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OTF vs. CII
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OTF vs. CII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blue Owl Technology Finance Corp (OTF) 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, OTF achieves a -25.11% return, which is significantly lower than CII's 9.70% return.


OTF

1D
0.50%
1M
-1.10%
6M
-23.05%
YTD
-25.11%
1Y
-26.31%
3Y*
5Y*
10Y*
ALL TIME*
-28.82%

CII

1D
0.37%
1M
1.00%
6M
8.91%
YTD
9.70%
1Y
37.11%
3Y*
21.19%
5Y*
13.61%
10Y*
14.87%
ALL TIME*
10.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OTF vs. CII - Yearly Performance Comparison


Correlation

The correlation between OTF and CII is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2025

0.13

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Return for Risk

OTF vs. CII — Risk / Return Rank

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

OTF
OTF Risk / Return Rank: 99
Overall Rank
OTF Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
OTF Sortino Ratio Rank: 1212
Sortino Ratio Rank
OTF Omega Ratio Rank: 1414
Omega Ratio Rank
OTF Calmar Ratio Rank: 55
Calmar Ratio Rank
OTF Martin Ratio Rank: 33
Martin Ratio Rank

CII
CII Risk / Return Rank: 8080
Overall Rank
CII Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
CII Sortino Ratio Rank: 7878
Sortino Ratio Rank
CII Omega Ratio Rank: 7676
Omega Ratio Rank
CII Calmar Ratio Rank: 8484
Calmar Ratio Rank
CII Martin Ratio Rank: 8080
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.

OTF vs. CII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blue Owl Technology Finance Corp (OTF) 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.


OTFCIIDifference
Sharpe ratioReturn per unit of total volatility

-3.06

Sortino ratioReturn per unit of downside risk

-4.04

Omega ratioGain probability vs. loss probability

0.88

1.38

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.94

3.20

-4.14

Martin ratioReturn relative to average drawdown

-1.75

11.43

-13.17

OTF vs. CII - Sharpe Ratio Comparison

The current OTF Sharpe Ratio is -0.82, which is lower than the CII Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of OTF 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

OTF vs. CII - Drawdown Comparison

The maximum OTF drawdown since its inception was -33.06%, smaller than the maximum CII drawdown of -56.43%. Use the drawdown chart below to compare losses from any high point for OTF and CII.


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Drawdown Indicators


OTFCIIDifference

Max Drawdown

Largest peak-to-trough decline

-33.06%

-56.43%

+23.37%

Max Drawdown (1Y)

Largest decline over 1 year

-27.99%

-11.67%

-16.32%

Max Drawdown (3Y)

Largest decline over 3 years

-21.05%

Max Drawdown (5Y)

Largest decline over 5 years

-22.32%

Max Drawdown (10Y)

Largest decline over 10 years

-40.56%

Current Drawdown

Current decline from peak

-31.28%

-5.45%

-25.83%

Average Drawdown

Average peak-to-trough decline

-17.86%

-6.16%

-11.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.31%

3.26%

+12.05%

Volatility

OTF vs. CII - Volatility Comparison

Blue Owl Technology Finance Corp (OTF) has a higher volatility of 6.99% compared to BlackRock Enhanced Large Cap Core Fund (CII) at 6.01%. This indicates that OTF'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


OTFCIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.99%

6.01%

+0.98%

Volatility (6M)

Calculated over the trailing 6-month period

26.27%

13.33%

+12.94%

Volatility (1Y)

Calculated over the trailing 1-year period

32.37%

16.65%

+15.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.50%

17.35%

+14.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.50%

18.64%

+12.86%

Dividends

OTF vs. CII - Dividend Comparison

OTF's dividend yield for the trailing twelve months is around 15.76%, which matches CII's 15.82% yield.


PositionTTM20252024202320222021202020192018201720162015
CII
BlackRock Enhanced Large Cap Core Fund
15.82%16.65%6.15%6.28%12.27%4.98%6.03%5.79%7.06%6.07%8.38%8.49%
OTF
Blue Owl Technology Finance Corp
15.76%7.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OTF and CII have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OTF has higher volatility (6.99%) compared to CII (6.01%). In terms of maximum drawdown, OTF dropped -33.06% vs CII's -56.43%.

CII currently has the higher Sharpe Ratio (2.24 vs -0.82), 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.

Portfolio Optimizer

Find the right allocation for OTF and CII

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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