CL vs. CII
CL (Colgate-Palmolive Company) is a stock, while CII (BlackRock Enhanced Large Cap Core Fund) is Derivative Income fund actively managed by BlackRock. Over the past 10 years, CL returned 4.62%/yr vs 14.94%/yr for CII. At a 0.28 correlation, their price movements are largely independent.
Performance
CL vs. CII - Performance Comparison
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Returns By Period
In the year-to-date period, CL achieves a 14.60% return, which is significantly higher than CII's 7.72% return. Over the past 10 years, CL has underperformed CII with an annualized return of 4.62%, while CII has yielded a comparatively higher 14.94% annualized return.
CL
- 1D
- 0.07%
- 1M
- 0.69%
- YTD
- 14.60%
- 6M
- 15.59%
- 1Y
- 1.61%
- 3Y*
- 8.47%
- 5Y*
- 3.79%
- 10Y*
- 4.62%
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%
CL vs. CII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CL Colgate-Palmolive Company | 14.60% | -10.98% | 16.57% | 3.78% | -5.44% | 2.08% | 27.17% | 18.60% | -19.19% | 17.88% |
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% |
Correlation
The correlation between CL and CII 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 | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since May 26, 2004 | 0.28 |
The correlation between CL and CII shifts across timeframes, from -0.02 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CL vs. CII — Risk / Return Rank
CL
CII
CL vs. CII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Colgate-Palmolive Company (CL) and BlackRock Enhanced Large Cap Core Fund (CII). 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.
| CL | CII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.60 | ||
| Sortino ratioReturn per unit of downside risk | -3.28 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.43 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | 3.33 | -3.42 |
| Martin ratioReturn relative to average drawdown | -0.14 | 12.71 | -12.85 |
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Drawdowns
CL vs. CII - Drawdown Comparison
The maximum CL drawdown since its inception was -58.91%, roughly equal to the maximum CII drawdown of -56.43%. Use the drawdown chart below to compare losses from any high point for CL and CII.
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Drawdown Indicators
| CL | CII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.91% | -56.43% | -2.48% |
Max Drawdown (1Y)Largest decline over 1 year | -18.64% | -11.67% | -6.97% |
Max Drawdown (3Y)Largest decline over 3 years | -29.05% | -21.05% | -8.00% |
Max Drawdown (5Y)Largest decline over 5 years | -29.05% | -22.32% | -6.73% |
Max Drawdown (10Y)Largest decline over 10 years | -29.05% | -40.56% | +11.51% |
Current DrawdownCurrent decline from peak | -14.31% | -6.33% | -7.98% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -6.17% | -5.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.35% | 3.05% | +8.30% |
Volatility
CL vs. CII - Volatility Comparison
Colgate-Palmolive Company (CL) has a higher volatility of 8.32% compared to BlackRock Enhanced Large Cap Core Fund (CII) at 5.22%. This indicates that CL's price experiences larger fluctuations and is considered to be riskier than CII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CL | CII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.32% | 5.22% | +3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 17.28% | 12.09% | +5.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.83% | 15.40% | +6.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.81% | 17.16% | +1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.75% | 18.54% | +1.21% |
Dividends
CL vs. CII - Dividend Comparison
CL's dividend yield for the trailing twelve months is around 2.34%, less than CII's 15.93% 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% |
CL Colgate-Palmolive Company | 2.34% | 2.61% | 2.18% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% |
Frequently Asked Questions
CL and CII 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.
CL has higher volatility (8.32%) compared to CII (5.22%). In terms of maximum drawdown, CL dropped -58.91% vs CII's -56.43%.
CII currently has the higher Sharpe Ratio (2.52 vs -0.07), 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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