Stock vs. Benchmark Comparison
Data updated: 2025-06-23 11:42 UTC
联合健康 (UNH)
标普500 (SPY)
📈 Cumulative Return
-36.03%
vs Benchmark 9.73%
📊 Volatility (Ann.)
44.5%
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
-41.09%
Beta
0.19
Ann. Alpha
-30.52%
Information Ratio
-0.87
Key Insights
- During the analysis period, the stock underperformed the benchmark index, with a total excess loss of 45.47%.
- The stock showed negative stock selection ability, with an annualized Alpha of -30.52%.
- A low Beta value (0.19) 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 (-0.87) indicates poor risk-adjusted performance compared to the benchmark.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
UNH
SPY
Excess/Diff.
Total Return
-36.03%
9.73%
-45.76%
Annualized Return
-29.02%
12.06%
-41.09%
Risk Metrics
Metric
UNH
SPY
Ratio/Diff.
Annualized Volatility
44.46%
20.49%
2.17x
Max Drawdown
55.76%
18.76%
2.97x
Sharpe Ratio
-0.72
0.44
-1.16
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
0.19
Lower than market
Low Volatility
Annualized Alpha
-30.52%
Negative Alpha
Poor
Information Ratio
-0.87
Low IR
Poor
Correlation Coeff.
0.09
Weakly Correlated
Weak Link
R-Squared
0.74%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
-11.05%
Moves opposite in up markets
Down Capture Ratio
23.43%
Falls less than market