Stock vs. Benchmark Comparison
Data updated: 2025-09-24 02:46 UTC
Coinbase (COIN)
标普500 (SPY)
📈 Cumulative Return
97.31%
vs Benchmark 18.57%
📊 Volatility (Ann.)
85.5%
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
160.38%
Beta
2.31
Ann. Alpha
81.66%
Information Ratio
2.08
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 84.32%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 81.66%.
- A high Beta value (2.31) 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 (2.08) 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
97.31%
18.57%
78.74%
Annualized Return
181.25%
20.88%
160.38%
Risk Metrics
Metric
COIN
SPY
Ratio/Diff.
Annualized Volatility
85.54%
19.43%
4.40x
Max Drawdown
55.92%
18.76%
2.98x
Sharpe Ratio
2.08
0.92
1.16
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
2.31
Higher than market
High Volatility
Annualized Alpha
81.66%
Positive Alpha
Good
Information Ratio
2.08
High IR
Excellent
Correlation Coeff.
0.53
Moderately Correlated
Clear Link
R-Squared
27.58%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
316.28%
Outperforms in up markets
Down Capture Ratio
263.53%
Falls more than market