Stock vs. Benchmark Comparison
Data updated: 2025-06-22 09:09 UTC
Roblox (RBLX)
标普500 (SPY)
📈 Cumulative Return
184.37%
vs Benchmark 9.73%
📊 Volatility (Ann.)
45.9%
Benchmark 20.5%
⚠️ 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
204.30%
Beta
1.08
Ann. Alpha
180.01%
Information Ratio
5.07
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 103.63%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 180.01%.
- 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 (5.07) suggests the stock outperformed the benchmark on a risk-adjusted basis.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
RBLX
SPY
Excess/Diff.
Total Return
184.37%
9.73%
174.65%
Annualized Return
216.36%
12.06%
204.30%
Risk Metrics
Metric
RBLX
SPY
Ratio/Diff.
Annualized Volatility
45.89%
20.49%
2.24x
Max Drawdown
32.13%
18.76%
1.71x
Sharpe Ratio
4.65
0.44
4.21
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.08
Similar to market
Medium Volatility
Annualized Alpha
180.01%
Positive Alpha
Good
Information Ratio
5.07
High IR
Excellent
Correlation Coeff.
0.48
Low Correlation
Weak Link
R-Squared
23.09%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
155.71%
Outperforms in up markets
Down Capture Ratio
53.62%
Falls less than market