Stock vs. Benchmark Comparison
Data updated: 2025-08-06 13:40 UTC
Robinhood (HOOD)
标普500 (SPY)
📈 Cumulative Return
489.82%
vs Benchmark 19.31%
📊 Volatility (Ann.)
75.0%
Benchmark 20.2%
⚠️ 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
661.18%
Beta
2.60
Ann. Alpha
370.52%
Information Ratio
10.57
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 186.16%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 370.52%.
- A high Beta value (2.60) 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 (10.57) suggests the stock outperformed the benchmark on a risk-adjusted basis.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
HOOD
SPY
Excess/Diff.
Total Return
489.82%
19.31%
470.51%
Annualized Return
682.98%
21.81%
661.18%
Risk Metrics
Metric
HOOD
SPY
Ratio/Diff.
Annualized Volatility
74.95%
20.17%
3.72x
Max Drawdown
47.66%
18.75%
2.54x
Sharpe Ratio
9.07
0.93
8.14
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
2.60
Higher than market
High Volatility
Annualized Alpha
370.52%
Positive Alpha
Good
Information Ratio
10.57
High IR
Excellent
Correlation Coeff.
0.70
Moderately Correlated
Clear Link
R-Squared
48.90%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
351.54%
Outperforms in up markets
Down Capture Ratio
196.36%
Falls more than market