Stock vs. Benchmark Comparison
Data updated: 2025-05-06 14:05 UTC
嘉年华邮轮 (CCL)
标普500 (SPY)
📈 Cumulative Return
35.27%
vs Benchmark 13.00%
📊 Volatility (Ann.)
49.9%
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
37.85%
Beta
1.65
Ann. Alpha
21.14%
Information Ratio
0.96
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 28.31%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 21.14%.
- A high Beta value (1.65) 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 (0.96) suggests the stock outperformed the benchmark on a risk-adjusted basis.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
CCL
SPY
Excess/Diff.
Total Return
35.27%
13.00%
22.27%
Annualized Return
53.17%
15.32%
37.85%
Risk Metrics
Metric
CCL
SPY
Ratio/Diff.
Annualized Volatility
49.87%
20.05%
2.49x
Max Drawdown
42.33%
18.76%
2.26x
Sharpe Ratio
1.01
0.61
0.39
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.65
Higher than market
High Volatility
Annualized Alpha
21.14%
Positive Alpha
Good
Information Ratio
0.96
High IR
Excellent
Correlation Coeff.
0.66
Moderately Correlated
Clear Link
R-Squared
43.88%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
177.10%
Outperforms in up markets
Down Capture Ratio
157.89%
Falls more than market