Stock vs. Benchmark Comparison
Data updated: 2025-06-21 17:42 UTC
优步 (UBER)
标普500 (SPY)
📈 Cumulative Return
19.12%
vs Benchmark 9.73%
📊 Volatility (Ann.)
43.2%
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
18.66%
Beta
1.08
Ann. Alpha
15.63%
Information Ratio
0.50
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 15.35%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 15.63%.
- 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 (0.50) 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
19.12%
9.73%
9.40%
Annualized Return
30.72%
12.06%
18.66%
Risk Metrics
Metric
UBER
SPY
Ratio/Diff.
Annualized Volatility
43.18%
20.49%
2.11x
Max Drawdown
30.59%
18.76%
1.63x
Sharpe Ratio
0.64
0.44
0.20
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
1.08
Similar to market
Medium Volatility
Annualized Alpha
15.63%
Positive Alpha
Good
Information Ratio
0.50
High IR
Excellent
Correlation Coeff.
0.51
Moderately Correlated
Clear Link
R-Squared
26.14%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
100.68%
Outperforms in up markets
Down Capture Ratio
84.65%
Falls less than market