Stock vs. Benchmark Comparison
Data updated: 2025-09-26 16:15 UTC
优步 (UBER)
标普500 (SPY)
📈 Cumulative Return
26.03%
vs Benchmark 16.58%
📊 Volatility (Ann.)
40.6%
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
18.05%
Beta
1.05
Ann. Alpha
14.13%
Information Ratio
0.51
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 14.09%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 14.13%.
- A Beta value (1.05) 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 (0.51) 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
26.03%
16.58%
9.45%
Annualized Return
36.89%
18.85%
18.05%
Risk Metrics
Metric
UBER
SPY
Ratio/Diff.
Annualized Volatility
40.62%
19.45%
2.09x
Max Drawdown
30.59%
18.76%
1.63x
Sharpe Ratio
0.83
0.81
0.02
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.05
Similar to market
Medium Volatility
Annualized Alpha
14.13%
Positive Alpha
Good
Information Ratio
0.51
High IR
Excellent
Correlation Coeff.
0.50
Moderately Correlated
Clear Link
R-Squared
25.45%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
96.81%
Captures part of up moves
Down Capture Ratio
79.29%
Falls less than market