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CII vs. UMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CII vs. UMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Enhanced Large Cap Core Fund, Inc. (CII) and USCF Midstream Energy Income Fund ETF (UMI). 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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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)202520242023202220212020201920182017
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

Compare historical risk-adjusted metric ranks over the past 12 months.

CII
CII Risk / Return Rank: 7676
Overall Rank
CII Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CII Sortino Ratio Rank: 7575
Sortino Ratio Rank
CII Omega Ratio Rank: 7272
Omega Ratio Rank
CII Calmar Ratio Rank: 8181
Calmar Ratio Rank
CII Martin Ratio Rank: 7474
Martin Ratio Rank

UMI
UMI Risk / Return Rank: 8383
Overall Rank
UMI Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
UMI Sortino Ratio Rank: 8383
Sortino Ratio Rank
UMI Omega Ratio Rank: 8181
Omega Ratio Rank
UMI Calmar Ratio Rank: 9090
Calmar Ratio Rank
UMI Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


CIIUMIDifference
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

CII vs. UMI - Sharpe Ratio Comparison

The current CII Sharpe Ratio is 1.82, which is comparable to the UMI Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of CII and UMI, 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. 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


CIIUMIDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.30%

-2.00%

-5.30%

Average Drawdown

Average peak-to-trough decline

-6.16%

-6.53%

+0.37%

Ulcer Index

Depth 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


CIIUMIDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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