The Brazilian stock market has shown an average annual return of 21.3% from 1968 to 2019, with a high volatility of 67%. This means that investing in Brazilian stocks can be risky due to the fluctuating returns, even though the potential rewards are higher compared to the U.S. market. Investors in Brazil face similar risks and rewards as those in the U.S., but the volatility in Brazil makes it less attractive for heavy investments in stocks.