Asset Comparison and Correlation

Allowing for 30-days total investment horizon, Southern Company is expected to under-perform the Great. But the stock apears to be less risky and, when comparing its historical volatility, Southern Company is 1.42 times less risky than Great. The stock trades about -0.32 of its potential returns per unit of risk. The Great Plains Energy Incorporated is currently generating about -0.02 of returns per unit of risk over similar time horizon. If you would invest  2,379  in Great Plains Energy Incorporated on April 24, 2013 and sell it today you would lose (21.00) from holding Great Plains Energy Incorporated or give up 0.88% of portfolio value over 30 days.