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MASKX vs. HTHT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MASKX vs. HTHT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 Small-Cap Index Fund (MASKX) and Huazhu Group Limited (HTHT). The values are adjusted to include any dividend payments, if applicable.

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MASKX vs. HTHT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
HTHT
Huazhu Group Limited
6.89%50.26%0.96%-19.00%14.31%-17.08%13.28%39.96%-19.86%180.24%

Returns By Period

In the year-to-date period, MASKX achieves a -2.51% return, which is significantly lower than HTHT's 6.89% return. Over the past 10 years, MASKX has underperformed HTHT with an annualized return of 9.43%, while HTHT has yielded a comparatively higher 20.12% annualized return.


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%

HTHT

1D
2.91%
1M
-8.23%
YTD
6.89%
6M
28.59%
1Y
43.33%
3Y*
4.39%
5Y*
-0.24%
10Y*
20.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MASKX vs. HTHT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MASKX
MASKX Risk / Return Rank: 4949
Overall Rank
MASKX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MASKX Sortino Ratio Rank: 5151
Sortino Ratio Rank
MASKX Omega Ratio Rank: 4040
Omega Ratio Rank
MASKX Calmar Ratio Rank: 5757
Calmar Ratio Rank
MASKX Martin Ratio Rank: 5151
Martin Ratio Rank

HTHT
HTHT Risk / Return Rank: 8080
Overall Rank
HTHT Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
HTHT Sortino Ratio Rank: 7979
Sortino Ratio Rank
HTHT Omega Ratio Rank: 7676
Omega Ratio Rank
HTHT Calmar Ratio Rank: 8080
Calmar Ratio Rank
HTHT Martin Ratio Rank: 8181
Martin Ratio Rank
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.

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.


MASKXHTHTDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.36

-0.45

Sortino ratio

Return per unit of downside risk

1.40

2.04

-0.64

Omega ratio

Gain probability vs. loss probability

1.18

1.25

-0.07

Calmar ratio

Return relative to maximum drawdown

1.32

2.25

-0.93

Martin ratio

Return relative to average drawdown

5.00

6.15

-1.16

MASKX vs. HTHT - Sharpe Ratio Comparison

The current MASKX Sharpe Ratio is 0.91, which is lower than the HTHT Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of MASKX and HTHT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MASKXHTHTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.36

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

-0.00

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.41

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.41

-0.07

Correlation

The correlation between MASKX and HTHT is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MASKX vs. HTHT - Dividend Comparison

MASKX's dividend yield for the trailing twelve months is around 3.22%, less than HTHT's 3.54% yield.


TTM20252024202320222021202020192018201720162015
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%
HTHT
Huazhu Group Limited
3.54%3.78%1.91%2.78%0.50%0.00%0.71%0.00%1.12%0.43%0.00%2.18%

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


MASKXHTHTDifference

Max Drawdown

Largest peak-to-trough decline

-59.06%

-64.02%

+4.96%

Max Drawdown (1Y)

Largest decline over 1 year

-13.89%

-19.68%

+5.79%

Max Drawdown (5Y)

Largest decline over 5 years

-31.98%

-63.43%

+31.45%

Max Drawdown (10Y)

Largest decline over 10 years

-41.68%

-64.02%

+22.34%

Current Drawdown

Current decline from peak

-11.01%

-10.29%

-0.72%

Average Drawdown

Average peak-to-trough decline

-11.69%

-25.97%

+14.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

7.19%

-3.51%

Volatility

MASKX vs. HTHT - Volatility Comparison

The current volatility for iShares Russell 2000 Small-Cap Index Fund (MASKX) is 6.63%, while Huazhu Group Limited (HTHT) has a volatility of 9.30%. 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


MASKXHTHTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.63%

9.30%

-2.67%

Volatility (6M)

Calculated over the trailing 6-month period

14.09%

20.85%

-6.76%

Volatility (1Y)

Calculated over the trailing 1-year period

23.10%

32.03%

-8.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.14%

50.13%

-26.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.63%

48.92%

-25.29%