OLP vs. CII
OLP (One Liberty Properties, 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, OLP returned 8.15%/yr vs 14.94%/yr for CII. At a 0.35 correlation, their price movements are largely independent.
Performance
OLP vs. CII - Performance Comparison
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Returns By Period
In the year-to-date period, OLP achieves a 23.76% return, which is significantly higher than CII's 7.72% return. Over the past 10 years, OLP has underperformed CII with an annualized return of 8.15%, while CII has yielded a comparatively higher 14.94% annualized return.
OLP
- 1D
- 0.45%
- 1M
- 9.67%
- YTD
- 23.76%
- 6M
- 22.27%
- 1Y
- 6.99%
- 3Y*
- 14.39%
- 5Y*
- 4.00%
- 10Y*
- 8.15%
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%
OLP vs. CII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OLP One Liberty Properties, Inc. | 23.76% | -19.58% | 33.53% | 7.57% | -32.34% | 87.10% | -18.50% | 19.44% | 0.15% | 10.90% |
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 OLP and CII is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since May 26, 2004 | 0.35 |
Over the past year, the correlation between OLP and CII has dropped to 0.05 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.
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Return for Risk
OLP vs. CII — Risk / Return Rank
OLP
CII
OLP vs. CII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for One Liberty Properties, Inc. (OLP) 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.
| OLP | CII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.26 | ||
| Sortino ratioReturn per unit of downside risk | -2.82 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.43 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.28 | 3.33 | -3.05 |
| Martin ratioReturn relative to average drawdown | 0.53 | 12.71 | -12.19 |
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Drawdowns
OLP vs. CII - Drawdown Comparison
The maximum OLP drawdown since its inception was -87.45%, which is greater than CII's maximum drawdown of -56.43%. Use the drawdown chart below to compare losses from any high point for OLP and CII.
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Drawdown Indicators
| OLP | CII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.45% | -56.43% | -31.02% |
Max Drawdown (1Y)Largest decline over 1 year | -18.38% | -11.67% | -6.71% |
Max Drawdown (3Y)Largest decline over 3 years | -28.83% | -21.05% | -7.78% |
Max Drawdown (5Y)Largest decline over 5 years | -44.10% | -22.32% | -21.78% |
Max Drawdown (10Y)Largest decline over 10 years | -60.23% | -40.56% | -19.67% |
Current DrawdownCurrent decline from peak | -8.58% | -6.33% | -2.25% |
Average DrawdownAverage peak-to-trough decline | -13.41% | -6.17% | -7.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.69% | 3.05% | +6.64% |
Volatility
OLP vs. CII - Volatility Comparison
One Liberty Properties, Inc. (OLP) has a higher volatility of 5.57% compared to BlackRock Enhanced Large Cap Core Fund (CII) at 5.22%. This indicates that OLP'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
| OLP | CII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 5.22% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 12.13% | 12.09% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.23% | 15.40% | +3.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.01% | 17.16% | +6.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.68% | 18.54% | +13.14% |
Dividends
OLP vs. CII - Dividend Comparison
OLP's dividend yield for the trailing twelve months is around 7.32%, 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% |
OLP One Liberty Properties, Inc. | 7.32% | 8.87% | 6.61% | 8.22% | 8.10% | 5.10% | 8.97% | 6.62% | 7.43% | 6.71% | 6.61% | 7.36% |
Frequently Asked Questions
OLP and CII have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OLP has higher volatility (5.57%) compared to CII (5.22%). In terms of maximum drawdown, OLP dropped -87.45% vs CII's -56.43%.
CII currently has the higher Sharpe Ratio (2.52 vs 0.27), 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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