EXTR vs. MASKX

Last updated Apr 1, 2026

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.

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.

EXTR vs. MASKX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EXTR Extreme Networks, Inc.	-9.43%	-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	-2.51%	12.76%	11.35%	16.99%	-20.39%	14.54%	19.99%	25.54%	-11.03%	14.61%

Returns By Period

In the year-to-date period, EXTR achieves a -9.43% return, which is significantly lower than MASKX's -2.51% return. Over the past 10 years, EXTR has outperformed MASKX with an annualized return of 17.10%, while MASKX has yielded a comparatively lower 9.43% annualized return.

EXTR

• 1D: 0.73%
• 1M: 7.87%
• YTD: -9.43%
• 6M: -26.97%
• 1Y: 13.98%
• 3Y*: -7.61%
• 5Y*: 11.22%
• 10Y*: 17.10%

MASKX

• 1D: -1.48%
• 1M: -8.19%
• YTD: -2.51%
• 6M: -0.38%
• 1Y: 21.43%
• 3Y*: 11.69%
• 5Y*: 3.00%
• 10Y*: 9.43%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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: 49
EXTR Sharpe Ratio Rank: 54
EXTR Sortino Ratio Rank: 49
EXTR Omega Ratio Rank: 50
EXTR Calmar Ratio Rank: 47
EXTR Martin Ratio Rank: 47

MASKX

MASKX Risk / Return Rank: 49
MASKX Sharpe Ratio Rank: 47
MASKX Sortino Ratio Rank: 51
MASKX Omega Ratio Rank: 40
MASKX Calmar Ratio Rank: 57
MASKX Martin Ratio Rank: 51

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.

	EXTR	MASKX	Difference
Sharpe ratio Return per unit of total volatility	0.32	0.91	-0.59
Sortino ratio Return per unit of downside risk	0.73	1.40	-0.66
Omega ratio Gain probability vs. loss probability	1.10	1.18	-0.07
Calmar ratio Return relative to maximum drawdown	0.21	1.32	-1.11
Martin ratio Return relative to average drawdown	0.41	5.00	-4.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EXTR vs. MASKX - Sharpe Ratio Comparison

The current EXTR Sharpe Ratio is 0.32, which is lower than the MASKX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of EXTR and MASKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EXTR	MASKX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.32	0.91	-0.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.24	0.13	+0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.32	0.40	-0.08
Sharpe Ratio (All Time) Calculated using the full available price history	-0.03	0.34	-0.37

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.

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 3.22%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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	3.22%	3.13%	4.81%	2.92%	1.70%	7.64%	1.42%	3.43%	4.26%	3.15%	4.60%	3.63%

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.

Drawdown Indicators

	EXTR	MASKX	Difference
Max Drawdown Largest peak-to-trough decline	-99.15%	-59.06%	-40.09%
Max Drawdown (1Y) Largest decline over 1 year	-39.87%	-13.89%	-25.98%
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	-87.84%	-11.01%	-76.83%
Average Drawdown Average peak-to-trough decline	-89.05%	-11.69%	-77.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.53%	3.68%	+16.85%

Volatility

EXTR vs. MASKX - Volatility Comparison

Extreme Networks, Inc. (EXTR) has a higher volatility of 7.91% compared to iShares Russell 2000 Small-Cap Index Fund (MASKX) at 6.63%. 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.

Volatility by Period

	EXTR	MASKX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.91%	6.63%	+1.28%
Volatility (6M) Calculated over the trailing 6-month period	28.55%	14.09%	+14.46%
Volatility (1Y) Calculated over the trailing 1-year period	43.99%	23.10%	+20.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.14%	23.14%	+23.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	53.33%	23.63%	+29.70%