Asset Comparison and Correlation
|SGS SA vs Orexo AB|
Assuming 30 trading days horizon, SGS SA is expected to under-perform the Orexo. In addition to that, SGS SA is 1.27 times more volatile than Orexo AB. It trades about -0.24 of its total potential returns per unit of risk. Orexo AB is currently generating about 0.07 per unit of volatility. If you would invest 5,700 in Orexo AB on May 19, 2013 and sell it today you would earn a total of 100.00 from holding Orexo AB or generate 1.75% return on investment over 30 days.
Over the last 30 days SGS SA has generated negative risk-adjusted returns adding no value to investors with long positions.
Match-ups for SGS SA
97% of all equities and portfolios perform better than Orexo AB. Compared with the overall equity markets, risk-adjusted returns on investments in Orexo AB are ranked lower than 3 (%) of all global equities and portfolios over the last 30 days.