Stock vs. Benchmark Comparison
Data updated: 2025-10-14 13:26 UTC
嘉年华邮轮 (CCL)
标普500 (SPY)
📈 Cumulative Return
37.76%
vs Benchmark 16.48%
📊 Volatility (Ann.)
46.1%
Benchmark 19.6%
⚠️ 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
34.42%
Beta
1.73
Ann. Alpha
13.72%
Information Ratio
1.00
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 25.37%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 13.72%.
- A high Beta value (1.73) 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 (1.00) 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
37.76%
16.48%
21.28%
Annualized Return
53.20%
18.79%
34.42%
Risk Metrics
Metric
CCL
SPY
Ratio/Diff.
Annualized Volatility
46.11%
19.62%
2.35x
Max Drawdown
42.33%
18.76%
2.26x
Sharpe Ratio
1.09
0.80
0.28
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.73
Higher than market
High Volatility
Annualized Alpha
13.72%
Positive Alpha
Good
Information Ratio
1.00
High IR
Excellent
Correlation Coeff.
0.74
Moderately Correlated
Clear Link
R-Squared
54.35%
Moderate Explanatory Power
Mostly Market Driven
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
174.14%
Outperforms in up markets
Down Capture Ratio
159.14%
Falls more than market