Stock vs. Benchmark Comparison
Data updated: 2025-08-07 11:04 UTC
Roblox (RBLX)
标普500 (SPY)
📈 Cumulative Return
225.59%
vs Benchmark 19.31%
📊 Volatility (Ann.)
48.5%
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
245.05%
Beta
1.09
Ann. Alpha
196.31%
Information Ratio
5.65
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 110.14%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 196.31%.
- A Beta value (1.09) 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 (5.65) suggests the stock outperformed the benchmark on a risk-adjusted basis.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
RBLX
SPY
Excess/Diff.
Total Return
225.59%
19.31%
206.28%
Annualized Return
266.86%
21.81%
245.05%
Risk Metrics
Metric
RBLX
SPY
Ratio/Diff.
Annualized Volatility
48.54%
20.17%
2.41x
Max Drawdown
32.13%
18.75%
1.71x
Sharpe Ratio
5.44
0.93
4.50
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.09
Similar to market
Medium Volatility
Annualized Alpha
196.31%
Positive Alpha
Good
Information Ratio
5.65
High IR
Excellent
Correlation Coeff.
0.45
Low Correlation
Weak Link
R-Squared
20.41%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
152.83%
Outperforms in up markets
Down Capture Ratio
39.60%
Falls less than market