Stock vs. Benchmark Comparison
Data updated: 2025-05-06 10:28 UTC
Visa (V)
标普500 (SPY)
📈 Cumulative Return
31.25%
vs Benchmark 13.00%
📊 Volatility (Ann.)
21.9%
Benchmark 20.0%
*
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
19.27%
Beta
0.71
Ann. Alpha
21.61%
Information Ratio
1.09
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 15.40%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 21.61%.
- A low Beta value (0.71) indicates the stock's volatility is lower than the market average.
- The stock's risk level is similar to the benchmark index.
- A high Information Ratio (1.09) suggests the stock outperformed the benchmark on a risk-adjusted basis.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
V
SPY
Excess/Diff.
Total Return
31.25%
13.00%
18.25%
Annualized Return
34.59%
15.32%
19.27%
Risk Metrics
Metric
V
SPY
Ratio/Diff.
Annualized Volatility
21.94%
20.05%
1.09x
Max Drawdown
15.01%
18.76%
0.80x
Sharpe Ratio
1.44
0.61
0.83
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
0.71
Lower than market
Low Volatility
Annualized Alpha
21.61%
Positive Alpha
Good
Information Ratio
1.09
High IR
Excellent
Correlation Coeff.
0.65
Moderately Correlated
Clear Link
R-Squared
42.32%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
64.82%
Captures part of up moves
Down Capture Ratio
42.24%
Falls less than market