Stock vs. Benchmark Comparison
Data updated: 2025-09-26 14:53 UTC
Snap (SNAP)
标普500 (SPY)
📈 Cumulative Return
-21.19%
vs Benchmark 16.58%
📊 Volatility (Ann.)
59.3%
Benchmark 19.4%
⚠️ 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
-25.17%
Beta
1.54
Ann. Alpha
-28.27%
Information Ratio
-0.48
Key Insights
- During the analysis period, the stock underperformed the benchmark index, with a total excess loss of 23.70%.
- The stock showed negative stock selection ability, with an annualized Alpha of -28.27%.
- A high Beta value (1.54) 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.
- An Information Ratio near zero suggests the stock's risk-adjusted performance is comparable to the benchmark.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
SNAP
SPY
Excess/Diff.
Total Return
-21.19%
16.58%
-37.78%
Annualized Return
-6.32%
18.85%
-25.17%
Risk Metrics
Metric
SNAP
SPY
Ratio/Diff.
Annualized Volatility
59.33%
19.45%
3.05x
Max Drawdown
45.65%
18.76%
2.43x
Sharpe Ratio
-0.16
0.81
-0.97
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.54
Higher than market
High Volatility
Annualized Alpha
-28.27%
Negative Alpha
Poor
Information Ratio
-0.48
Moderate IR
Fair
Correlation Coeff.
0.51
Moderately Correlated
Clear Link
R-Squared
25.64%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
99.74%
Captures part of up moves
Down Capture Ratio
128.06%
Falls more than market