OMF vs. CII

Last updated Jun 30, 2026

OMF (OneMain Holdings, 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, OMF returned 19.71%/yr vs 15.39%/yr for CII. At a 0.49 correlation, their price movements are largely independent.

Performance

OMF vs. CII - Performance Comparison

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

Returns By Period

In the year-to-date period, OMF achieves a -4.17% return, which is significantly lower than CII's 12.96% return. Over the past 10 years, OMF has outperformed CII with an annualized return of 19.71%, while CII has yielded a comparatively lower 15.39% annualized return.

OMF

• 1D: 3.16%
• 1M: 12.73%
• YTD: -4.17%
• 6M: -5.66%
• 1Y: 18.48%
• 3Y*: 22.17%
• 5Y*: 10.72%
• 10Y*: 19.71%

CII

• 1D: 2.00%
• 1M: -1.77%
• YTD: 12.96%
• 6M: 14.33%
• 1Y: 41.39%
• 3Y*: 22.96%
• 5Y*: 14.77%
• 10Y*: 15.39%

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

OMF vs. CII - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
OMF OneMain Holdings, Inc.	-4.17%	39.77%	15.14%	63.03%	-27.20%	23.56%	34.53%	88.37%	-6.54%	17.39%
CII BlackRock Enhanced Large Cap Core Fund	12.96%	37.78%	12.70%	18.47%	-13.21%	34.26%	8.11%	30.46%	-8.60%	27.73%

Correlation

The correlation between OMF and CII is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (3Y) Calculated over the trailing 3-year period	0.41
Correlation (5Y) Calculated over the trailing 5-year period	0.50
Correlation (10Y) Calculated over the trailing 10-year period	0.49
Correlation (All Time) Calculated using the full available price history since Nov 27, 2015	0.49

The correlation between OMF and CII shifts across timeframes, from 0.32 (1 year) to 0.50 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

OMF vs. CII — Risk / Return Rank

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

OMF

OMF Risk / Return Rank: 59
OMF Sharpe Ratio Rank: 65
OMF Sortino Ratio Rank: 58
OMF Omega Ratio Rank: 57
OMF Calmar Ratio Rank: 58
OMF Martin Ratio Rank: 58

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.

OMF vs. CII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for OneMain Holdings, Inc. (OMF) 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.

	OMF	CII	Difference
Sharpe ratio: Return per unit of total volatility	0.64	2.63	-1.99
Sortino ratio: Return per unit of downside risk	1.05	3.44	-2.39
Omega ratio: Gain probability vs. loss probability	1.13	1.45	-0.32
Calmar ratio: Return relative to maximum drawdown	0.63	3.56	-2.94
Martin ratio: Return relative to average drawdown	1.37	13.03	-11.66

OMF vs. CII - Sharpe Ratio Comparison

The current OMF Sharpe Ratio is 0.64, which is lower than the CII Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of OMF 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

OMF vs. CII - Drawdown Comparison

The maximum OMF drawdown since its inception was -68.66%, which is greater than CII's maximum drawdown of -56.43%. Use the drawdown chart below to compare losses from any high point for OMF and CII.

Drawdown Indicators

	OMF	CII	Difference
Max Drawdown Largest peak-to-trough decline	-68.66%	-56.43%	-12.23%
Max Drawdown (1Y) Largest decline over 1 year	-29.68%	-11.67%	-18.01%
Max Drawdown (3Y) Largest decline over 3 years	-29.94%	-21.05%	-8.89%
Max Drawdown (5Y) Largest decline over 5 years	-47.93%	-22.32%	-25.61%
Max Drawdown (10Y) Largest decline over 10 years	-68.66%	-40.56%	-28.10%
Current Drawdown Current decline from peak	-9.30%	-1.77%	-7.53%
Average Drawdown Average peak-to-trough decline	-24.25%	-6.17%	-18.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.57%	3.19%	+10.38%

Volatility

OMF vs. CII - Volatility Comparison

OneMain Holdings, Inc. (OMF) has a higher volatility of 8.55% compared to BlackRock Enhanced Large Cap Core Fund (CII) at 6.11%. This indicates that OMF'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.

Volatility by Period

	OMF	CII	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.55%	6.11%	+2.44%
Volatility (6M) Calculated over the trailing 6-month period	21.59%	12.49%	+9.10%
Volatility (1Y) Calculated over the trailing 1-year period	29.08%	15.87%	+13.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.59%	17.23%	+18.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.86%	18.58%	+27.28%

Dividends

OMF vs. CII - Dividend Comparison

OMF's dividend yield for the trailing twelve months is around 6.72%, 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%
OMF OneMain Holdings, Inc.	6.72%	6.17%	7.90%	8.13%	11.41%	19.08%	12.33%	7.12%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both OMF and CII in my portfolio?

OMF and CII have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, OMF or CII?

OMF has higher volatility (8.55%) compared to CII (6.11%). In terms of maximum drawdown, OMF dropped -68.66% vs CII's -56.43%.

Which has better risk-adjusted returns?

CII currently has the higher Sharpe Ratio (2.63 vs 0.64), 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.