One of the better ways to compare investments is taking a sample money amount, in our case $10000, and see how this amount would if invested in different investment opportunities, at different time frames as well, which is very well, because time, or timing, is very important.

This sample table is from Simon Maierhofer's article, "Should You Buy on Dips or Sell Into Rallies?" Please note the sorry consequences of investing during a stock market boom in the second last row (i.e. line 4).

$10,000 invested in the S&P 500 (SNP: ^GSPC) 10 years ago would be worth $7,774 today.
$10,000 invested in the S&P 500 at its 2000 high would be worth $6,974 today.
$10,000 invested in the S&P 500 at its 2002 low would be worth $13,724 today.
* $10,000 invested in the S&P 500 at its 2007 peak would be worth $6,805 today.
$10,000 invested in the S&P 500 at its 2009 low would be worth $15,754 today.

Also read this Bighow Guide:
How to Become Rich Part3: The Power of Compounding