Asset Comparison and Correlation

Considering 30-days investment horizon, General Elec Cap Corp Preferred is expected to generate 0.36 times more return on investment than Eni SPA. However, General Elec Cap Corp Preferred is 2.78 times less risky than Eni SPA. It trades about 0.02 of its potential returns per unit of risk. Eni SpA is currently generating about -0.37 per unit of risk. If you would invest 2,563 in General Elec Cap Corp Preferred on April 26, 2012 and sell it today you would lose (1.00) from holding General Elec Cap Corp Preferred or give up 0.04% of portfolio value over 30 days.