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EXTR vs. HPE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

EXTR vs. HPE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Extreme Networks, Inc. (EXTR) and Hewlett Packard Enterprise Company (HPE). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%JuneJulyAugustSeptemberOctoberNovember
332.41%
182.62%
EXTR
HPE

Returns By Period

In the year-to-date period, EXTR achieves a -11.51% return, which is significantly lower than HPE's 26.65% return.


EXTR

YTD

-11.51%

1M

3.65%

6M

33.76%

1Y

-5.62%

5Y (annualized)

19.55%

10Y (annualized)

15.16%

HPE

YTD

26.65%

1M

0.86%

6M

19.53%

1Y

37.70%

5Y (annualized)

7.64%

10Y (annualized)

N/A

Fundamentals


EXTRHPE
Market Cap$2.19B$28.22B
EPS-$0.96$1.41
PEG Ratio1.295.25
Total Revenue (TTM)$1.03B$21.59B
Gross Profit (TTM)$583.58M$6.99B
EBITDA (TTM)-$40.20M$3.54B

Key characteristics


EXTRHPE
Sharpe Ratio-0.210.87
Sortino Ratio-0.011.43
Omega Ratio1.001.19
Calmar Ratio-0.101.21
Martin Ratio-0.323.30
Ulcer Index27.67%9.63%
Daily Std Dev41.60%36.65%
Max Drawdown-99.15%-56.88%
Current Drawdown-87.41%-4.40%

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Correlation

-0.50.00.51.00.4

The correlation between EXTR and HPE is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

EXTR vs. HPE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Extreme Networks, Inc. (EXTR) and Hewlett Packard Enterprise Company (HPE). 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.


Sharpe ratio
The chart of Sharpe ratio for EXTR, currently valued at -0.21, compared to the broader market-4.00-2.000.002.00-0.210.87
The chart of Sortino ratio for EXTR, currently valued at -0.01, compared to the broader market-4.00-2.000.002.004.00-0.011.43
The chart of Omega ratio for EXTR, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.19
The chart of Calmar ratio for EXTR, currently valued at -0.13, compared to the broader market0.002.004.006.00-0.131.21
The chart of Martin ratio for EXTR, currently valued at -0.32, compared to the broader market0.0010.0020.0030.00-0.323.30
EXTR
HPE

The current EXTR Sharpe Ratio is -0.21, which is lower than the HPE Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of EXTR and HPE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.21
0.87
EXTR
HPE

Dividends

EXTR vs. HPE - Dividend Comparison

EXTR has not paid dividends to shareholders, while HPE's dividend yield for the trailing twelve months is around 2.47%.


TTM202320222021202020192018201720162015
EXTR
Extreme Networks, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HPE
Hewlett Packard Enterprise Company
2.47%2.89%3.01%3.04%4.05%2.89%3.13%1.59%1.40%0.36%

Drawdowns

EXTR vs. HPE - Drawdown Comparison

The maximum EXTR drawdown since its inception was -99.15%, which is greater than HPE's maximum drawdown of -56.88%. Use the drawdown chart below to compare losses from any high point for EXTR and HPE. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-51.63%
-4.40%
EXTR
HPE

Volatility

EXTR vs. HPE - Volatility Comparison

Extreme Networks, Inc. (EXTR) has a higher volatility of 16.64% compared to Hewlett Packard Enterprise Company (HPE) at 11.05%. This indicates that EXTR's price experiences larger fluctuations and is considered to be riskier than HPE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
16.64%
11.05%
EXTR
HPE

Financials

EXTR vs. HPE - Financials Comparison

This section allows you to compare key financial metrics between Extreme Networks, Inc. and Hewlett Packard Enterprise Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items