Stock vs. Benchmark Comparison
Data updated: 2025-08-06 10:22 UTC
英特尔 (INTC)
标普500 (SPY)
📈 Cumulative Return
-5.39%
vs Benchmark 19.31%
📊 Volatility (Ann.)
59.1%
Benchmark 20.2%
⚠️ 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
-9.64%
Beta
1.63
Ann. Alpha
-18.61%
Information Ratio
-0.19
Key Insights
- During the analysis period, the stock underperformed the benchmark index, with a total excess loss of 8.21%.
- The stock showed negative stock selection ability, with an annualized Alpha of -18.61%.
- A high Beta value (1.63) 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.
- 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
INTC
SPY
Excess/Diff.
Total Return
-5.39%
19.31%
-24.70%
Annualized Return
12.17%
21.81%
-9.64%
Risk Metrics
Metric
INTC
SPY
Ratio/Diff.
Annualized Volatility
59.13%
20.17%
2.93x
Max Drawdown
33.81%
18.75%
1.80x
Sharpe Ratio
0.16
0.93
-0.78
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.63
Higher than market
High Volatility
Annualized Alpha
-18.61%
Negative Alpha
Poor
Information Ratio
-0.19
Moderate IR
Fair
Correlation Coeff.
0.55
Moderately Correlated
Clear Link
R-Squared
30.71%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
157.54%
Outperforms in up markets
Down Capture Ratio
179.70%
Falls more than market