Asset Comparison and Correlation

Assuming 30 trading days horizon, SP 500 is expected to generate 1.95 times less return on investment than Citigroup. But when comparing it to its historical volatility, S&P 500 is 2.23 times less risky than Citigroup. It trades about 0.39 of its potential returns per unit of risk. Citigroup Inc is currently generating about 0.34 of returns per unit of risk over similar time horizon. If you would invest  4,712  in Citigroup Inc on April 23, 2013 and sell it today you would earn a total of  388.00  from holding Citigroup Inc or generate 8.23% return on investment over 30 days.