Asset Comparison and Correlation

Assuming 30 trading days horizon, FTSE is expected to generate 4.05 times less return on investment than Greencore. But when comparing it to its historical volatility, FTSE 100 is 5.42 times less risky than Greencore. It trades about 0.76 of its potential returns per unit of risk. Greencore Group plc is currently generating about 0.57 of returns per unit of risk over similar time horizon. If you would invest  10,900  in Greencore Group plc on April 22, 2013 and sell it today you would earn a total of  1,925  from holding Greencore Group plc or generate 17.66% return on investment over 30 days.