Asset Comparison and Correlation

Considering 30-days investment horizon, Lehman ABS 6.30 GS Cap I 6.30% is expected to under-perform the Cimmco. But the stock apears to be less risky and, when comparing its historical volatility, Lehman ABS 6.30 GS Cap I 6.30% is 19.87 times less risky than Cimmco. The stock trades about -0.19 of its potential returns per unit of risk. The Cimmco Ltd is currently generating about 0.02 of returns per unit of risk over similar time horizon. If you would invest 5,550 in Cimmco Ltd on April 26, 2012 and sell it today you would lose (275.00) from holding Cimmco Ltd or give up 4.95% of portfolio value over 30 days.