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EXTR vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

EXTR vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Extreme Networks, Inc. (EXTR) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%JuneJulyAugustSeptemberOctoberNovember
408.47%
594.49%
EXTR
VOO

Returns By Period

In the year-to-date period, EXTR achieves a -11.51% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, EXTR has outperformed VOO with an annualized return of 15.16%, while VOO has yielded a comparatively lower 13.12% annualized return.


EXTR

YTD

-11.51%

1M

3.65%

6M

33.76%

1Y

-5.62%

5Y (annualized)

19.55%

10Y (annualized)

15.16%

VOO

YTD

24.51%

1M

0.61%

6M

11.38%

1Y

32.00%

5Y (annualized)

15.30%

10Y (annualized)

13.12%

Key characteristics


EXTRVOO
Sharpe Ratio-0.212.64
Sortino Ratio-0.013.53
Omega Ratio1.001.49
Calmar Ratio-0.103.81
Martin Ratio-0.3217.34
Ulcer Index27.67%1.86%
Daily Std Dev41.60%12.20%
Max Drawdown-99.15%-33.99%
Current Drawdown-87.41%-2.16%

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Correlation

-0.50.00.51.00.5

The correlation between EXTR and VOO is 0.48, 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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Extreme Networks, Inc. (EXTR) and Vanguard S&P 500 ETF (VOO). 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-4.00-2.000.002.00-0.212.64
The chart of Sortino ratio for EXTR, currently valued at -0.01, compared to the broader market-4.00-2.000.002.004.00-0.013.53
The chart of Omega ratio for EXTR, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.49
The chart of Calmar ratio for EXTR, currently valued at -0.13, compared to the broader market0.002.004.006.00-0.133.81
The chart of Martin ratio for EXTR, currently valued at -0.32, compared to the broader market0.0010.0020.0030.00-0.3217.34
EXTR
VOO

The current EXTR Sharpe Ratio is -0.21, which is lower than the VOO Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of EXTR and VOO, 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.21
2.64
EXTR
VOO

Dividends

EXTR vs. VOO - Dividend Comparison

EXTR has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.


TTM20232022202120202019201820172016201520142013
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%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

EXTR vs. VOO - Drawdown Comparison

The maximum EXTR drawdown since its inception was -99.15%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EXTR and VOO. 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%
-2.16%
EXTR
VOO

Volatility

EXTR vs. VOO - Volatility Comparison

Extreme Networks, Inc. (EXTR) has a higher volatility of 16.64% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that EXTR's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
16.64%
4.09%
EXTR
VOO