Asset Comparison and Correlation

Assuming 30 trading days horizon, SP 500 is expected to generate 1.41 times less return on investment than Nortech. But when comparing it to its historical volatility, S&P 500 is 10.09 times less risky than Nortech. It trades about 0.39 of its potential returns per unit of risk. Nortech Systems Inc is currently generating about 0.05 of returns per unit of risk over similar time horizon. If you would invest  333.00  in Nortech Systems Inc on April 23, 2013 and sell it today you would earn a total of  3.00  from holding Nortech Systems Inc or generate 0.9% return on investment over 30 days.