Asset Comparison and Correlation

Assuming 30 trading days horizon, SP 500 is expected to generate 1.05 times less return on investment than Vanguard. But when comparing it to its historical volatility, S&P 500 is 1.07 times less risky than Vanguard. It trades about 0.35 of its potential returns per unit of risk. Vanguard Total Stock Market Idx I is currently generating about 0.34 of returns per unit of risk over similar time horizon. If you would invest  3,974  in Vanguard Total Stock Market Idx I on April 24, 2013 and sell it today you would earn a total of  172.00  from holding Vanguard Total Stock Market Idx I or generate 4.33% return on investment over 30 days.