Asset Comparison and Correlation

Assuming 30 trading days horizon, Industrial is expected to generate 2.1 times less return on investment than Citigroup. But when comparing it to its historical volatility, Industrial and Commercial Bank of China Limited is 1.29 times less risky than Citigroup. It trades about 0.3 of its potential returns per unit of risk. Citigroup Inc is currently generating about 0.49 of returns per unit of risk over similar time horizon. If you would invest  4,515  in Citigroup Inc on April 19, 2013 and sell it today you would earn a total of  630  from holding Citigroup Inc or generate 13.95% return on investment over 30 days.