Stock vs. Benchmark Comparison
Data updated: 2025-10-01 15:54 UTC
谷歌 (GOOGL)
标普500 (SPY)
📈 Cumulative Return
48.93%
vs Benchmark 17.99%
📊 Volatility (Ann.)
32.1%
Benchmark 19.5%
⚠️ 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
36.70%
Beta
1.00
Ann. Alpha
30.42%
Information Ratio
1.44
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 26.56%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 30.42%.
- A Beta value (1.00) close to 1 indicates the stock's volatility is similar to the market.
- The stock's volatility is significantly higher than the benchmark, indicating higher risk.
- A high Information Ratio (1.44) suggests the stock outperformed the benchmark on a risk-adjusted basis.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
GOOGL
SPY
Excess/Diff.
Total Return
48.93%
17.99%
30.94%
Annualized Return
56.98%
20.29%
36.70%
Risk Metrics
Metric
GOOGL
SPY
Ratio/Diff.
Annualized Volatility
32.13%
19.45%
1.65x
Max Drawdown
29.80%
18.76%
1.59x
Sharpe Ratio
1.68
0.89
0.79
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.00
Similar to market
Medium Volatility
Annualized Alpha
30.42%
Positive Alpha
Good
Information Ratio
1.44
High IR
Excellent
Correlation Coeff.
0.61
Moderately Correlated
Clear Link
R-Squared
36.99%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
121.84%
Outperforms in up markets
Down Capture Ratio
94.74%
Falls less than market