Stock vs. Benchmark Comparison
Data updated: 2025-06-21 22:47 UTC
Robinhood (HOOD)
标普500 (SPY)
📈 Cumulative Return
259.10%
vs Benchmark 9.73%
📊 Volatility (Ann.)
74.7%
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
363.39%
Beta
2.58
Ann. Alpha
254.85%
Information Ratio
5.87
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 144.43%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 254.85%.
- A high Beta value (2.58) 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 (5.87) 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
259.10%
9.73%
249.38%
Annualized Return
375.46%
12.06%
363.39%
Risk Metrics
Metric
HOOD
SPY
Ratio/Diff.
Annualized Volatility
74.66%
20.49%
3.64x
Max Drawdown
47.66%
18.76%
2.54x
Sharpe Ratio
4.99
0.44
4.55
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
2.58
Higher than market
High Volatility
Annualized Alpha
254.85%
Positive Alpha
Good
Information Ratio
5.87
High IR
Excellent
Correlation Coeff.
0.71
Moderately Correlated
Clear Link
R-Squared
50.23%
Moderate Explanatory Power
Mostly Market Driven
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
334.05%
Outperforms in up markets
Down Capture Ratio
210.39%
Falls more than market