Asset Comparison and Correlation

Considering 30-days investment horizon, Jacobs is expected to generate 1.86 times less return on investment than CACI. But when comparing it to its historical volatility, Jacobs Engineering Group Inc is 1.15 times less risky than CACI. It trades about 0.18 of its potential returns per unit of risk. CACI International Inc is currently generating about 0.29 of returns per unit of risk over similar time horizon. If you would invest  5,698  in CACI International Inc on April 24, 2013 and sell it today you would earn a total of  667  from holding CACI International Inc or generate 11.71% return on investment over 30 days.