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GLW vs. CII
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLW vs. CII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corning Incorporated (GLW) and BlackRock Enhanced Large Cap Core Fund (CII). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLW achieves a 105.36% return, which is significantly higher than CII's 7.72% return. Over the past 10 years, GLW has outperformed CII with an annualized return of 27.57%, while CII has yielded a comparatively lower 14.94% annualized return.


GLW

1D
1.50%
1M
-6.43%
YTD
105.36%
6M
103.59%
1Y
265.24%
3Y*
79.90%
5Y*
36.42%
10Y*
27.57%

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

GLW vs. CII - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLW
Corning Incorporated
105.36%87.76%60.64%-1.23%-11.56%5.92%27.57%-1.02%-3.28%34.63%
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 GLW and CII is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (10Y)
Calculated over the trailing 10-year period

0.55

Correlation (All Time)
Calculated using the full available price history since May 26, 2004

0.47

The correlation between GLW and CII shifts across timeframes, from 0.38 (1 year) to 0.55 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

GLW vs. CII — Risk / Return Rank

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

GLW
GLW Risk / Return Rank: 9898
Overall Rank
GLW Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
GLW Sortino Ratio Rank: 9696
Sortino Ratio Rank
GLW Omega Ratio Rank: 9696
Omega Ratio Rank
GLW Calmar Ratio Rank: 9898
Calmar Ratio Rank
GLW Martin Ratio Rank: 9999
Martin Ratio Rank

CII
CII Risk / Return Rank: 8484
Overall Rank
CII Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CII Sortino Ratio Rank: 8383
Sortino Ratio Rank
CII Omega Ratio Rank: 8080
Omega Ratio Rank
CII Calmar Ratio Rank: 8484
Calmar Ratio Rank
CII Martin Ratio Rank: 8484
Martin Ratio Rank
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.

GLW vs. CII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corning Incorporated (GLW) 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.


GLWCIIDifference
Sharpe ratioReturn per unit of total volatility

+2.06

Sortino ratioReturn per unit of downside risk

+0.91

Omega ratioGain probability vs. loss probability

1.60

1.43

+0.17

Calmar ratioReturn relative to maximum drawdown

11.23

3.33

+7.89

Martin ratioReturn relative to average drawdown

35.65

12.71

+22.94

GLW vs. CII - Sharpe Ratio Comparison

The current GLW Sharpe Ratio is 4.59, which is higher than the CII Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of GLW 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.


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Drawdowns

GLW vs. CII - Drawdown Comparison

The maximum GLW drawdown since its inception was -99.02%, which is greater than CII's maximum drawdown of -56.43%. Use the drawdown chart below to compare losses from any high point for GLW and CII.


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Drawdown Indicators


GLWCIIDifference

Max Drawdown

Largest peak-to-trough decline

-99.02%

-56.43%

-42.59%

Max Drawdown (1Y)

Largest decline over 1 year

-23.01%

-11.67%

-11.34%

Max Drawdown (3Y)

Largest decline over 3 years

-27.57%

-21.05%

-6.52%

Max Drawdown (5Y)

Largest decline over 5 years

-34.52%

-22.32%

-12.20%

Max Drawdown (10Y)

Largest decline over 10 years

-48.80%

-40.56%

-8.24%

Current Drawdown

Current decline from peak

-13.83%

-6.33%

-7.50%

Average Drawdown

Average peak-to-trough decline

-50.50%

-6.17%

-44.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.23%

3.05%

+4.18%

Volatility

GLW vs. CII - Volatility Comparison

Corning Incorporated (GLW) has a higher volatility of 24.91% compared to BlackRock Enhanced Large Cap Core Fund (CII) at 5.22%. This indicates that GLW'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


GLWCIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.91%

5.22%

+19.69%

Volatility (6M)

Calculated over the trailing 6-month period

50.66%

12.09%

+38.57%

Volatility (1Y)

Calculated over the trailing 1-year period

56.33%

15.40%

+40.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.81%

17.16%

+18.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.86%

18.54%

+15.32%

Dividends

GLW vs. CII - Dividend Comparison

GLW's dividend yield for the trailing twelve months is around 0.63%, less than CII's 15.93% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
GLW
Corning Incorporated
0.63%1.28%2.36%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%

Frequently Asked Questions


GLW and CII have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLW has higher volatility (24.91%) compared to CII (5.22%). In terms of maximum drawdown, GLW dropped -99.02% vs CII's -56.43%.

GLW currently has the higher Sharpe Ratio (4.58 vs 2.52), 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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