Stock vs. Benchmark Comparison
Data updated: 2025-10-01 15:54 UTC
英伟达 (NVDA)
标普500 (SPY)
📈 Cumulative Return
53.73%
vs Benchmark 17.99%
📊 Volatility (Ann.)
49.6%
Benchmark 19.5%
⚠️ Alert: Stock volatility exceeds benchmark by over 15%. Monitor risk.
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Disclaimer: This analysis is based on historical data and does not constitute investment advice. Securities markets involve risk; invest cautiously. Data updated T+0.
Ann. Excess Return
53.86%
Beta
1.85
Ann. Alpha
23.90%
Information Ratio
1.42
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 36.91%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 23.90%.
- A high Beta value (1.85) indicates the stock is more sensitive to market changes and has higher volatility.
- The stock's volatility is significantly higher than the benchmark, indicating higher risk.
- A high Information Ratio (1.42) suggests the stock outperformed the benchmark on a risk-adjusted basis.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
NVDA
SPY
Excess/Diff.
Total Return
53.73%
17.99%
35.74%
Annualized Return
74.14%
20.29%
53.86%
Risk Metrics
Metric
NVDA
SPY
Ratio/Diff.
Annualized Volatility
49.62%
19.45%
2.55x
Max Drawdown
36.88%
18.76%
1.97x
Sharpe Ratio
1.43
0.89
0.55
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.85
Higher than market
High Volatility
Annualized Alpha
23.90%
Positive Alpha
Good
Information Ratio
1.42
High IR
Excellent
Correlation Coeff.
0.72
Moderately Correlated
Clear Link
R-Squared
52.31%
Moderate Explanatory Power
Mostly Market Driven
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
213.95%
Outperforms in up markets
Down Capture Ratio
194.79%
Falls more than market