. (CII) has a higher volatility of 5.68% compared to USCF Midstream Energy Income Fund ETF (UMI) at 5.19%. This indicates that CII's price experiences larger fluctuations and is considered to be riskier than UMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CII | UMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 5.19% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 13.61% | 11.67% | +1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.03% | 14.59% | +2.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.40% | 19.35% | -1.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 23.10% | -4.43% |
CII vs. UMI - Expense Ratio Comparison
CII has a 0.93% expense ratio, which is higher than UMI's 0.85% expense ratio.
Dividends
CII vs. UMI - Dividend Comparison
CII's dividend yield for the trailing twelve months is around 16.13%, more than UMI's 5.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CII BlackRock Enhanced Large Cap Core Fund, Inc. | 16.13% | 16.65% | 6.15% | 6.28% | 12.27% | 4.98% | 6.03% | 5.79% | 7.06% | 6.07% | 8.38% | 8.49% |
UMI USCF Midstream Energy Income Fund ETF | 5.80% | 6.23% | 4.39% | 4.67% | 4.36% | 3.00% | 2.18% | 2.47% | 2.48% | 0.15% | 0.00% | 0.00% |
Frequently Asked Questions
CII and UMI have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CII has higher volatility (5.68%) compared to UMI (5.19%). In terms of maximum drawdown, CII dropped -56.43% vs UMI's -48.08%.
UMI currently has the higher Sharpe Ratio (1.95 vs 1.82), 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.
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