Stock vs. Benchmark Comparison
Data updated: 2025-09-24 09:03 UTC
Visa (V)
标普500 (SPY)
📈 Cumulative Return
19.78%
vs Benchmark 18.13%
📊 Volatility (Ann.)
22.8%
Benchmark 19.4%
⚠️ 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
2.60%
Beta
0.78
Ann. Alpha
6.51%
Information Ratio
0.15
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 2.13%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 6.51%.
- A low Beta value (0.78) indicates the stock's volatility is lower than the market average.
- The stock's risk level is similar to the benchmark index.
- An Information Ratio near zero suggests the stock's risk-adjusted performance is comparable to the benchmark.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
V
SPY
Excess/Diff.
Total Return
19.78%
18.13%
1.64%
Annualized Return
23.03%
20.43%
2.60%
Risk Metrics
Metric
V
SPY
Ratio/Diff.
Annualized Volatility
22.84%
19.44%
1.18x
Max Drawdown
15.01%
18.76%
0.80x
Sharpe Ratio
0.88
0.90
-0.02
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
0.78
Lower than market
Low Volatility
Annualized Alpha
6.51%
Positive Alpha
Good
Information Ratio
0.15
Moderate IR
Fair
Correlation Coeff.
0.66
Moderately Correlated
Clear Link
R-Squared
43.59%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
76.43%
Captures part of up moves
Down Capture Ratio
68.58%
Falls less than market