Stock vs. Benchmark Comparison
Data updated: 2025-08-07 11:05 UTC
优步 (UBER)
标普500 (SPY)
📈 Cumulative Return
51.53%
vs Benchmark 19.31%
📊 Volatility (Ann.)
42.2%
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
43.87%
Beta
1.08
Ann. Alpha
34.01%
Information Ratio
1.21
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 30.68%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 34.01%.
- A Beta value (1.08) 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 (1.21) suggests the stock outperformed the benchmark on a risk-adjusted basis.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
UBER
SPY
Excess/Diff.
Total Return
51.53%
19.31%
32.23%
Annualized Return
65.68%
21.81%
43.87%
Risk Metrics
Metric
UBER
SPY
Ratio/Diff.
Annualized Volatility
42.17%
20.17%
2.09x
Max Drawdown
30.59%
18.75%
1.63x
Sharpe Ratio
1.49
0.93
0.55
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.08
Similar to market
Medium Volatility
Annualized Alpha
34.01%
Positive Alpha
Good
Information Ratio
1.21
High IR
Excellent
Correlation Coeff.
0.51
Moderately Correlated
Clear Link
R-Squared
26.52%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
113.47%
Outperforms in up markets
Down Capture Ratio
81.65%
Falls less than market