Stock vs. Benchmark Comparison
Data updated: 2025-08-10 23:20 UTC
Roblox (RBLX)
标普500 (SPY)
📈 Cumulative Return
255.75%
vs Benchmark 24.38%
📊 Volatility (Ann.)
48.2%
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
273.30%
Beta
1.05
Ann. Alpha
211.60%
Information Ratio
6.30
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 114.74%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 211.60%.
- 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 (6.30) 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
255.75%
24.38%
231.37%
Annualized Return
300.25%
26.95%
273.30%
Risk Metrics
Metric
RBLX
SPY
Ratio/Diff.
Annualized Volatility
48.19%
19.93%
2.42x
Max Drawdown
32.13%
18.75%
1.71x
Sharpe Ratio
6.17
1.20
4.97
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.05
Similar to market
Medium Volatility
Annualized Alpha
211.60%
Positive Alpha
Good
Information Ratio
6.30
High IR
Excellent
Correlation Coeff.
0.44
Low Correlation
Weak Link
R-Squared
19.01%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
153.52%
Outperforms in up markets
Down Capture Ratio
32.94%
Falls less than market