Stock vs. Benchmark Comparison
Data updated: 2025-08-13 20:33 UTC
达美航空 (DAL)
标普500 (SPY)
📈 Cumulative Return
50.46%
vs Benchmark 22.08%
📊 Volatility (Ann.)
50.3%
Benchmark 19.8%
⚠️ 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
45.66%
Beta
1.74
Ann. Alpha
16.21%
Information Ratio
1.16
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 31.15%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 16.21%.
- A high Beta value (1.74) 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 (1.16) suggests the stock outperformed the benchmark on a risk-adjusted basis.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
DAL
SPY
Excess/Diff.
Total Return
50.46%
22.08%
28.38%
Annualized Return
70.23%
24.57%
45.66%
Risk Metrics
Metric
DAL
SPY
Ratio/Diff.
Annualized Volatility
50.25%
19.83%
2.53x
Max Drawdown
47.92%
18.75%
2.56x
Sharpe Ratio
1.34
1.09
0.25
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.74
Higher than market
High Volatility
Annualized Alpha
16.21%
Positive Alpha
Good
Information Ratio
1.16
High IR
Excellent
Correlation Coeff.
0.69
Moderately Correlated
Clear Link
R-Squared
47.10%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
165.98%
Outperforms in up markets
Down Capture Ratio
146.27%
Falls more than market