Asset Comparison and Correlation

Assuming 30 trading days horizon, NIKKEI 225 is expected to generate 2.22 times more return on investment than AEX Amsterda. However, NIKKEI is 2.22 times more volatile than AEX Amsterdam. It trades about 0.52 of its potential returns per unit of risk. AEX Amsterdam is currently generating about 0.55 per unit of risk. If you would invest  1,352,965  in NIKKEI 225 on April 22, 2013 and sell it today you would earn a total of  185,137  from holding NIKKEI 225 or generate 13.68% return on investment over 30 days.