Stock vs. Benchmark Comparison
Data updated: 2025-08-10 23:18 UTC
Coinbase (COIN)
标普500 (SPY)
📈 Cumulative Return
73.57%
vs Benchmark 24.38%
📊 Volatility (Ann.)
86.7%
Benchmark 19.9%
⚠️ 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
122.93%
Beta
2.34
Ann. Alpha
43.24%
Information Ratio
1.58
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 67.61%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 43.24%.
- A high Beta value (2.34) 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 (1.58) suggests the stock outperformed the benchmark on a risk-adjusted basis.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
COIN
SPY
Excess/Diff.
Total Return
73.57%
24.38%
49.19%
Annualized Return
149.88%
26.95%
122.93%
Risk Metrics
Metric
COIN
SPY
Ratio/Diff.
Annualized Volatility
86.73%
19.93%
4.35x
Max Drawdown
55.92%
18.75%
2.98x
Sharpe Ratio
1.69
1.20
0.49
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
2.34
Higher than market
High Volatility
Annualized Alpha
43.24%
Positive Alpha
Good
Information Ratio
1.58
High IR
Excellent
Correlation Coeff.
0.54
Moderately Correlated
Clear Link
R-Squared
28.85%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
303.55%
Outperforms in up markets
Down Capture Ratio
280.85%
Falls more than market