Asset Comparison and Correlation

Considering 30-days investment horizon, Disney is expected to generate 1.68 times less return on investment than JPMorgan. But when comparing it to its historical volatility, The Walt Disney Company is 1.39 times less risky than JPMorgan. It trades about 0.3 of its potential returns per unit of risk. JPMorgan Chase Co is currently generating about 0.37 of returns per unit of risk over similar time horizon. If you would invest  4,888  in JPMorgan Chase Co on April 25, 2013 and sell it today you would earn a total of  478.00  from holding JPMorgan Chase Co or generate 9.78% return on investment over 30 days.