Stock vs. Benchmark Comparison
Data updated: 2025-10-14 20:48 UTC
Rivian (RIVN)
标普500 (SPY)
📈 Cumulative Return
27.29%
vs Benchmark 16.48%
📊 Volatility (Ann.)
62.2%
Benchmark 19.6%
⚠️ 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
34.92%
Beta
1.15
Ann. Alpha
26.15%
Information Ratio
0.60
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 25.70%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 26.15%.
- A Beta value (1.15) close to 1 indicates the stock's volatility is similar to the market.
- The stock's volatility is significantly higher than the benchmark, indicating higher risk.
- A high Information Ratio (0.60) suggests the stock outperformed the benchmark on a risk-adjusted basis.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
RIVN
SPY
Excess/Diff.
Total Return
27.29%
16.48%
10.81%
Annualized Return
53.70%
18.79%
34.92%
Risk Metrics
Metric
RIVN
SPY
Ratio/Diff.
Annualized Volatility
62.15%
19.62%
3.17x
Max Drawdown
35.66%
18.76%
1.90x
Sharpe Ratio
0.82
0.80
0.01
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.15
Similar to market
Medium Volatility
Annualized Alpha
26.15%
Positive Alpha
Good
Information Ratio
0.60
High IR
Excellent
Correlation Coeff.
0.36
Low Correlation
Weak Link
R-Squared
13.15%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
138.60%
Outperforms in up markets
Down Capture Ratio
115.99%
Falls more than market