Stock vs. Benchmark Comparison
Data updated: 2025-08-09 11:28 UTC
Coinbase (COIN)
标普500 (SPY)
📈 Cumulative Return
60.06%
vs Benchmark 22.59%
📊 Volatility (Ann.)
87.1%
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
106.06%
Beta
2.35
Ann. Alpha
36.58%
Information Ratio
1.36
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 61.28%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 36.58%.
- A high Beta value (2.35) 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 (1.36) 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
60.06%
22.59%
37.47%
Annualized Return
131.17%
25.12%
106.06%
Risk Metrics
Metric
COIN
SPY
Ratio/Diff.
Annualized Volatility
87.12%
19.93%
4.37x
Max Drawdown
55.92%
18.75%
2.98x
Sharpe Ratio
1.47
1.11
0.36
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
2.35
Higher than market
High Volatility
Annualized Alpha
36.58%
Positive Alpha
Good
Information Ratio
1.36
High IR
Excellent
Correlation Coeff.
0.54
Moderately Correlated
Clear Link
R-Squared
28.99%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
305.83%
Outperforms in up markets
Down Capture Ratio
287.86%
Falls more than market