Asset Comparison and Correlation

Considering 30-days investment horizon, JPMorgan is expected to generate 1.31 times less return on investment than Citigroup. But when comparing it to its historical volatility, JPMorgan Chase Co is 1.14 times less risky than Citigroup. It trades about 0.43 of its potential returns per unit of risk. Citigroup Inc is currently generating about 0.49 of returns per unit of risk over similar time horizon. If you would invest  4,646  in Citigroup Inc on April 20, 2013 and sell it today you would earn a total of  499.00  from holding Citigroup Inc or generate 10.74% return on investment over 30 days.