Stock vs. Benchmark Comparison
Data updated: 2025-08-06 10:22 UTC
AMD
标普500 (SPY)
📈 Cumulative Return
31.55%
vs Benchmark 19.31%
📊 Volatility (Ann.)
52.1%
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
28.53%
Beta
1.91
Ann. Alpha
3.23%
Information Ratio
0.72
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 20.98%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 3.23%.
- A high Beta value (1.91) 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 (0.72) suggests the stock outperformed the benchmark on a risk-adjusted basis.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
AMD
SPY
Excess/Diff.
Total Return
31.55%
19.31%
12.25%
Annualized Return
50.33%
21.81%
28.53%
Risk Metrics
Metric
AMD
SPY
Ratio/Diff.
Annualized Volatility
52.14%
20.17%
2.59x
Max Drawdown
54.74%
18.75%
2.92x
Sharpe Ratio
0.91
0.93
-0.02
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.91
Higher than market
High Volatility
Annualized Alpha
3.23%
Positive Alpha
Good
Information Ratio
0.72
High IR
Excellent
Correlation Coeff.
0.74
Moderately Correlated
Clear Link
R-Squared
54.36%
Moderate Explanatory Power
Mostly Market Driven
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
196.77%
Outperforms in up markets
Down Capture Ratio
194.55%
Falls more than market