Asset Comparison and Correlation

Assuming 30 trading days horizon, Seoul is expected to generate 1.95 times less return on investment than SK Innovati. But when comparing it to its historical volatility, Seoul Comp is 2.42 times less risky than SK Innovati. It trades about 0.27 of its potential returns per unit of risk. SK Innovation is currently generating about 0.22 of returns per unit of risk over similar time horizon. If you would invest  14,550,000  in SK Innovation on April 23, 2013 and sell it today you would earn a total of  800,000  from holding SK Innovation or generate 5.5% return on investment over 30 days.