Stock vs. Benchmark Comparison
Data updated: 2025-09-24 12:01 UTC
AMD
标普500 (SPY)
📈 Cumulative Return
3.17%
vs Benchmark 18.13%
📊 Volatility (Ann.)
51.5%
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
-3.01%
Beta
1.89
Ann. Alpha
-17.33%
Information Ratio
-0.08
Key Insights
- During the analysis period, the stock underperformed the benchmark index, with a total excess loss of 2.52%.
- The stock showed negative stock selection ability, with an annualized Alpha of -17.33%.
- A high Beta value (1.89) 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.
- 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
AMD
SPY
Excess/Diff.
Total Return
3.17%
18.13%
-14.96%
Annualized Return
17.42%
20.43%
-3.01%
Risk Metrics
Metric
AMD
SPY
Ratio/Diff.
Annualized Volatility
51.50%
19.44%
2.65x
Max Drawdown
54.74%
18.76%
2.92x
Sharpe Ratio
0.28
0.90
-0.62
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.89
Higher than market
High Volatility
Annualized Alpha
-17.33%
Negative Alpha
Poor
Information Ratio
-0.08
Moderate IR
Fair
Correlation Coeff.
0.71
Moderately Correlated
Clear Link
R-Squared
50.73%
Moderate Explanatory Power
Mostly Market Driven
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
180.79%
Outperforms in up markets
Down Capture Ratio
201.91%
Falls more than market