Each sector plotted by total return against volatility, so both can be read at once. Sectors toward the upper left delivered more return with less variation over the period selected; those to the lower right varied more for less. A return-to-volatility ratio expresses the same relationship as a single number for each sector.
Upper-left — higher return, lower volatility. These sectors historically delivered more return per unit of volatility.
Lower-right — lower return, higher volatility. These sectors historically delivered lower returns relative to their level of volatility.
The return-to-volatility ratio in the summary cards expresses return per unit of volatility. A higher figure means more return was delivered for the same amount of variation.
Sectors on the left of the chart varied less over the period; those on the right varied more, independently of what they returned.
Worth noting: Higher returns have historically come with higher volatility. This chart shows how much return accompanied each level of volatility over the selected period.