Given investment horizon of 30 days, NYSE is expected to under-perform the Costco. But the index apears to be less risky and, when comparing its historical volatility, NYSE is 1.23 times less risky than Costco. The index trades about -0.32 of its potential returns per unit of risk. The Costco Wholesale Corporation is currently generating about -0.16 of returns per unit of risk over similar time horizon. If you would invest 8,728 in Costco Wholesale Corporation on April 24, 2012 and sell it today you would lose (397.00) from holding Costco Wholesale Corporation or give up 4.55% of portfolio value over 30 days.
Diversification
Very weak diversification
Overlapping area represents amount of risk that can be diversified away by holding NYSE and Costco Wholesale Corp. in the same portfolio (assuming nothing else is changed)
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