Stock vs. Benchmark Comparison
Data updated: 2025-06-24 02:49 UTC
Rivian (RIVN)
标普500 (SPY)
📈 Cumulative Return
23.14%
vs Benchmark 9.73%
📊 Volatility (Ann.)
71.3%
Benchmark 20.5%
⚠️ 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
45.44%
Beta
1.33
Ann. Alpha
35.42%
Information Ratio
0.69
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 33.94%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 35.42%.
- A high Beta value (1.33) 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 (0.69) 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
23.14%
9.73%
13.41%
Annualized Return
57.50%
12.06%
45.44%
Risk Metrics
Metric
RIVN
SPY
Ratio/Diff.
Annualized Volatility
71.28%
20.49%
3.48x
Max Drawdown
46.38%
18.76%
2.47x
Sharpe Ratio
0.76
0.44
0.32
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.33
Higher than market
High Volatility
Annualized Alpha
35.42%
Positive Alpha
Good
Information Ratio
0.69
High IR
Excellent
Correlation Coeff.
0.38
Low Correlation
Weak Link
R-Squared
14.57%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
198.22%
Outperforms in up markets
Down Capture Ratio
174.31%
Falls more than market