Stock vs. Benchmark Comparison
Data updated: 2025-05-06 12:45 UTC
Lucid (LCID)
标普500 (SPY)
📈 Cumulative Return
-15.11%
vs Benchmark 13.00%
📊 Volatility (Ann.)
78.4%
Benchmark 20.0%
⚠️ 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
-0.43%
Beta
1.30
Ann. Alpha
-4.60%
Information Ratio
-0.01
Key Insights
- During the analysis period, the stock underperformed the benchmark index, with a total excess loss of 0.37%.
- The stock showed negative stock selection ability, with an annualized Alpha of -4.60%.
- A high Beta value (1.30) 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
LCID
SPY
Excess/Diff.
Total Return
-15.11%
13.00%
-28.11%
Annualized Return
14.89%
15.32%
-0.43%
Risk Metrics
Metric
LCID
SPY
Ratio/Diff.
Annualized Volatility
78.37%
20.05%
3.91x
Max Drawdown
52.82%
18.76%
2.82x
Sharpe Ratio
0.15
0.61
-0.46
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.30
Higher than market
High Volatility
Annualized Alpha
-4.60%
Negative Alpha
Poor
Information Ratio
-0.01
Moderate IR
Fair
Correlation Coeff.
0.33
Low Correlation
Weak Link
R-Squared
11.13%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
157.68%
Outperforms in up markets
Down Capture Ratio
167.16%
Falls more than market