ECMPA.AS vs. CII

Last updated Jun 30, 2026

ECMPA.AS (Eurocommercial Properties N.V.) is a stock, while CII (BlackRock Enhanced Large Cap Core Fund) is Derivative Income fund actively managed by BlackRock. Over the past 10 years, ECMPA.AS returned 12.25%/yr vs 14.91%/yr for CII. At a 0.22 correlation, their price movements are largely independent.

Performance

ECMPA.AS vs. CII - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Eurocommercial Properties N.V. (ECMPA.AS) and BlackRock Enhanced Large Cap Core Fund (CII). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

ECMPA.AS is traded in EUR, while CII is traded in USD. To make them comparable, the CII values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with ECMPA.AS having a 13.62% return and CII slightly higher at 14.27%. Over the past 10 years, ECMPA.AS has underperformed CII with an annualized return of 12.25%, while CII has yielded a comparatively higher 14.91% annualized return.

ECMPA.AS

• 1D: -0.36%
• 1M: -1.21%
• YTD: 13.62%
• 6M: 13.62%
• 1Y: 11.69%
• 3Y*: 17.32%
• 5Y*: 14.11%
• 10Y*: 12.25%

CII

• 1D: 0.00%
• 1M: -1.41%
• YTD: 14.27%
• 6M: 15.91%
• 1Y: 42.64%
• 3Y*: 20.43%
• 5Y*: 15.25%
• 10Y*: 14.91%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ECMPA.AS vs. CII - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ECMPA.AS Eurocommercial Properties N.V.	13.62%	26.23%	7.72%	5.59%	30.38%	49.36%	-38.48%	1.04%	-19.88%	112.16%
CII BlackRock Enhanced Large Cap Core Fund	16.29%	21.43%	20.14%	14.92%	-7.83%	44.30%	-0.80%	33.41%	-4.31%	12.04%

Correlation

The correlation between ECMPA.AS and CII is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (10Y) Calculated over the trailing 10-year period	0.19
Correlation (All Time) Calculated using the full available price history since Sep 25, 2007	0.22

Return for Risk

ECMPA.AS vs. CII — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ECMPA.AS

ECMPA.AS Risk / Return Rank: 61
ECMPA.AS Sharpe Ratio Rank: 65
ECMPA.AS Sortino Ratio Rank: 58
ECMPA.AS Omega Ratio Rank: 57
ECMPA.AS Calmar Ratio Rank: 65
ECMPA.AS Martin Ratio Rank: 62

CII

CII Risk / Return Rank: 85
CII Sharpe Ratio Rank: 90
CII Sortino Ratio Rank: 83
CII Omega Ratio Rank: 81
CII Calmar Ratio Rank: 85
CII Martin Ratio Rank: 83

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ECMPA.AS vs. CII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eurocommercial Properties N.V. (ECMPA.AS) 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.

	ECMPA.AS	CII	Difference
Sharpe ratio: Return per unit of total volatility	0.66	2.65	-1.99
Sortino ratio: Return per unit of downside risk	1.05	3.38	-2.33
Omega ratio: Gain probability vs. loss probability	1.13	1.44	-0.31
Calmar ratio: Return relative to maximum drawdown	1.03	3.99	-2.96
Martin ratio: Return relative to average drawdown	1.82	13.12	-11.30

ECMPA.AS vs. CII - Sharpe Ratio Comparison

The current ECMPA.AS Sharpe Ratio is 0.66, which is lower than the CII Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of ECMPA.AS and CII, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ECMPA.AS vs. CII - Drawdown Comparison

The maximum ECMPA.AS drawdown since its inception was -76.02%, which is greater than CII's maximum drawdown of -49.60%. Use the drawdown chart below to compare losses from any high point for ECMPA.AS and CII.

Drawdown Indicators

	ECMPA.AS	CII	Difference
Max Drawdown Largest peak-to-trough decline	-76.02%	-49.60%	-26.42%
Max Drawdown (1Y) Largest decline over 1 year	-11.25%	-10.74%	-0.51%
Max Drawdown (3Y) Largest decline over 3 years	-15.26%	-26.35%	+11.09%
Max Drawdown (5Y) Largest decline over 5 years	-26.44%	-26.35%	-0.09%
Max Drawdown (10Y) Largest decline over 10 years	-76.02%	-41.14%	-34.88%
Current Drawdown Current decline from peak	-1.43%	-1.41%	-0.02%
Average Drawdown Average peak-to-trough decline	-26.11%	-6.94%	-19.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.38%	3.26%	+3.12%

Volatility

ECMPA.AS vs. CII - Volatility Comparison

Eurocommercial Properties N.V. (ECMPA.AS) and BlackRock Enhanced Large Cap Core Fund (CII) have volatilities of 4.91% and 4.96%, 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.

Volatility by Period

	ECMPA.AS	CII	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.91%	4.96%	-0.05%
Volatility (6M) Calculated over the trailing 6-month period	14.05%	11.90%	+2.15%
Volatility (1Y) Calculated over the trailing 1-year period	17.65%	16.21%	+1.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.90%	17.19%	+7.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.32%	19.04%	+26.28%

Dividends

ECMPA.AS vs. CII - Dividend Comparison

ECMPA.AS's dividend yield for the trailing twelve months is around 6.62%, less than CII's 15.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CII BlackRock Enhanced Large Cap Core Fund	15.28%	16.65%	6.15%	6.28%	12.27%	4.98%	6.03%	5.79%	7.06%	6.07%	8.38%	8.49%
ECMPA.AS Eurocommercial Properties N.V.	6.62%	6.91%	7.66%	7.21%	6.64%	2.66%	0.00%	9.85%	9.00%	6.53%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ECMPA.AS and CII in my portfolio?

ECMPA.AS and CII have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.