Stock vs. Benchmark Comparison
Data updated: 2025-08-06 10:26 UTC
Visa (V)
标普500 (SPY)
📈 Cumulative Return
27.50%
vs Benchmark 19.31%
📊 Volatility (Ann.)
22.8%
Benchmark 20.2%
*
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
9.16%
Beta
0.75
Ann. Alpha
13.04%
Information Ratio
0.51
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 7.23%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 13.04%.
- A low Beta value (0.75) 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 (0.51) 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
27.50%
19.31%
8.19%
Annualized Return
30.97%
21.81%
9.16%
Risk Metrics
Metric
V
SPY
Ratio/Diff.
Annualized Volatility
22.76%
20.17%
1.13x
Max Drawdown
15.01%
18.75%
0.80x
Sharpe Ratio
1.23
0.93
0.30
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
0.75
Lower than market
Low Volatility
Annualized Alpha
13.04%
Positive Alpha
Good
Information Ratio
0.51
High IR
Excellent
Correlation Coeff.
0.66
Moderately Correlated
Clear Link
R-Squared
43.76%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
75.92%
Captures part of up moves
Down Capture Ratio
62.34%
Falls less than market