Stock vs. Benchmark Comparison
Data updated: 2025-09-24 07:12 UTC
英特尔 (INTC)
标普500 (SPY)
📈 Cumulative Return
34.34%
vs Benchmark 18.13%
📊 Volatility (Ann.)
61.6%
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
40.86%
Beta
1.53
Ann. Alpha
21.39%
Information Ratio
0.74
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 29.13%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 21.39%.
- A high Beta value (1.53) 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 (0.74) suggests the stock outperformed the benchmark on a risk-adjusted basis.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
INTC
SPY
Excess/Diff.
Total Return
34.34%
18.13%
16.21%
Annualized Return
61.28%
20.43%
40.86%
Risk Metrics
Metric
INTC
SPY
Ratio/Diff.
Annualized Volatility
61.56%
19.44%
3.17x
Max Drawdown
33.81%
18.76%
1.80x
Sharpe Ratio
0.95
0.90
0.05
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.53
Higher than market
High Volatility
Annualized Alpha
21.39%
Positive Alpha
Good
Information Ratio
0.74
High IR
Excellent
Correlation Coeff.
0.48
Low Correlation
Weak Link
R-Squared
23.35%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
170.55%
Outperforms in up markets
Down Capture Ratio
151.14%
Falls more than market