KR vs. CII
KR (The Kroger Co.) is a stock, while CII (BlackRock Enhanced Large Cap Core Fund) is Derivative Income fund actively managed by BlackRock. Over the past 10 years, KR returned 8.32%/yr vs 14.94%/yr for CII. At a 0.21 correlation, their price movements are largely independent.
Performance
KR vs. CII - Performance Comparison
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Returns By Period
In the year-to-date period, KR achieves a 4.64% return, which is significantly lower than CII's 7.72% return. Over the past 10 years, KR has underperformed CII with an annualized return of 8.32%, while CII has yielded a comparatively higher 14.94% annualized return.
KR
- 1D
- 0.92%
- 1M
- -1.80%
- YTD
- 4.64%
- 6M
- 3.46%
- 1Y
- 1.54%
- 3Y*
- 13.84%
- 5Y*
- 13.21%
- 10Y*
- 8.32%
CII
- 1D
- 0.58%
- 1M
- -1.81%
- YTD
- 7.72%
- 6M
- 10.66%
- 1Y
- 38.70%
- 3Y*
- 20.94%
- 5Y*
- 13.51%
- 10Y*
- 14.94%
KR vs. CII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KR The Kroger Co. | 4.64% | 4.25% | 36.91% | 4.99% | 0.44% | 45.41% | 11.90% | 7.90% | 2.08% | -18.97% |
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 KR and CII is -0.28, 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 | -0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since May 26, 2004 | 0.21 |
The correlation between KR and CII shifts across timeframes, from -0.28 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
KR vs. CII — Risk / Return Rank
KR
CII
KR vs. CII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Kroger Co. (KR) 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.
| KR | CII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.47 | ||
| Sortino ratioReturn per unit of downside risk | -3.04 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.43 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 0.08 | 3.33 | -3.25 |
| Martin ratioReturn relative to average drawdown | 0.15 | 12.71 | -12.56 |
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Drawdowns
KR vs. CII - Drawdown Comparison
The maximum KR drawdown since its inception was -66.81%, which is greater than CII's maximum drawdown of -56.43%. Use the drawdown chart below to compare losses from any high point for KR and CII.
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Drawdown Indicators
| KR | CII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.81% | -56.43% | -10.38% |
Max Drawdown (1Y)Largest decline over 1 year | -19.44% | -11.67% | -7.77% |
Max Drawdown (3Y)Largest decline over 3 years | -19.44% | -21.05% | +1.61% |
Max Drawdown (5Y)Largest decline over 5 years | -31.07% | -22.32% | -8.75% |
Max Drawdown (10Y)Largest decline over 10 years | -46.25% | -40.56% | -5.69% |
Current DrawdownCurrent decline from peak | -13.95% | -6.33% | -7.62% |
Average DrawdownAverage peak-to-trough decline | -22.44% | -6.17% | -16.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.13% | 3.05% | +7.08% |
Volatility
KR vs. CII - Volatility Comparison
The Kroger Co. (KR) has a higher volatility of 9.04% compared to BlackRock Enhanced Large Cap Core Fund (CII) at 5.22%. This indicates that KR'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
| KR | CII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.04% | 5.22% | +3.82% |
Volatility (6M)Calculated over the trailing 6-month period | 20.04% | 12.09% | +7.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.54% | 15.40% | +12.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.85% | 17.16% | +9.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.94% | 18.54% | +10.40% |
Dividends
KR vs. CII - Dividend Comparison
KR's dividend yield for the trailing twelve months is around 2.16%, 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 | 15.93% | 16.65% | 6.15% | 6.28% | 12.27% | 4.98% | 6.03% | 5.79% | 7.06% | 6.07% | 8.38% | 8.49% |
KR The Kroger Co. | 2.16% | 2.14% | 2.00% | 2.41% | 2.11% | 1.72% | 2.14% | 2.07% | 1.93% | 1.79% | 1.30% | 0.94% |
Frequently Asked Questions
KR and CII have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KR has higher volatility (9.04%) compared to CII (5.22%). In terms of maximum drawdown, KR dropped -66.81% vs CII's -56.43%.
CII currently has the higher Sharpe Ratio (2.52 vs 0.06), 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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