Stock vs. Benchmark Comparison
Data updated: 2025-06-24 01:10 UTC
Coinbase (COIN)
标普500 (SPY)
📈 Cumulative Return
30.70%
vs Benchmark 9.73%
📊 Volatility (Ann.)
87.0%
Benchmark 20.5%
⚠️ 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
76.00%
Beta
2.28
Ann. Alpha
45.15%
Information Ratio
0.98
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 51.64%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 45.15%.
- A high Beta value (2.28) 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 (0.98) 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
30.70%
9.73%
20.97%
Annualized Return
88.06%
12.06%
76.00%
Risk Metrics
Metric
COIN
SPY
Ratio/Diff.
Annualized Volatility
86.97%
20.49%
4.25x
Max Drawdown
55.92%
18.76%
2.98x
Sharpe Ratio
0.98
0.44
0.54
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
2.28
Higher than market
High Volatility
Annualized Alpha
45.15%
Positive Alpha
Good
Information Ratio
0.98
High IR
Excellent
Correlation Coeff.
0.54
Moderately Correlated
Clear Link
R-Squared
28.80%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
303.54%
Outperforms in up markets
Down Capture Ratio
273.59%
Falls more than market