Stock vs. Benchmark Comparison
Data updated: 2025-09-24 01:13 UTC
百度 (BIDU)
标普500 (SPY)
📈 Cumulative Return
57.01%
vs Benchmark 18.57%
📊 Volatility (Ann.)
46.5%
Benchmark 19.4%
⚠️ 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
54.10%
Beta
0.65
Ann. Alpha
54.73%
Information Ratio
1.20
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 36.90%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 54.73%.
- A low Beta value (0.65) indicates the stock's volatility is lower than the market average.
- The stock's volatility is significantly higher than the benchmark, indicating higher risk.
- A high Information Ratio (1.20) suggests the stock outperformed the benchmark on a risk-adjusted basis.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
BIDU
SPY
Excess/Diff.
Total Return
57.01%
18.57%
38.44%
Annualized Return
74.97%
20.88%
54.10%
Risk Metrics
Metric
BIDU
SPY
Ratio/Diff.
Annualized Volatility
46.47%
19.43%
2.39x
Max Drawdown
33.24%
18.76%
1.77x
Sharpe Ratio
1.55
0.92
0.63
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
0.65
Lower than market
Low Volatility
Annualized Alpha
54.73%
Positive Alpha
Good
Information Ratio
1.20
High IR
Excellent
Correlation Coeff.
0.27
Weakly Correlated
Weak Link
R-Squared
7.38%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
70.48%
Captures part of up moves
Down Capture Ratio
18.93%
Falls less than market