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

Key characteristics


EXTRVOO
YTD Return-32.09%11.61%
1Y Return-32.55%29.33%
3Y Return (Ann)5.55%10.04%
5Y Return (Ann)14.59%15.01%
10Y Return (Ann)10.96%12.96%
Sharpe Ratio-0.622.66
Daily Std Dev46.33%11.60%
Max Drawdown-99.15%-33.99%
Current Drawdown-90.34%-0.19%

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.

Performance

EXTR vs. VOO - Performance Comparison

In the year-to-date period, EXTR achieves a -32.09% return, which is significantly lower than VOO's 11.61% return. Over the past 10 years, EXTR has underperformed VOO with an annualized return of 10.96%, while VOO has yielded a comparatively higher 12.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


250.00%300.00%350.00%400.00%450.00%500.00%December2024FebruaryMarchAprilMay
290.23%
522.59%
EXTR
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Extreme Networks, Inc.

Vanguard S&P 500 ETF

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.


EXTR
Sharpe ratio
The chart of Sharpe ratio for EXTR, currently valued at -0.62, compared to the broader market-2.00-1.000.001.002.003.004.00-0.62
Sortino ratio
The chart of Sortino ratio for EXTR, currently valued at -0.63, compared to the broader market-4.00-2.000.002.004.006.00-0.63
Omega ratio
The chart of Omega ratio for EXTR, currently valued at 0.91, compared to the broader market0.501.001.502.000.91
Calmar ratio
The chart of Calmar ratio for EXTR, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.43
Martin ratio
The chart of Martin ratio for EXTR, currently valued at -0.66, compared to the broader market-10.000.0010.0020.0030.00-0.66
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.66, compared to the broader market-2.00-1.000.001.002.003.004.002.66
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.74, compared to the broader market-4.00-2.000.002.004.006.003.74
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.46, compared to the broader market0.501.001.502.001.46
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.53, compared to the broader market0.002.004.006.002.53
Martin ratio
The chart of Martin ratio for VOO, currently valued at 10.63, compared to the broader market-10.000.0010.0020.0030.0010.63

EXTR vs. VOO - Sharpe Ratio Comparison

The current EXTR Sharpe Ratio is -0.62, which is lower than the VOO Sharpe Ratio of 2.66. The chart below compares the 12-month rolling Sharpe Ratio of EXTR and VOO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.62
2.66
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 1.32%.


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
1.32%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%December2024FebruaryMarchAprilMay
-62.88%
-0.19%
EXTR
VOO

Volatility

EXTR vs. VOO - Volatility Comparison

Extreme Networks, Inc. (EXTR) has a higher volatility of 13.21% compared to Vanguard S&P 500 ETF (VOO) at 3.41%. 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%20.00%December2024FebruaryMarchAprilMay
13.21%
3.41%
EXTR
VOO