Stock vs. Benchmark Comparison
Data updated: 2025-06-21 23:38 UTC
Snap (SNAP)
标普500 (SPY)
📈 Cumulative Return
-49.30%
vs Benchmark 9.73%
📊 Volatility (Ann.)
63.3%
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
-50.01%
Beta
1.80
Ann. Alpha
-49.45%
Information Ratio
-0.93
Key Insights
- During the analysis period, the stock underperformed the benchmark index, with a total excess loss of 58.83%.
- The stock showed negative stock selection ability, with an annualized Alpha of -49.45%.
- A high Beta value (1.80) 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 negative Information Ratio (-0.93) indicates poor risk-adjusted performance compared to the benchmark.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
SNAP
SPY
Excess/Diff.
Total Return
-49.30%
9.73%
-59.03%
Annualized Return
-37.95%
12.06%
-50.01%
Risk Metrics
Metric
SNAP
SPY
Ratio/Diff.
Annualized Volatility
63.26%
20.49%
3.09x
Max Drawdown
57.07%
18.76%
3.04x
Sharpe Ratio
-0.65
0.44
-1.09
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.80
Higher than market
High Volatility
Annualized Alpha
-49.45%
Negative Alpha
Poor
Information Ratio
-0.93
Low IR
Poor
Correlation Coeff.
0.58
Moderately Correlated
Clear Link
R-Squared
33.84%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
129.83%
Outperforms in up markets
Down Capture Ratio
195.09%
Falls more than market