Stock vs. Benchmark Comparison
Data updated: 2025-05-06 12:44 UTC
优步 (UBER)
标普500 (SPY)
📈 Cumulative Return
24.59%
vs Benchmark 13.00%
📊 Volatility (Ann.)
43.5%
Benchmark 20.0%
⚠️ 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
21.62%
Beta
1.08
Ann. Alpha
17.43%
Information Ratio
0.57
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 17.13%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 17.43%.
- A Beta value (1.08) 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 high Information Ratio (0.57) suggests the stock outperformed the benchmark on a risk-adjusted basis.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
UBER
SPY
Excess/Diff.
Total Return
24.59%
13.00%
11.59%
Annualized Return
36.93%
15.32%
21.62%
Risk Metrics
Metric
UBER
SPY
Ratio/Diff.
Annualized Volatility
43.50%
20.05%
2.17x
Max Drawdown
30.59%
18.76%
1.63x
Sharpe Ratio
0.78
0.61
0.17
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.08
Similar to market
Medium Volatility
Annualized Alpha
17.43%
Positive Alpha
Good
Information Ratio
0.57
High IR
Excellent
Correlation Coeff.
0.50
Low Correlation
Weak Link
R-Squared
24.72%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
97.62%
Captures part of up moves
Down Capture Ratio
78.29%
Falls less than market