Stock vs. Benchmark Comparison
Data updated: 2025-09-26 11:45 UTC
Roblox (RBLX)
标普500 (SPY)
📈 Cumulative Return
180.28%
vs Benchmark 16.58%
📊 Volatility (Ann.)
49.1%
Benchmark 19.4%
⚠️ 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
197.60%
Beta
1.04
Ann. Alpha
164.63%
Information Ratio
4.42
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 97.80%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 164.63%.
- A Beta value (1.04) 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 (4.42) 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
180.28%
16.58%
163.70%
Annualized Return
216.45%
18.85%
197.60%
Risk Metrics
Metric
RBLX
SPY
Ratio/Diff.
Annualized Volatility
49.08%
19.45%
2.52x
Max Drawdown
32.13%
18.76%
1.71x
Sharpe Ratio
4.35
0.81
3.53
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.04
Similar to market
Medium Volatility
Annualized Alpha
164.63%
Positive Alpha
Good
Information Ratio
4.42
High IR
Excellent
Correlation Coeff.
0.41
Low Correlation
Weak Link
R-Squared
16.97%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
143.66%
Outperforms in up markets
Down Capture Ratio
35.59%
Falls less than market