Stock vs. Benchmark Comparison
Data updated: 2025-08-13 22:08 UTC
嘉年华邮轮 (CCL)
标普500 (SPY)
📈 Cumulative Return
100.68%
vs Benchmark 22.08%
📊 Volatility (Ann.)
47.5%
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
100.34%
Beta
1.76
Ann. Alpha
52.74%
Information Ratio
2.82
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 58.97%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 52.74%.
- A high Beta value (1.76) 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 (2.82) 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
100.68%
22.08%
78.59%
Annualized Return
124.91%
24.57%
100.34%
Risk Metrics
Metric
CCL
SPY
Ratio/Diff.
Annualized Volatility
47.53%
19.83%
2.40x
Max Drawdown
42.33%
18.75%
2.26x
Sharpe Ratio
2.56
1.09
1.48
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.76
Higher than market
High Volatility
Annualized Alpha
52.74%
Positive Alpha
Good
Information Ratio
2.82
High IR
Excellent
Correlation Coeff.
0.74
Moderately Correlated
Clear Link
R-Squared
54.22%
Moderate Explanatory Power
Mostly Market Driven
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
197.94%
Outperforms in up markets
Down Capture Ratio
153.69%
Falls more than market