Stock vs. Benchmark Comparison
Data updated: 2025-06-23 21:42 UTC
Lucid (LCID)
标普500 (SPY)
📈 Cumulative Return
-14.79%
vs Benchmark 9.73%
📊 Volatility (Ann.)
78.1%
Benchmark 20.5%
⚠️ 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
2.99%
Beta
1.34
Ann. Alpha
-1.21%
Information Ratio
0.04
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 2.62%.
- The stock showed negative stock selection ability, with an annualized Alpha of -1.21%.
- A high Beta value (1.34) 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
-14.79%
9.73%
-24.51%
Annualized Return
15.05%
12.06%
2.99%
Risk Metrics
Metric
LCID
SPY
Ratio/Diff.
Annualized Volatility
78.14%
20.49%
3.81x
Max Drawdown
52.82%
18.76%
2.82x
Sharpe Ratio
0.15
0.44
-0.29
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.34
Higher than market
High Volatility
Annualized Alpha
-1.21%
Negative Alpha
Poor
Information Ratio
0.04
Moderate IR
Fair
Correlation Coeff.
0.35
Low Correlation
Weak Link
R-Squared
12.31%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
156.87%
Outperforms in up markets
Down Capture Ratio
160.89%
Falls more than market