Asset Comparison and Correlation

Assuming 30 trading days horizon, SP 500 is expected to generate 1.58 times less return on investment than MOL Magyar. But when comparing it to its historical volatility, S&P 500 is 5.64 times less risky than MOL Magyar. It trades about 0.6 of its potential returns per unit of risk. MOL Magyar Olaj es Gazipari Nyilvanosan Mukodo Reszvenytarsasag is currently generating about 0.17 of returns per unit of risk over similar time horizon. If you would invest  3,628  in MOL Magyar Olaj es Gazipari Nyilvanosan Mukodo Reszvenytarsasag on April 19, 2013 and sell it today you would earn a total of  12.00  from holding MOL Magyar Olaj es Gazipari Nyilvanosan Mukodo Reszvenytarsasag or generate 0.33% return on investment over 30 days.