Considering 30-days investment horizon, Vector Group Ltd. is expected to under-perform the Philip. But the stock apears to be less risky and, when comparing its historical volatility, Vector Group Ltd. is 1.49 times less risky than Philip. The stock trades about -0.32 of its potential returns per unit of risk. The Philip Morris International Inc. is currently generating about -0.18 of returns per unit of risk over similar time horizon. If you would invest 8,981 in Philip Morris International Inc. on April 26, 2012 and sell it today you would lose (443.00) from holding Philip Morris International Inc. or give up 4.93% of portfolio value over 30 days.
Diversification
Very weak diversification
Overlapping area represents amount of risk that can be diversified away by holding Vector Group Ltd. and Philip Morris International In in the same portfolio (assuming nothing else is changed)
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