Briefly, but step by step explain who performed better, Erica or Gene? $($Show your work.$)$

Last year, Erica made an average return of $6\mathrm{.}5\%$ while facing a $4\%$ return volatility $($return standard deviation$).$ During that same period, Gene made an $8\mathrm{.}2\%$ average return while facing a $6\%$ return volatility $($return standard deviation$).$ The average market return was $6\mathrm{.}3\%$ and market risk premium was $4\mathrm{.}3\%.$