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EXTR vs. MASKX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXTR vs. MASKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Extreme Networks, Inc. (EXTR) and iShares Russell 2000 Small-Cap Index Fund (MASKX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXTR achieves a 88.89% return, which is significantly higher than MASKX's 21.66% return. Over the past 10 years, EXTR has outperformed MASKX with an annualized return of 25.33%, while MASKX has yielded a comparatively lower 11.74% annualized return.


EXTR

1D
-1.26%
1M
22.85%
YTD
88.89%
6M
87.54%
1Y
82.85%
3Y*
10.52%
5Y*
23.16%
10Y*
25.33%

MASKX

1D
0.84%
1M
4.84%
YTD
21.66%
6M
18.89%
1Y
42.50%
3Y*
19.69%
5Y*
6.84%
10Y*
11.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXTR vs. MASKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXTR
Extreme Networks, Inc.
88.89%-0.54%-5.10%-3.66%16.62%127.87%-6.51%20.82%-51.28%148.91%
MASKX
iShares Russell 2000 Small-Cap Index Fund
21.66%12.76%11.35%16.99%-20.39%14.54%19.99%25.54%-11.03%14.61%

Correlation

The correlation between EXTR and MASKX is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Apr 9, 1999

0.54

The correlation between EXTR and MASKX shifts across timeframes, from 0.46 (1 year) to 0.59 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EXTR vs. MASKX — Risk / Return Rank

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

EXTR
EXTR Risk / Return Rank: 8080
Overall Rank
EXTR Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EXTR Sortino Ratio Rank: 8484
Sortino Ratio Rank
EXTR Omega Ratio Rank: 8585
Omega Ratio Rank
EXTR Calmar Ratio Rank: 7777
Calmar Ratio Rank
EXTR Martin Ratio Rank: 7272
Martin Ratio Rank

MASKX
MASKX Risk / Return Rank: 7272
Overall Rank
MASKX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
MASKX Sortino Ratio Rank: 6565
Sortino Ratio Rank
MASKX Omega Ratio Rank: 5252
Omega Ratio Rank
MASKX Calmar Ratio Rank: 8787
Calmar Ratio Rank
MASKX Martin Ratio Rank: 8282
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.

EXTR vs. MASKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Extreme Networks, Inc. (EXTR) and iShares Russell 2000 Small-Cap Index Fund (MASKX). 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.


EXTRMASKXDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.53

Omega ratioGain probability vs. loss probability

1.34

1.37

-0.02

Calmar ratioReturn relative to maximum drawdown

2.09

4.02

-1.93

Martin ratioReturn relative to average drawdown

3.88

14.25

-10.37

EXTR vs. MASKX - Sharpe Ratio Comparison

The current EXTR Sharpe Ratio is 1.63, which is comparable to the MASKX Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of EXTR and MASKX, 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

EXTR vs. MASKX - Drawdown Comparison

The maximum EXTR drawdown since its inception was -99.15%, which is greater than MASKX's maximum drawdown of -59.06%. Use the drawdown chart below to compare losses from any high point for EXTR and MASKX.


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Drawdown Indicators


EXTRMASKXDifference

Max Drawdown

Largest peak-to-trough decline

-99.15%

-59.06%

-40.09%

Max Drawdown (1Y)

Largest decline over 1 year

-39.87%

-11.01%

-28.86%

Max Drawdown (3Y)

Largest decline over 3 years

-67.21%

-27.53%

-39.68%

Max Drawdown (5Y)

Largest decline over 5 years

-67.21%

-31.98%

-35.23%

Max Drawdown (10Y)

Largest decline over 10 years

-87.53%

-41.68%

-45.85%

Current Drawdown

Current decline from peak

-74.64%

0.00%

-74.64%

Average Drawdown

Average peak-to-trough decline

-88.97%

-11.61%

-77.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.42%

3.10%

+18.32%

Volatility

EXTR vs. MASKX - Volatility Comparison

Extreme Networks, Inc. (EXTR) has a higher volatility of 16.84% compared to iShares Russell 2000 Small-Cap Index Fund (MASKX) at 6.40%. This indicates that EXTR's price experiences larger fluctuations and is considered to be riskier than MASKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXTRMASKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.84%

6.40%

+10.44%

Volatility (6M)

Calculated over the trailing 6-month period

38.36%

14.31%

+24.05%

Volatility (1Y)

Calculated over the trailing 1-year period

51.21%

19.71%

+31.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.98%

23.24%

+24.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.38%

23.75%

+30.63%

Dividends

EXTR vs. MASKX - Dividend Comparison

EXTR has not paid dividends to shareholders, while MASKX's dividend yield for the trailing twelve months is around 2.58%.


PositionTTM20252024202320222021202020192018201720162015
EXTR
Extreme Networks, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MASKX
iShares Russell 2000 Small-Cap Index Fund
2.58%3.13%4.81%2.92%1.70%7.64%1.42%3.43%4.26%3.15%4.60%3.63%

Frequently Asked Questions


EXTR and MASKX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EXTR has higher volatility (16.84%) compared to MASKX (6.40%). In terms of maximum drawdown, EXTR dropped -99.15% vs MASKX's -59.06%.

MASKX currently has the higher Sharpe Ratio (2.25 vs 1.63), 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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