Asset Comparison and Correlation

Considering 30-days investment horizon, Exxon is expected to generate 2.13 times less return on investment than JPMorgan. But when comparing it to its historical volatility, Exxon Mobil Corporation is 1.27 times less risky than JPMorgan. It trades about 0.25 of its potential returns per unit of risk. JPMorgan Chase Co is currently generating about 0.42 of returns per unit of risk over similar time horizon. If you would invest  4,735  in JPMorgan Chase Co on April 19, 2013 and sell it today you would earn a total of  495.00  from holding JPMorgan Chase Co or generate 10.45% return on investment over 30 days.