Stock vs. Benchmark Comparison
Data updated: 2025-09-26 11:42 UTC
Robinhood (HOOD)
标普500 (SPY)
📈 Cumulative Return
438.65%
vs Benchmark 16.58%
📊 Volatility (Ann.)
75.9%
Benchmark 19.4%
⚠️ 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
600.53%
Beta
2.63
Ann. Alpha
358.43%
Information Ratio
9.31
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 180.11%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 358.43%.
- A high Beta value (2.63) 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 high Information Ratio (9.31) suggests the stock outperformed the benchmark on a risk-adjusted basis.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
HOOD
SPY
Excess/Diff.
Total Return
438.65%
16.58%
422.06%
Annualized Return
619.37%
18.85%
600.53%
Risk Metrics
Metric
HOOD
SPY
Ratio/Diff.
Annualized Volatility
75.94%
19.45%
3.91x
Max Drawdown
47.66%
18.76%
2.54x
Sharpe Ratio
8.12
0.81
7.30
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
2.63
Higher than market
High Volatility
Annualized Alpha
358.43%
Positive Alpha
Good
Information Ratio
9.31
High IR
Excellent
Correlation Coeff.
0.67
Moderately Correlated
Clear Link
R-Squared
45.24%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
350.64%
Outperforms in up markets
Down Capture Ratio
186.66%
Falls more than market