Asset Comparison and Correlation

Assuming 30 trading days horizon, SP 500 is expected to generate 2.55 times less return on investment than Employers. But when comparing it to its historical volatility, S&P 500 is 2.91 times less risky than Employers. It trades about 0.35 of its potential returns per unit of risk. Employers Holdings Inc is currently generating about 0.31 of returns per unit of risk over similar time horizon. If you would invest  2,249  in Employers Holdings Inc on April 24, 2013 and sell it today you would earn a total of  236.00  from holding Employers Holdings Inc or generate 10.49% return on investment over 30 days.