Stock vs. Benchmark Comparison
Data updated: 2025-09-26 18:58 UTC
Etsy (ETSY)
标普500 (SPY)
📈 Cumulative Return
15.59%
vs Benchmark 16.58%
📊 Volatility (Ann.)
46.6%
Benchmark 19.4%
⚠️ Alert: Stock volatility exceeds benchmark by over 15%. Monitor risk.
*
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
10.05%
Beta
0.83
Ann. Alpha
11.77%
Information Ratio
0.23
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 8.09%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 11.77%.
- A low Beta value (0.83) indicates the stock's volatility is lower than the market average.
- 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
ETSY
SPY
Excess/Diff.
Total Return
15.59%
16.58%
-0.99%
Annualized Return
28.90%
18.85%
10.05%
Risk Metrics
Metric
ETSY
SPY
Ratio/Diff.
Annualized Volatility
46.63%
19.45%
2.40x
Max Drawdown
33.78%
18.76%
1.80x
Sharpe Ratio
0.56
0.81
-0.26
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
0.83
Lower than market
Low Volatility
Annualized Alpha
11.77%
Positive Alpha
Good
Information Ratio
0.23
Moderate IR
Fair
Correlation Coeff.
0.34
Low Correlation
Weak Link
R-Squared
11.87%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
96.84%
Captures part of up moves
Down Capture Ratio
86.50%
Falls less than market