Stock vs. Benchmark Comparison
Data updated: 2025-09-26 08:53 UTC
星巴克 (SBUX)
标普500 (SPY)
📈 Cumulative Return
-8.98%
vs Benchmark 16.58%
📊 Volatility (Ann.)
32.3%
Benchmark 19.4%
⚠️ Alert: Stock volatility exceeds benchmark by over 15%. Monitor risk.
*
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
-23.00%
Beta
0.99
Ann. Alpha
-19.20%
Information Ratio
-0.89
Key Insights
- During the analysis period, the stock underperformed the benchmark index, with a total excess loss of 21.43%.
- The stock showed negative stock selection ability, with an annualized Alpha of -19.20%.
- A Beta value (0.99) close to 1 indicates the stock's volatility is similar to the market.
- The stock's volatility is significantly higher than the benchmark, indicating higher risk.
- A negative Information Ratio (-0.89) indicates poor risk-adjusted performance compared to the benchmark.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
SBUX
SPY
Excess/Diff.
Total Return
-8.98%
16.58%
-25.56%
Annualized Return
-4.15%
18.85%
-23.00%
Risk Metrics
Metric
SBUX
SPY
Ratio/Diff.
Annualized Volatility
32.29%
19.45%
1.66x
Max Drawdown
31.19%
18.76%
1.66x
Sharpe Ratio
-0.22
0.81
-1.04
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
0.99
Similar to market
Medium Volatility
Annualized Alpha
-19.20%
Negative Alpha
Poor
Information Ratio
-0.89
Low IR
Poor
Correlation Coeff.
0.60
Moderately Correlated
Clear Link
R-Squared
35.44%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
56.54%
Captures part of up moves
Down Capture Ratio
73.24%
Falls less than market