Stock vs. Benchmark Comparison
Data updated: 2025-08-09 07:30 UTC
联合健康 (UNH)
标普500 (SPY)
📈 Cumulative Return
-56.14%
vs Benchmark 22.59%
📊 Volatility (Ann.)
45.7%
Benchmark 19.9%
⚠️ 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
-76.23%
Beta
0.24
Ann. Alpha
-53.66%
Information Ratio
-1.59
Key Insights
- During the analysis period, the stock underperformed the benchmark index, with a total excess loss of 93.51%.
- The stock showed negative stock selection ability, with an annualized Alpha of -53.66%.
- A low Beta value (0.24) indicates the stock's volatility is lower than the market average.
- The stock's volatility is significantly higher than the benchmark, indicating higher risk.
- A negative Information Ratio (-1.59) indicates poor risk-adjusted performance compared to the benchmark.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
UNH
SPY
Excess/Diff.
Total Return
-56.14%
22.59%
-78.73%
Annualized Return
-51.11%
25.12%
-76.23%
Risk Metrics
Metric
UNH
SPY
Ratio/Diff.
Annualized Volatility
45.69%
19.93%
2.29x
Max Drawdown
61.39%
18.75%
3.27x
Sharpe Ratio
-1.18
1.11
-2.29
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
0.24
Lower than market
Low Volatility
Annualized Alpha
-53.66%
Negative Alpha
Poor
Information Ratio
-1.59
Low IR
Poor
Correlation Coeff.
0.10
Weakly Correlated
Weak Link
R-Squared
1.08%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
-24.37%
Moves opposite in up markets
Down Capture Ratio
52.72%
Falls less than market