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E-Mini Nasdaq 100 Futures (NQ=F) Sharpe Ratio

Futures · Currency in USD · Last updated Jun 24, 2026

E-mini Nasdaq-100 futures (NQ) are cash-settled futures contracts traded on the CME Globex platform, representing $20 times the value of the Nasdaq-100 Index. They provide leveraged exposure to the 100 largest non-financial companies listed on the Nasdaq exchange and are among the most actively traded equity index futures, used for speculation, hedging, and around-the-clock access to U.S. large-cap technology market exposure.

Sharpe ratio is not yet available for NQ=F. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar futures

The table compares NQ=F's Sharpe Ratio with other similar investments across multiple time periods.

Data shows available time periods plus all-time averages, as of Jun 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
ES=FE-mini S&P 500 Futures—
HG=FCopper—
PL=FPlatinum—
PA=FPalladium—
SI=FSilver Futures—
BZ=FBrent Crude Oil Last Day Financial Futures—
CL=FCrude Oil WTI—
GC=FGold Futures—
NQ=FE-Mini Nasdaq 100 Futures—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows NQ=F's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when NQ=F consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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