欲比較傳統市場與伊斯蘭市場的投資組合優劣，過去常被引用的資產比較法如 : 期望值-變異數、Sharpe Ratio、Jensen’s alpha、Treynor Ratio，由於這些方法對於資產的報酬率必須為常態分配有嚴格的限制，因此用來比較股票、指數等不為常態分配的資產並不恰當，而隨機優勢對於資產的報酬率分配沒有特殊的限制，於是本論文使用隨機優勢與幾乎隨機優勢作為比較基準，拉長投資期間探討兩資產組合，發現隨著投資期間拉長傳統市場投資組合越是明顯優於伊斯蘭市場，但仍未有顯著的差異，為了深究兩市場的差異，再採用ICB 的行業別分析同一產業在兩市場的表現孰優，發現大部分產業都在傳統市場有比較好的表現，除了金融業和消費性服務業，最後再從資料本質去探討造成的原因為何。

In the past we usually apply some methods such as Mean-Variance, Sharpe Ratio, Jensen’s alpha, Treynor Ratio to compare the conventional and Islamic market portfolios. However, these methods have to strictly assume that the return rate follow normal distribution. As a result, these methods might not be appropriate for stock and index comparison, which do not follow normal distribution.
Instead, I apply stochastic dominance and almost stochastic dominance because these methods do not have special limitation of return rate distribution. In this paper, we research long period investment to compare conventional market and Islamic market, finding that conventional market performs very little better in the long investment run. To study the difference between two market, we apply Industry Classification Benchmark to analyze whether the same industry perform better in Islamic market or conventional market. The result is most industries perform better in conventional market, only except for Financial and Consumer Service. In the end, we analyze data to find the reason of these consequence.

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