Stock vs. Benchmark Comparison
Data updated: 2025-08-13 23:43 UTC
Rivian (RIVN)
标普500 (SPY)
📈 Cumulative Return
-14.19%
vs Benchmark 22.08%
📊 Volatility (Ann.)
63.9%
Benchmark 19.8%
⚠️ 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
-19.89%
Beta
1.22
Ann. Alpha
-19.94%
Information Ratio
-0.34
Key Insights
- During the analysis period, the stock underperformed the benchmark index, with a total excess loss of 17.34%.
- The stock showed negative stock selection ability, with an annualized Alpha of -19.94%.
- 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
RIVN
SPY
Excess/Diff.
Total Return
-14.19%
22.08%
-36.28%
Annualized Return
4.68%
24.57%
-19.89%
Risk Metrics
Metric
RIVN
SPY
Ratio/Diff.
Annualized Volatility
63.92%
19.83%
3.22x
Max Drawdown
35.66%
18.75%
1.90x
Sharpe Ratio
0.03
1.09
-1.06
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.22
Higher than market
High Volatility
Annualized Alpha
-19.94%
Negative Alpha
Poor
Information Ratio
-0.34
Moderate IR
Fair
Correlation Coeff.
0.38
Low Correlation
Weak Link
R-Squared
14.31%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
134.00%
Outperforms in up markets
Down Capture Ratio
163.22%
Falls more than market