CII vs SPHB

Comparison between BlackRock Enhanced Capital and Income Fund Inc (CII, ETF) and INVESCO S&P 500 HIGH BETA ETF (SPHB, ETF).

5-Year PerformanceSPHB has outperformed CII, delivering a return of +16.8% compared to +13.1%

CII vs SPHB - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CII(ETF)	SPHB(ETF)
Net Assets	$979M	$976M
Expense Ratio	N/A	0.25%
Max Drawdown	64.83%	47.78%
Sharpe Ratio	1.42	1.43
5Y Beta	0.86	1.55
P/E Ratio	N/A	33.73
Forward P/E	N/A	19.57
PEG Ratio	N/A	0.24
5Y Dividends CAGR	30.60%	-0.20%
5Y EPS CAGR	N/A	17.46%
Debt to Equity	N/A	-124.82%
P/S Ratio	N/A	2.86
P/B Ratio	N/A	4.58

Net Assets

Winner

CII

$979M

SPHB

$976M

Expense Ratio

CII

N/A

SPHB

0.25%

Max Drawdown

CII

64.83%

Winner

SPHB

47.78%

Sharpe Ratio

CII

1.42

Winner

SPHB

1.43

5Y Beta

Winner

CII

0.86

SPHB

1.55

P/E Ratio

CII

N/A

SPHB

33.73

Forward P/E

CII

N/A

SPHB

19.57

PEG Ratio

CII

N/A

SPHB

0.24

5Y Dividends CAGR

Winner

CII

30.60%

SPHB

-0.20%

5Y EPS CAGR

CII

N/A

SPHB

17.46%

Debt to Equity

CII

N/A

SPHB

-124.82%

P/S Ratio

CII

N/A

SPHB

2.86

P/B Ratio

CII

N/A

SPHB

4.58

CII vs SPHB - Historical Returns

Returns include dividend reinvestment.

Period	CII	SPHB
1 month	-1.02%	+2.42%
3 months	-0.43%	+6.21%
6 months	+12.22%	+19.78%
1 year	+31.16%	+47.31%
5 years(CAGR)	+13.11%	+16.82%
10 years(CAGR)	+14.50%	+18.01%
Max(CAGR)	+10.59%	+13.93%

CII

-1.02%

Winner

SPHB

+2.42%

CII

-0.43%

Winner

SPHB

+6.21%

CII

+12.22%

Winner

SPHB

+19.78%

CII

+31.16%

Winner

SPHB

+47.31%

5Y(CAGR)

CII

+13.11%

Winner

SPHB

+16.82%

10Y(CAGR)

CII

+14.50%

Winner

SPHB

+18.01%

Max(CAGR)

CII

+10.59%

Winner

SPHB

+13.93%

CII vs SPHB - Annual Returns (2004 - 2026)

Returns include dividend reinvestment.

Year	CII	SPHB
2026	+9.23%	+25.17%
2025	+37.75%	+32.89%
2024	+13.30%	+10.20%
2023	+18.68%	+33.64%
2022	-12.97%	-21.66%
2021	+35.81%	+42.64%
2020	+8.26%	+23.83%
2019	+29.18%	+32.98%
2018	-8.71%	-16.63%
2017	+28.01%	+15.98%
2016	+7.46%	+27.43%
2015	+8.16%	-12.63%
2014	+12.15%	+13.98%
2013	+17.58%	+36.75%
2012	+9.74%	+14.22%
2011	-8.53%	-21.89%
2010	+7.34%	N/A
2009	+55.66%	N/A
2008	-35.48%	N/A
2007	+11.60%	N/A
2006	+26.22%	N/A
2005	+0.65%	N/A
2004	-5.18%	N/A

CII vs SPHB Drawdown Comparison

The maximum drawdown for CII was -56.39%, occurring on Nov 20, 2008. Recovery took 611 trading sessions.

The maximum drawdown for SPHB was -46.82%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The current CII drawdown is -6.14%. The current SPHB drawdown is -5.26%.

Rank	CII	SPHB
#1	-56.39% Jul 13, 2007 - Dec 14, 2009	-46.82% Jan 17, 2020 - Jun 8, 2020
#2	-40.60% Feb 19, 2020 - Nov 17, 2020	-38.30% May 10, 2011 - Mar 14, 2013
#3	-26.02% May 31, 2011 - Oct 8, 2012	-34.48% Apr 23, 2015 - Nov 15, 2016
#4	-22.31% Dec 30, 2021 - Jul 19, 2023	-31.49% Nov 8, 2021 - Dec 14, 2023
#5	-21.96% Sep 21, 2018 - Oct 17, 2019	-29.21% Jan 23, 2025 - Jun 24, 2025
#6	-21.06% Feb 18, 2025 - Jun 9, 2025	-27.72% Sep 20, 2018 - Dec 12, 2019
#7	-20.20% May 20, 2015 - Sep 6, 2016	-21.44% Jun 8, 2020 - Nov 9, 2020
#8	-18.00% May 26, 2004 - Feb 16, 2006	-14.11% Jun 22, 2026 - Jul 29, 2026
#9	-14.23% Apr 29, 2010 - Oct 26, 2010	-14.05% Jul 16, 2024 - Oct 9, 2024
#10	-12.82% Dec 14, 2009 - Mar 18, 2010	-13.10% Jun 2, 2021 - Oct 25, 2021
#11	-12.00% Sep 6, 2023 - Dec 29, 2023	-11.40% Sep 18, 2014 - Nov 10, 2014
#12	-11.65% Jan 13, 2026 - Apr 14, 2026	-11.32% Jan 26, 2018 - Aug 29, 2018
#13	-10.98% Sep 5, 2014 - Nov 25, 2014	-10.71% Feb 25, 2026 - Apr 13, 2026
#14	-10.47% Oct 8, 2012 - Jan 18, 2013	-9.69% Oct 27, 2025 - Dec 3, 2025
#15	-9.60% Jun 30, 2026 - Jul 29, 2026	-9.61% Jan 14, 2021 - Feb 8, 2021

Correlation

Correlation between CII and SPHB is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.

0.99

-101

Dividend Comparison (2004 - 2026)

CII vs SPHB dividend yield comparison.

Year	CII	SPHB
2026	4.65%	0.29%
2025	16.65%	0.60%
2024	6.15%	0.80%
2023	6.28%	0.73%
2022	12.27%	0.72%
2021	4.98%	0.91%
2020	6.03%	1.90%
2019	5.79%	1.26%
2018	7.06%	1.97%
2017	6.07%	1.34%
2016	8.38%	0.93%
2015	8.49%	1.69%
2014	8.59%	0.98%
2013	8.78%	0.69%
2012	10.63%	0.88%
2011	12.72%	0.70%
2010	13.06%	0.00%
2009	12.46%	0.00%
2008	17.34%	0.00%
2007	12.17%	0.00%
2006	7.15%	0.00%
2005	6.97%	0.00%
2004	3.28%	0.00%