EXTR vs. MASKX
Compare and contrast key facts about Extreme Networks, Inc. (EXTR) and iShares Russell 2000 Small-Cap Index Fund (MASKX).
MASKX is managed by Blackrock. It was launched on Apr 9, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXTR or MASKX.
Performance
EXTR vs. MASKX - Performance Comparison
Returns By Period
In the year-to-date period, EXTR achieves a -11.51% return, which is significantly lower than MASKX's 14.65% return. Over the past 10 years, EXTR has outperformed MASKX with an annualized return of 15.16%, while MASKX has yielded a comparatively lower 5.35% annualized return.
EXTR
-11.51%
3.65%
33.76%
-5.62%
19.55%
15.16%
MASKX
14.65%
0.85%
10.40%
29.52%
6.74%
5.35%
Key characteristics
| EXTR | MASKX | |
|---|---|---|
| Sharpe Ratio | -0.21 | 1.32 |
| Sortino Ratio | -0.01 | 1.96 |
| Omega Ratio | 1.00 | 1.23 |
| Calmar Ratio | -0.10 | 0.93 |
| Martin Ratio | -0.32 | 7.23 |
| Ulcer Index | 27.67% | 3.81% |
| Daily Std Dev | 41.60% | 20.90% |
| Max Drawdown | -99.15% | -67.66% |
| Current Drawdown | -87.41% | -9.03% |
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Correlation
The correlation between EXTR and MASKX is 0.54, 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. MASKX - Risk-Adjusted Performance 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.
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 1.46%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.46% | 1.54% | 1.41% | 1.14% | 1.04% | 1.38% | 1.17% | 1.04% | 1.22% | 0.93% | 1.57% | 1.10% |
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 -67.66%. Use the drawdown chart below to compare losses from any high point for EXTR and MASKX. For additional features, visit the drawdowns tool.
Volatility
EXTR vs. MASKX - Volatility Comparison
Extreme Networks, Inc. (EXTR) has a higher volatility of 16.64% compared to iShares Russell 2000 Small-Cap Index Fund (MASKX) at 7.69%. 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.