Stock vs. Benchmark Comparison
Data updated: 2025-05-06 16:39 UTC
Robinhood (HOOD)
标普500 (SPY)
📈 Cumulative Return
172.86%
vs Benchmark 13.00%
📊 Volatility (Ann.)
76.0%
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
249.26%
Beta
2.59
Ann. Alpha
152.47%
Information Ratio
3.89
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 114.98%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 152.47%.
- A high Beta value (2.59) 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 (3.89) 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
172.86%
13.00%
159.86%
Annualized Return
264.58%
15.32%
249.26%
Risk Metrics
Metric
HOOD
SPY
Ratio/Diff.
Annualized Volatility
76.03%
20.05%
3.79x
Max Drawdown
47.66%
18.76%
2.54x
Sharpe Ratio
3.44
0.61
2.83
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
2.59
Higher than market
High Volatility
Annualized Alpha
152.47%
Positive Alpha
Good
Information Ratio
3.89
High IR
Excellent
Correlation Coeff.
0.68
Moderately Correlated
Clear Link
R-Squared
46.59%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
323.49%
Outperforms in up markets
Down Capture Ratio
231.38%
Falls more than market