RHHBY vs. CII
RHHBY (Roche Holding AG) is a stock, while CII (BlackRock Enhanced Large Cap Core Fund) is Derivative Income fund actively managed by BlackRock. Over the past 10 years, RHHBY returned 8.27%/yr vs 14.94%/yr for CII. At a 0.29 correlation, their price movements are largely independent.
Performance
RHHBY vs. CII - Performance Comparison
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Returns By Period
In the year-to-date period, RHHBY achieves a 3.24% return, which is significantly lower than CII's 7.72% return. Over the past 10 years, RHHBY has underperformed CII with an annualized return of 8.27%, while CII has yielded a comparatively higher 14.94% annualized return.
RHHBY
- 1D
- 0.58%
- 1M
- 0.76%
- YTD
- 3.24%
- 6M
- 6.39%
- 1Y
- 26.91%
- 3Y*
- 13.95%
- 5Y*
- 5.12%
- 10Y*
- 8.27%
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%
RHHBY vs. CII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RHHBY Roche Holding AG | 3.24% | 52.86% | 0.23% | -4.02% | -22.21% | 20.20% | 9.94% | 33.47% | 2.16% | 14.32% |
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 RHHBY and CII is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since May 26, 2004 | 0.29 |
The correlation between RHHBY and CII shifts across timeframes, from 0.15 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RHHBY vs. CII — Risk / Return Rank
RHHBY
CII
RHHBY vs. CII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roche Holding AG (RHHBY) 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.
| RHHBY | CII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.43 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.40 | 3.33 | -1.94 |
| Martin ratioReturn relative to average drawdown | 3.39 | 12.71 | -9.32 |
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Drawdowns
RHHBY vs. CII - Drawdown Comparison
The maximum RHHBY drawdown since its inception was -45.73%, smaller than the maximum CII drawdown of -56.43%. Use the drawdown chart below to compare losses from any high point for RHHBY and CII.
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Drawdown Indicators
| RHHBY | CII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.73% | -56.43% | +10.70% |
Max Drawdown (1Y)Largest decline over 1 year | -19.38% | -11.67% | -7.71% |
Max Drawdown (3Y)Largest decline over 3 years | -23.46% | -21.05% | -2.41% |
Max Drawdown (5Y)Largest decline over 5 years | -40.88% | -22.32% | -18.56% |
Max Drawdown (10Y)Largest decline over 10 years | -40.88% | -40.56% | -0.32% |
Current DrawdownCurrent decline from peak | -12.12% | -6.33% | -5.79% |
Average DrawdownAverage peak-to-trough decline | -12.84% | -6.17% | -6.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.09% | 3.05% | +5.04% |
Volatility
RHHBY vs. CII - Volatility Comparison
Roche Holding AG (RHHBY) has a higher volatility of 8.27% compared to BlackRock Enhanced Large Cap Core Fund (CII) at 5.22%. This indicates that RHHBY'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
| RHHBY | CII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.27% | 5.22% | +3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 18.31% | 12.09% | +6.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.49% | 15.40% | +12.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.34% | 17.16% | +6.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.55% | 18.54% | +4.01% |
Dividends
RHHBY vs. CII - Dividend Comparison
RHHBY's dividend yield for the trailing twelve months is around 3.00%, 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% |
RHHBY Roche Holding AG | 3.00% | 2.69% | 3.87% | 3.55% | 3.23% | 1.57% | 1.66% | 1.70% | 3.58% | 3.25% | 3.57% | 2.91% |
Frequently Asked Questions
RHHBY and CII have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RHHBY has higher volatility (8.27%) compared to CII (5.22%). In terms of maximum drawdown, RHHBY dropped -45.73% vs CII's -56.43%.
CII currently has the higher Sharpe Ratio (2.52 vs 0.99), 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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