Asset Comparison and Correlation

Considering 30-days investment horizon, Marathon is expected to generate 7.7 times less return on investment than Syntroleum. But when comparing it to its historical volatility, Marathon Petroleum Corporation is 2.67 times less risky than Syntroleum. It trades about 0.07 of its potential returns per unit of risk. Syntroleum Corp is currently generating about 0.21 of returns per unit of risk over similar time horizon. If you would invest  413.00  in Syntroleum Corp on April 22, 2013 and sell it today you would earn a total of  135.00  from holding Syntroleum Corp or generate 32.69% return on investment over 30 days.