Stock vs. Benchmark Comparison
Data updated: 2025-05-06 15:51 UTC
Rivian (RIVN)
标普500 (SPY)
📈 Cumulative Return
37.84%
vs Benchmark 13.00%
📊 Volatility (Ann.)
72.5%
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
62.67%
Beta
1.31
Ann. Alpha
47.65%
Information Ratio
0.92
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 43.29%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 47.65%.
- A high Beta value (1.31) 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 (0.92) suggests the stock outperformed the benchmark on a risk-adjusted basis.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
RIVN
SPY
Excess/Diff.
Total Return
37.84%
13.00%
24.84%
Annualized Return
77.98%
15.32%
62.67%
Risk Metrics
Metric
RIVN
SPY
Ratio/Diff.
Annualized Volatility
72.54%
20.05%
3.62x
Max Drawdown
46.38%
18.76%
2.47x
Sharpe Ratio
1.03
0.61
0.42
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.31
Higher than market
High Volatility
Annualized Alpha
47.65%
Positive Alpha
Good
Information Ratio
0.92
High IR
Excellent
Correlation Coeff.
0.36
Low Correlation
Weak Link
R-Squared
13.17%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
199.39%
Outperforms in up markets
Down Capture Ratio
167.11%
Falls more than market