Stock vs. Benchmark Comparison
Data updated: 2025-08-05 13:55 UTC
Visa (V)
标普500 (SPY)
📈 Cumulative Return
32.26%
vs Benchmark 18.07%
📊 Volatility (Ann.)
22.6%
Benchmark 20.2%
*
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
15.29%
Beta
0.73
Ann. Alpha
18.50%
Information Ratio
0.85
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 11.90%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 18.50%.
- A low Beta value (0.73) 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 (0.85) 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
32.26%
18.07%
14.19%
Annualized Return
35.85%
20.56%
15.29%
Risk Metrics
Metric
V
SPY
Ratio/Diff.
Annualized Volatility
22.64%
20.24%
1.12x
Max Drawdown
15.01%
18.75%
0.80x
Sharpe Ratio
1.45
0.87
0.58
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
0.73
Lower than market
Low Volatility
Annualized Alpha
18.50%
Positive Alpha
Good
Information Ratio
0.85
High IR
Excellent
Correlation Coeff.
0.65
Moderately Correlated
Clear Link
R-Squared
42.74%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
75.99%
Captures part of up moves
Down Capture Ratio
57.64%
Falls less than market