Stock vs. Benchmark Comparison
Data updated: 2025-08-13 06:50 UTC
联合航空 (UAL)
标普500 (SPY)
📈 Cumulative Return
137.51%
vs Benchmark 22.08%
📊 Volatility (Ann.)
58.5%
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
156.56%
Beta
1.99
Ann. Alpha
81.90%
Information Ratio
3.30
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 81.27%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 81.90%.
- A high Beta value (1.99) 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 (3.30) suggests the stock outperformed the benchmark on a risk-adjusted basis.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
UAL
SPY
Excess/Diff.
Total Return
137.51%
22.08%
115.42%
Annualized Return
181.13%
24.57%
156.56%
Risk Metrics
Metric
UAL
SPY
Ratio/Diff.
Annualized Volatility
58.54%
19.83%
2.95x
Max Drawdown
49.19%
18.75%
2.62x
Sharpe Ratio
3.04
1.09
1.96
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.99
Higher than market
High Volatility
Annualized Alpha
81.90%
Positive Alpha
Good
Information Ratio
3.30
High IR
Excellent
Correlation Coeff.
0.67
Moderately Correlated
Clear Link
R-Squared
45.31%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
221.12%
Outperforms in up markets
Down Capture Ratio
156.56%
Falls more than market