Stock vs. Benchmark Comparison
Data updated: 2025-08-10 23:16 UTC
Shopify (SHOP)
标普500 (SPY)
📈 Cumulative Return
134.17%
vs Benchmark 24.38%
📊 Volatility (Ann.)
61.5%
Benchmark 19.9%
⚠️ 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
154.86%
Beta
2.13
Ann. Alpha
69.86%
Information Ratio
3.11
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 79.63%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 69.86%.
- A high Beta value (2.13) 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 (3.11) suggests the stock outperformed the benchmark on a risk-adjusted basis.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
SHOP
SPY
Excess/Diff.
Total Return
134.17%
24.38%
109.79%
Annualized Return
181.81%
26.95%
154.86%
Risk Metrics
Metric
SHOP
SPY
Ratio/Diff.
Annualized Volatility
61.45%
19.93%
3.08x
Max Drawdown
40.54%
18.75%
2.16x
Sharpe Ratio
2.91
1.20
1.71
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
2.13
Higher than market
High Volatility
Annualized Alpha
69.86%
Positive Alpha
Good
Information Ratio
3.11
High IR
Excellent
Correlation Coeff.
0.69
Moderately Correlated
Clear Link
R-Squared
47.60%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
257.41%
Outperforms in up markets
Down Capture Ratio
207.53%
Falls more than market