T vs. CII
T (AT&T 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, T returned 3.33%/yr vs 14.94%/yr for CII. At a 0.33 correlation, their price movements are largely independent.
Performance
T vs. CII - Performance Comparison
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Returns By Period
In the year-to-date period, T achieves a -2.96% return, which is significantly lower than CII's 7.72% return. Over the past 10 years, T has underperformed CII with an annualized return of 3.33%, while CII has yielded a comparatively higher 14.94% annualized return.
T
- 1D
- 2.52%
- 1M
- -1.87%
- YTD
- -2.96%
- 6M
- -1.93%
- 1Y
- -12.71%
- 3Y*
- 20.58%
- 5Y*
- 7.38%
- 10Y*
- 3.33%
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%
T vs. CII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | -2.96% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
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 T and CII is -0.13, 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 | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since May 26, 2004 | 0.33 |
The correlation between T and CII shifts across timeframes, from -0.13 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
T vs. CII — Risk / Return Rank
T
CII
T vs. CII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) 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.
| T | CII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.11 | ||
| Sortino ratioReturn per unit of downside risk | -4.06 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.43 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 3.33 | -3.93 |
| Martin ratioReturn relative to average drawdown | -1.22 | 12.71 | -13.93 |
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Drawdowns
T vs. CII - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, which is greater than CII's maximum drawdown of -56.43%. Use the drawdown chart below to compare losses from any high point for T and CII.
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Drawdown Indicators
| T | CII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -56.43% | -7.72% |
Max Drawdown (1Y)Largest decline over 1 year | -21.87% | -11.67% | -10.20% |
Max Drawdown (3Y)Largest decline over 3 years | -21.87% | -21.05% | -0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -22.32% | -9.69% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -40.56% | -1.79% |
Current DrawdownCurrent decline from peak | -18.12% | -6.33% | -11.79% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -6.17% | -9.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.64% | 3.05% | +7.59% |
Volatility
T vs. CII - Volatility Comparison
AT&T Inc. (T) has a higher volatility of 8.21% compared to BlackRock Enhanced Large Cap Core Fund (CII) at 5.22%. This indicates that T'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
| T | CII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.21% | 5.22% | +2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 17.80% | 12.09% | +5.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.13% | 15.40% | +6.73% |
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 | 23.73% | 18.54% | +5.19% |
Dividends
T vs. CII - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.71%, 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% |
T AT&T Inc. | 4.71% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
Frequently Asked Questions
T and CII have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (8.21%) compared to CII (5.22%). In terms of maximum drawdown, T dropped -64.15% vs CII's -56.43%.
CII currently has the higher Sharpe Ratio (2.52 vs -0.59), 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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