Stock vs. Benchmark Comparison
Data updated: 2025-05-06 16:07 UTC
Snap (SNAP)
标普500 (SPY)
📈 Cumulative Return
-47.55%
vs Benchmark 13.00%
📊 Volatility (Ann.)
62.2%
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
-51.50%
Beta
1.75
Ann. Alpha
-50.31%
Information Ratio
-0.96
Key Insights
- During the analysis period, the stock underperformed the benchmark index, with a total excess loss of 58.89%.
- The stock showed negative stock selection ability, with an annualized Alpha of -50.31%.
- A high Beta value (1.75) 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 negative Information Ratio (-0.96) indicates poor risk-adjusted performance compared to the benchmark.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
SNAP
SPY
Excess/Diff.
Total Return
-47.55%
13.00%
-60.55%
Annualized Return
-36.18%
15.32%
-51.50%
Risk Metrics
Metric
SNAP
SPY
Ratio/Diff.
Annualized Volatility
62.21%
20.05%
3.10x
Max Drawdown
57.82%
18.76%
3.08x
Sharpe Ratio
-0.63
0.61
-1.24
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.75
Higher than market
High Volatility
Annualized Alpha
-50.31%
Negative Alpha
Poor
Information Ratio
-0.96
Low IR
Poor
Correlation Coeff.
0.56
Moderately Correlated
Clear Link
R-Squared
31.87%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
119.45%
Outperforms in up markets
Down Capture Ratio
187.68%
Falls more than market