Asset Comparison and Correlation

Allowing for 30-days total investment horizon, DeVry Inc. is expected to under-perform the Capella. But the stock apears to be less risky and, when comparing its historical volatility, DeVry Inc. is 1.89 times less risky than Capella. The stock trades about -0.55 of its potential returns per unit of risk. The Capella Education is currently generating about -0.02 of returns per unit of risk over similar time horizon. If you would invest 3,298 in Capella Education on April 26, 2012 and sell it today you would lose (171.00) from holding Capella Education or give up 5.18% of portfolio value over 30 days.