Stock vs. Benchmark Comparison
Data updated: 2025-06-23 23:02 UTC
嘉年华邮轮 (CCL)
标普500 (SPY)
📈 Cumulative Return
49.03%
vs Benchmark 9.73%
📊 Volatility (Ann.)
49.6%
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
56.49%
Beta
1.72
Ann. Alpha
38.60%
Information Ratio
1.49
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 40.71%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 38.60%.
- A high Beta value (1.72) 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 (1.49) suggests the stock outperformed the benchmark on a risk-adjusted basis.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
CCL
SPY
Excess/Diff.
Total Return
49.03%
9.73%
39.30%
Annualized Return
68.55%
12.06%
56.49%
Risk Metrics
Metric
CCL
SPY
Ratio/Diff.
Annualized Volatility
49.61%
20.49%
2.42x
Max Drawdown
42.33%
18.76%
2.26x
Sharpe Ratio
1.32
0.44
0.88
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.72
Higher than market
High Volatility
Annualized Alpha
38.60%
Positive Alpha
Good
Information Ratio
1.49
High IR
Excellent
Correlation Coeff.
0.71
Moderately Correlated
Clear Link
R-Squared
50.49%
Moderate Explanatory Power
Mostly Market Driven
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
186.09%
Outperforms in up markets
Down Capture Ratio
153.63%
Falls more than market