MASKX vs. HTHT
MASKX (iShares Russell 2000 Small-Cap Index Fund) is Small Cap Blend Equities fund managed by BlackRock, while HTHT (Huazhu Group Limited) is a stock. Over the past 10 years, MASKX returned 11.36%/yr vs 19.03%/yr for HTHT. At a 0.33 correlation, their price movements are largely independent.
Performance
MASKX vs. HTHT - Performance Comparison
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Returns By Period
In the year-to-date period, MASKX achieves a 20.64% return, which is significantly higher than HTHT's -7.50% return. Over the past 10 years, MASKX has underperformed HTHT with an annualized return of 11.36%, while HTHT has yielded a comparatively higher 19.03% annualized return.
MASKX
- 1D
- 2.09%
- 1M
- 3.97%
- YTD
- 20.64%
- 6M
- 17.09%
- 1Y
- 42.89%
- 3Y*
- 18.21%
- 5Y*
- 7.29%
- 10Y*
- 11.36%
HTHT
- 1D
- -0.24%
- 1M
- -5.31%
- YTD
- -7.50%
- 6M
- -10.56%
- 1Y
- 33.16%
- 3Y*
- 7.89%
- 5Y*
- -1.71%
- 10Y*
- 19.03%
MASKX vs. HTHT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MASKX iShares Russell 2000 Small-Cap Index Fund | 20.64% | 12.76% | 11.35% | 16.99% | -20.39% | 14.54% | 19.99% | 25.54% | -11.03% | 14.61% |
HTHT Huazhu Group Limited | -7.50% | 50.26% | 0.96% | -19.00% | 14.31% | -17.08% | 13.28% | 39.96% | -19.86% | 180.24% |
Correlation
The correlation between MASKX and HTHT is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2010 | 0.33 |
The correlation between MASKX and HTHT shifts across timeframes, from 0.15 (1 year) to 0.34 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
MASKX vs. HTHT — Risk / Return Rank
MASKX
HTHT
MASKX vs. HTHT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Small-Cap Index Fund (MASKX) and Huazhu Group Limited (HTHT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MASKX | HTHT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.06 | ||
| Sortino ratioReturn per unit of downside risk | +1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.20 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 1.49 | +2.40 |
| Martin ratioReturn relative to average drawdown | 13.78 | 4.30 | +9.48 |
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Drawdowns
MASKX vs. HTHT - Drawdown Comparison
The maximum MASKX drawdown since its inception was -59.06%, smaller than the maximum HTHT drawdown of -64.02%. Use the drawdown chart below to compare losses from any high point for MASKX and HTHT.
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Drawdown Indicators
| MASKX | HTHT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.06% | -64.02% | +4.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.01% | -22.37% | +11.36% |
Max Drawdown (3Y)Largest decline over 3 years | -27.53% | -41.05% | +13.52% |
Max Drawdown (5Y)Largest decline over 5 years | -31.98% | -58.92% | +26.94% |
Max Drawdown (10Y)Largest decline over 10 years | -41.68% | -64.02% | +22.34% |
Current DrawdownCurrent decline from peak | 0.00% | -22.37% | +22.37% |
Average DrawdownAverage peak-to-trough decline | -11.61% | -25.78% | +14.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 7.73% | -4.63% |
Volatility
MASKX vs. HTHT - Volatility Comparison
The current volatility for iShares Russell 2000 Small-Cap Index Fund (MASKX) is 6.76%, while Huazhu Group Limited (HTHT) has a volatility of 8.62%. This indicates that MASKX experiences smaller price fluctuations and is considered to be less risky than HTHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MASKX | HTHT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.76% | 8.62% | -1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 14.35% | 22.44% | -8.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.67% | 29.84% | -10.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.25% | 50.06% | -26.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.75% | 48.97% | -25.22% |
Dividends
MASKX vs. HTHT - Dividend Comparison
MASKX's dividend yield for the trailing twelve months is around 2.60%, less than HTHT's 4.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HTHT Huazhu Group Limited | 4.98% | 3.78% | 1.91% | 2.78% | 0.50% | 0.00% | 0.71% | 0.00% | 1.12% | 0.43% | 0.00% | 2.18% |
MASKX iShares Russell 2000 Small-Cap Index Fund | 2.60% | 3.13% | 4.81% | 2.92% | 1.70% | 7.64% | 1.42% | 3.43% | 4.26% | 3.15% | 4.60% | 3.63% |
Frequently Asked Questions
MASKX and HTHT have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HTHT has higher volatility (8.62%) compared to MASKX (6.76%). In terms of maximum drawdown, MASKX dropped -59.06% vs HTHT's -64.02%.
MASKX currently has the higher Sharpe Ratio (2.18 vs 1.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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