HD vs. CII
HD (The Home Depot, Inc.) is a stock, while CII (BlackRock Enhanced Large Cap Core Fund) is Derivative Income fund actively managed by BlackRock. Over the past 10 years, HD returned 12.81%/yr vs 14.94%/yr for CII. At a 0.45 correlation, their price movements are largely independent.
Performance
HD vs. CII - Performance Comparison
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Returns By Period
In the year-to-date period, HD achieves a -3.21% return, which is significantly lower than CII's 7.72% return. Over the past 10 years, HD has underperformed CII with an annualized return of 12.81%, while CII has yielded a comparatively higher 14.94% annualized return.
HD
- 1D
- 0.73%
- 1M
- 11.21%
- YTD
- -3.21%
- 6M
- -7.39%
- 1Y
- -4.95%
- 3Y*
- 5.70%
- 5Y*
- 3.66%
- 10Y*
- 12.81%
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%
HD vs. CII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HD The Home Depot, Inc. | -3.21% | -9.33% | 15.00% | 12.77% | -21.98% | 59.51% | 24.50% | 30.56% | -7.30% | 44.61% |
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 HD 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 | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since May 26, 2004 | 0.45 |
Over the past year, the correlation between HD and CII has dropped to 0.22 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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Return for Risk
HD vs. CII — Risk / Return Rank
HD
CII
HD vs. CII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Home Depot, Inc. (HD) 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.
| HD | CII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.83 | ||
| Sortino ratioReturn per unit of downside risk | -3.62 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.43 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 3.33 | -3.58 |
| Martin ratioReturn relative to average drawdown | -0.50 | 12.71 | -13.21 |
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Drawdowns
HD vs. CII - Drawdown Comparison
The maximum HD drawdown since its inception was -70.46%, which is greater than CII's maximum drawdown of -56.43%. Use the drawdown chart below to compare losses from any high point for HD and CII.
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Drawdown Indicators
| HD | CII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.46% | -56.43% | -14.03% |
Max Drawdown (1Y)Largest decline over 1 year | -28.81% | -11.67% | -17.14% |
Max Drawdown (3Y)Largest decline over 3 years | -28.84% | -21.05% | -7.79% |
Max Drawdown (5Y)Largest decline over 5 years | -34.73% | -22.32% | -12.41% |
Max Drawdown (10Y)Largest decline over 10 years | -37.99% | -40.56% | +2.57% |
Current DrawdownCurrent decline from peak | -20.86% | -6.33% | -14.53% |
Average DrawdownAverage peak-to-trough decline | -20.60% | -6.17% | -14.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.34% | 3.05% | +11.29% |
Volatility
HD vs. CII - Volatility Comparison
The Home Depot, Inc. (HD) has a higher volatility of 6.82% compared to BlackRock Enhanced Large Cap Core Fund (CII) at 5.22%. This indicates that HD'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
| HD | CII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.82% | 5.22% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 17.97% | 12.09% | +5.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.74% | 15.40% | +8.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.12% | 17.16% | +6.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.84% | 18.54% | +6.30% |
Dividends
HD vs. CII - Dividend Comparison
HD's dividend yield for the trailing twelve months is around 2.82%, 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% |
HD The Home Depot, Inc. | 2.82% | 2.67% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% |
Frequently Asked Questions
HD 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.
HD has higher volatility (6.82%) compared to CII (5.22%). In terms of maximum drawdown, HD dropped -70.46% vs CII's -56.43%.
CII currently has the higher Sharpe Ratio (2.52 vs -0.30), 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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