Stock vs. Benchmark Comparison
Data updated: 2025-08-13 22:05 UTC
Lucid (LCID)
标普500 (SPY)
📈 Cumulative Return
-28.84%
vs Benchmark 22.08%
📊 Volatility (Ann.)
80.4%
Benchmark 19.8%
⚠️ Alert: Stock volatility exceeds benchmark by over 15%. Monitor risk.
*
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
-27.73%
Beta
1.22
Ann. Alpha
-26.02%
Information Ratio
-0.36
Key Insights
- During the analysis period, the stock underperformed the benchmark index, with a total excess loss of 25.09%.
- The stock showed negative stock selection ability, with an annualized Alpha of -26.02%.
- A high Beta value (1.22) 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
-28.84%
22.08%
-50.92%
Annualized Return
-3.16%
24.57%
-27.73%
Risk Metrics
Metric
LCID
SPY
Ratio/Diff.
Annualized Volatility
80.36%
19.83%
4.05x
Max Drawdown
52.82%
18.75%
2.82x
Sharpe Ratio
-0.08
1.09
-1.16
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.22
Higher than market
High Volatility
Annualized Alpha
-26.02%
Negative Alpha
Poor
Information Ratio
-0.36
Moderate IR
Fair
Correlation Coeff.
0.30
Low Correlation
Weak Link
R-Squared
9.13%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
125.14%
Outperforms in up markets
Down Capture Ratio
161.22%
Falls more than market