Stock vs. Benchmark Comparison
Data updated: 2025-06-20 13:02 UTC
Visa (V)
标普500 (SPY)
Cumulative Return
31.48%
vs Benchmark 11.68%
Volatility (Ann.)
22.5%
Benchmark 20.4%
*
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
20.95%
Beta
0.73
Ann. Alpha
22.70%
Information Ratio
1.17
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 16.81%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 22.70%.
- A low Beta value (0.73) indicates the stock's volatility is lower than the market average.
- The stock's risk level is similar to the benchmark index.
- A high Information Ratio (1.17) suggests the stock outperformed the benchmark on a risk-adjusted basis.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
V
SPY
Excess/Diff.
Total Return
31.48%
11.68%
19.80%
Annualized Return
35.00%
14.05%
20.95%
Risk Metrics
Metric
V
SPY
Ratio/Diff.
Annualized Volatility
22.53%
20.43%
1.10x
Max Drawdown
15.01%
18.76%
0.80x
Sharpe Ratio
1.42
0.54
0.88
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
0.73
Lower than market
Low Volatility
Annualized Alpha
22.70%
Positive Alpha
Good
Information Ratio
1.17
High IR
Excellent
Correlation Coeff.
0.66
Moderately Correlated
Clear Link
R-Squared
43.48%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
70.65%
Captures part of up moves
Down Capture Ratio
48.66%
Falls less than market