DUK vs. CII
DUK (Duke Energy Corporation) is a stock, while CII (BlackRock Enhanced Large Cap Core Fund) is Derivative Income fund actively managed by BlackRock. Over the past 10 years, DUK returned 8.17%/yr vs 14.87%/yr for CII. At a 0.22 correlation, their price movements are largely independent.
Performance
DUK vs. CII - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with DUK having a 9.53% return and CII slightly higher at 9.70%. Over the past 10 years, DUK has underperformed CII with an annualized return of 8.17%, while CII has yielded a comparatively higher 14.87% annualized return.
DUK
- 1D
- 0.67%
- 1M
- 1.61%
- 6M
- 7.69%
- YTD
- 9.53%
- 1Y
- 10.30%
- 3Y*
- 14.33%
- 5Y*
- 8.22%
- 10Y*
- 8.17%
- ALL TIME*
- 10.49%
CII
- 1D
- 0.37%
- 1M
- 1.00%
- 6M
- 8.91%
- YTD
- 9.70%
- 1Y
- 37.11%
- 3Y*
- 21.19%
- 5Y*
- 13.61%
- 10Y*
- 14.87%
- ALL TIME*
- 10.67%
DUK vs. CII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 9.53% | 12.72% | 15.56% | -1.63% | 2.03% | 19.11% | 4.77% | 10.29% | 7.41% | 12.96% |
CII BlackRock Enhanced Large Cap Core Fund | 9.70% | 37.78% | 12.70% | 18.47% | -13.21% | 34.26% | 8.11% | 30.46% | -8.60% | 27.73% |
Correlation
The correlation between DUK and CII is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since May 26, 2004 | 0.22 |
The correlation between DUK and CII shifts across timeframes, from -0.15 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DUK vs. CII — Risk / Return Rank
DUK
CII
DUK vs. CII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Duke Energy Corporation (DUK) 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.
| DUK | CII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.58 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.38 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 3.20 | -2.25 |
| Martin ratioReturn relative to average drawdown | 2.16 | 11.43 | -9.26 |
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Drawdowns
DUK vs. CII - Drawdown Comparison
The maximum DUK drawdown since its inception was -71.92%, which is greater than CII's maximum drawdown of -56.43%. Use the drawdown chart below to compare losses from any high point for DUK and CII.
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Drawdown Indicators
| DUK | CII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.92% | -56.43% | -15.49% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -11.67% | +0.79% |
Max Drawdown (3Y)Largest decline over 3 years | -11.59% | -21.05% | +9.46% |
Max Drawdown (5Y)Largest decline over 5 years | -24.16% | -22.32% | -1.84% |
Max Drawdown (10Y)Largest decline over 10 years | -37.37% | -40.56% | +3.19% |
Current DrawdownCurrent decline from peak | -4.62% | -5.45% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -10.84% | -6.16% | -4.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.77% | 3.26% | +1.51% |
Volatility
DUK vs. CII - Volatility Comparison
Duke Energy Corporation (DUK) and BlackRock Enhanced Large Cap Core Fund (CII) have volatilities of 6.19% and 6.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DUK | CII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 6.01% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 12.24% | 13.33% | -1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.65% | 16.65% | -1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.93% | 17.35% | +0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.45% | 18.64% | +1.81% |
Dividends
DUK vs. CII - Dividend Comparison
DUK's dividend yield for the trailing twelve months is around 3.66%, less than CII's 15.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CII BlackRock Enhanced Large Cap Core Fund | 15.82% | 16.65% | 6.15% | 6.28% | 12.27% | 4.98% | 6.03% | 5.79% | 7.06% | 6.07% | 8.38% | 8.49% |
DUK Duke Energy Corporation | 3.66% | 3.60% | 3.84% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% |
Frequently Asked Questions
DUK and CII have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DUK has higher volatility (6.19%) compared to CII (6.01%). In terms of maximum drawdown, DUK dropped -71.92% vs CII's -56.43%.
CII currently has the higher Sharpe Ratio (2.24 vs 0.66), 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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