Asset Comparison and Correlation

Given investment horizon of 30 days, Itron is expected to generate 1.33 times less return on investment than Robert. But when comparing it to its historical volatility, Itron Inc is 1.12 times less risky than Robert. It trades about 0.01 of its potential returns per unit of risk. Robert Half International Inc is currently generating about 0.01 of returns per unit of risk over similar time horizon. If you would invest  3,654  in Robert Half International Inc on April 19, 2013 and sell it today you would lose (44.00) from holding Robert Half International Inc or give up 1.2% of portfolio value over 30 days.