Asset Comparison and Correlation

Given investment horizon of 30 days, Delcath Systems Inc. is expected to under-perform the Generex. But the stock apears to be less risky and, when comparing its historical volatility, Delcath Systems Inc. is 1.05 times less risky than Generex. The stock trades about -0.17 of its potential returns per unit of risk. The Generex Biotechnology Corporation is currently generating about -0.07 of returns per unit of risk over similar time horizon. If you would invest 11.00 in Generex Biotechnology Corporation on April 25, 2012 and sell it today you would lose (1.00) from holding Generex Biotechnology Corporation or give up 9.09% of portfolio value over 30 days.