Asset Comparison and Correlation

Assuming 30 trading days horizon, SP 500 is expected to generate 2.05 times less return on investment than TRW Automoti. But when comparing it to its historical volatility, S&P 500 is 2.82 times less risky than TRW Automoti. It trades about 0.39 of its potential returns per unit of risk. TRW Automotive Holdings Corp is currently generating about 0.28 of returns per unit of risk over similar time horizon. If you would invest  5,635  in TRW Automotive Holdings Corp on April 23, 2013 and sell it today you would earn a total of  519  from holding TRW Automotive Holdings Corp or generate 9.21% return on investment over 30 days.