Stock vs. Benchmark Comparison
Data updated: 2025-08-10 23:24 UTC
优步 (UBER)
标普500 (SPY)
📈 Cumulative Return
36.65%
vs Benchmark 24.38%
📊 Volatility (Ann.)
41.1%
Benchmark 19.9%
⚠️ 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
21.77%
Beta
1.06
Ann. Alpha
15.37%
Information Ratio
0.62
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 15.79%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 15.37%.
- A Beta value (1.06) 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 (0.62) 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
36.65%
24.38%
12.27%
Annualized Return
48.72%
26.95%
21.77%
Risk Metrics
Metric
UBER
SPY
Ratio/Diff.
Annualized Volatility
41.07%
19.93%
2.06x
Max Drawdown
30.59%
18.75%
1.63x
Sharpe Ratio
1.11
1.20
-0.09
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.06
Similar to market
Medium Volatility
Annualized Alpha
15.37%
Positive Alpha
Good
Information Ratio
0.62
High IR
Excellent
Correlation Coeff.
0.52
Moderately Correlated
Clear Link
R-Squared
26.71%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
99.46%
Captures part of up moves
Down Capture Ratio
80.65%
Falls less than market