Stock vs. Benchmark Comparison
Data updated: 2025-08-08 00:22 UTC
Zoom (ZM)
标普500 (SPY)
📈 Cumulative Return
22.59%
vs Benchmark 19.31%
📊 Volatility (Ann.)
33.2%
Benchmark 20.2%
⚠️ 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
7.72%
Beta
0.81
Ann. Alpha
10.48%
Information Ratio
0.26
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 6.12%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 10.48%.
- A low Beta value (0.81) indicates the stock's volatility is lower than the market average.
- The stock's volatility is significantly higher than the benchmark, indicating higher risk.
- An Information Ratio near zero suggests the stock's risk-adjusted performance is comparable to the benchmark.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
ZM
SPY
Excess/Diff.
Total Return
22.59%
19.31%
3.28%
Annualized Return
29.52%
21.81%
7.72%
Risk Metrics
Metric
ZM
SPY
Ratio/Diff.
Annualized Volatility
33.17%
20.17%
1.64x
Max Drawdown
25.08%
18.75%
1.34x
Sharpe Ratio
0.80
0.93
-0.13
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
0.81
Lower than market
Low Volatility
Annualized Alpha
10.48%
Positive Alpha
Good
Information Ratio
0.26
Moderate IR
Fair
Correlation Coeff.
0.49
Low Correlation
Weak Link
R-Squared
24.04%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
88.76%
Captures part of up moves
Down Capture Ratio
79.31%
Falls less than market