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HPE vs. EXTR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

HPE vs. EXTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hewlett Packard Enterprise Company (HPE) and Extreme Networks, Inc. (EXTR). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
17.65%
39.51%
HPE
EXTR

Returns By Period

In the year-to-date period, HPE achieves a 27.31% return, which is significantly higher than EXTR's -12.53% return.


HPE

YTD

27.31%

1M

6.06%

6M

18.24%

1Y

39.48%

5Y (annualized)

7.91%

10Y (annualized)

N/A

EXTR

YTD

-12.53%

1M

4.19%

6M

35.11%

1Y

-5.16%

5Y (annualized)

18.40%

10Y (annualized)

15.45%

Fundamentals


HPEEXTR
Market Cap$27.96B$2.04B
EPS$1.41-$0.96
PEG Ratio5.201.18
Total Revenue (TTM)$21.62B$1.03B
Gross Profit (TTM)$7.09B$583.58M
EBITDA (TTM)$3.62B-$61.22M

Key characteristics


HPEEXTR
Sharpe Ratio1.03-0.16
Sortino Ratio1.630.06
Omega Ratio1.221.01
Calmar Ratio1.43-0.07
Martin Ratio3.91-0.25
Ulcer Index9.63%27.73%
Daily Std Dev36.43%41.43%
Max Drawdown-56.88%-99.15%
Current Drawdown-3.90%-87.56%

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Correlation

-0.50.00.51.00.4

The correlation between HPE and EXTR is 0.41, 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

HPE vs. EXTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hewlett Packard Enterprise Company (HPE) and Extreme Networks, Inc. (EXTR). 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 HPE, currently valued at 1.03, compared to the broader market-4.00-2.000.002.004.001.03-0.16
The chart of Sortino ratio for HPE, currently valued at 1.63, compared to the broader market-4.00-2.000.002.004.001.630.06
The chart of Omega ratio for HPE, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.01
The chart of Calmar ratio for HPE, currently valued at 1.43, compared to the broader market0.002.004.006.001.43-0.10
The chart of Martin ratio for HPE, currently valued at 3.91, compared to the broader market-10.000.0010.0020.0030.003.91-0.25
HPE
EXTR

The current HPE Sharpe Ratio is 1.03, which is higher than the EXTR Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of HPE and EXTR, 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
1.03
-0.16
HPE
EXTR

Dividends

HPE vs. EXTR - Dividend Comparison

HPE's dividend yield for the trailing twelve months is around 2.46%, while EXTR has not paid dividends to shareholders.


TTM202320222021202020192018201720162015
HPE
Hewlett Packard Enterprise Company
2.46%2.89%3.01%3.04%4.05%2.89%3.13%1.59%1.40%0.36%
EXTR
Extreme Networks, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HPE vs. EXTR - Drawdown Comparison

The maximum HPE drawdown since its inception was -56.88%, smaller than the maximum EXTR drawdown of -99.15%. Use the drawdown chart below to compare losses from any high point for HPE and EXTR. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.90%
-52.18%
HPE
EXTR

Volatility

HPE vs. EXTR - Volatility Comparison

The current volatility for Hewlett Packard Enterprise Company (HPE) is 10.53%, while Extreme Networks, Inc. (EXTR) has a volatility of 16.57%. This indicates that HPE experiences smaller price fluctuations and is considered to be less risky than EXTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
10.53%
16.57%
HPE
EXTR

Financials

HPE vs. EXTR - Financials Comparison

This section allows you to compare key financial metrics between Hewlett Packard Enterprise Company and Extreme Networks, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items