CION vs. OEF
CION (CION Investment Corporation) is a stock, while OEF (iShares S&P 100 ETF) is Large Cap Blend Equities fund tracking the S&P 100 Index. Over the past 3 years, CION returned -0.54%/yr vs 22.18%/yr for OEF. At a 0.42 correlation, their price movements are largely independent.
Performance
CION vs. OEF - Performance Comparison
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Returns By Period
In the year-to-date period, CION achieves a -27.71% return, which is significantly lower than OEF's 5.26% return.
CION
- 1D
- -3.99%
- 1M
- -0.05%
- YTD
- -27.71%
- 6M
- -26.57%
- 1Y
- -20.16%
- 3Y*
- -0.54%
- 5Y*
- —
- 10Y*
- —
OEF
- 1D
- -0.32%
- 1M
- -3.01%
- YTD
- 5.26%
- 6M
- 4.08%
- 1Y
- 21.92%
- 3Y*
- 22.18%
- 5Y*
- 14.34%
- 10Y*
- 16.59%
CION vs. OEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CION CION Investment Corporation | -27.71% | -2.26% | 14.82% | 35.42% | -14.80% | 3.97% |
OEF iShares S&P 100 ETF | 5.26% | 19.80% | 30.74% | 32.71% | -21.03% | 11.60% |
Correlation
The correlation between CION and OEF is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Oct 5, 2021 | 0.42 |
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Return for Risk
CION vs. OEF — Risk / Return Rank
CION
OEF
CION vs. OEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CION Investment Corporation (CION) and iShares S&P 100 ETF (OEF). 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.
| CION | OEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.34 | ||
| Sortino ratioReturn per unit of downside risk | -3.10 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.30 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 1.99 | -2.60 |
| Martin ratioReturn relative to average drawdown | -1.24 | 8.01 | -9.24 |
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Drawdowns
CION vs. OEF - Drawdown Comparison
The maximum CION drawdown since its inception was -45.39%, smaller than the maximum OEF drawdown of -54.11%. Use the drawdown chart below to compare losses from any high point for CION and OEF.
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Drawdown Indicators
| CION | OEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.39% | -54.11% | +8.72% |
Max Drawdown (1Y)Largest decline over 1 year | -33.39% | -11.06% | -22.33% |
Max Drawdown (3Y)Largest decline over 3 years | -37.62% | -19.80% | -17.82% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.47% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.44% | — |
Current DrawdownCurrent decline from peak | -35.82% | -4.79% | -31.03% |
Average DrawdownAverage peak-to-trough decline | -15.28% | -11.74% | -3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.34% | 2.74% | +13.60% |
Volatility
CION vs. OEF - Volatility Comparison
CION Investment Corporation (CION) has a higher volatility of 12.94% compared to iShares S&P 100 ETF (OEF) at 5.26%. This indicates that CION's price experiences larger fluctuations and is considered to be riskier than OEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CION | OEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.94% | 5.26% | +7.68% |
Volatility (6M)Calculated over the trailing 6-month period | 24.88% | 10.54% | +14.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.20% | 13.40% | +15.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.01% | 17.81% | +12.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.01% | 18.47% | +11.54% |
Dividends
CION vs. OEF - Dividend Comparison
CION's dividend yield for the trailing twelve months is around 29.71%, more than OEF's 0.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CION CION Investment Corporation | 29.71% | 14.89% | 13.33% | 14.24% | 14.87% | 3.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OEF iShares S&P 100 ETF | 0.90% | 0.81% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% |
Frequently Asked Questions
CION and OEF have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CION has higher volatility (12.94%) compared to OEF (5.26%). In terms of maximum drawdown, CION dropped -45.39% vs OEF's -54.11%.
OEF currently has the higher Sharpe Ratio (1.65 vs -0.69), 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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