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Performance
NQ=F Performance Chart
E-Mini Nasdaq 100 Futures (NQ=F) is up 19.8% since the beginning of the year. NQ=F is currently trading at $30,495 per share. Investors who bought $1,000 worth of NQ=F shares 5 years ago would now be looking at an investment worth $2,215.
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Returns By Period
E-Mini Nasdaq 100 Futures (NQ=F) has returned 19.79% so far this year and 40.49% over the past 12 months. Looking at the last ten years, NQ=F has achieved an annualized return of 21.06%, outperforming the S&P 500 Index benchmark, which averaged 13.66% per year.
E-Mini Nasdaq 100 Futures
- 1D
- -0.71%
- 1M
- 9.79%
- YTD
- 19.79%
- 6M
- 18.85%
- 1Y
- 40.49%
- 3Y*
- 27.90%
- 5Y*
- 17.24%
- 10Y*
- 21.06%
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
NQ=F Monthly Returns History
Based on dividend-adjusted daily data since Apr 24, 2009, NQ=F's average daily return is +0.08%, while the average monthly return is +1.63%. At this rate, an investment would double in approximately 3.6 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +15.4%, while the worst month was Apr 2022 at -13.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, NQ=F closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +11.9%, while the worst single day was Mar 16, 2020 at -10.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.84% | -2.59% | -4.36% | 15.39% | 10.18% | 0.30% | 19.79% | ||||||
| 2025 | 1.71% | -3.10% | -7.07% | 1.13% | 8.74% | 7.09% | 2.06% | 0.41% | 6.14% | 4.43% | -2.01% | -0.10% | 19.93% |
| 2024 | 1.29% | 4.87% | 2.17% | -4.89% | 5.80% | 7.19% | -2.12% | 0.60% | 3.25% | -1.18% | 4.85% | 1.11% | 24.69% |
| 2023 | 10.25% | -0.66% | 10.18% | 0.14% | 7.36% | 7.25% | 3.39% | -2.01% | -4.32% | -2.53% | 10.32% | 6.49% | 54.45% |
| 2022 | -8.67% | -4.54% | 4.50% | -13.56% | -1.60% | -8.83% | 12.51% | -5.29% | -10.17% | 3.73% | 5.20% | -8.47% | -32.46% |
| 2021 | 0.20% | 0.00% | 1.38% | 5.81% | -1.18% | 6.30% | 2.80% | 4.19% | -5.78% | 7.87% | 1.97% | 1.05% | 26.66% |
Benchmark Metrics
E-Mini Nasdaq 100 Futures has an annualized alpha of 5.01%, beta of 1.08, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since April 27, 2009.
- This asset captured 126.39% of S&P 500 Index gains and 100.67% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This asset generated an annualized alpha of 5.01% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.08 and R2 of 0.84, this asset moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 5.01%
- Beta
- 1.08
- R²
- 0.84
- Upside Capture
- 126.39%
- Downside Capture
- 100.67%
Return for Risk
Risk / Return Rank
NQ=F ranks 96 for risk / return — in the top 96% of futures on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for E-Mini Nasdaq 100 Futures (NQ=F) and compare them to S&P 500 Index.
| NQ=F | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.49 | 2.24 | +0.25 |
Sortino ratioReturn per unit of downside risk | 3.32 | 3.07 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.41 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 3.27 | 2.93 | +0.34 |
Martin ratioReturn relative to average drawdown | 11.92 | 13.52 | -1.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the E-Mini Nasdaq 100 Futures. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the E-Mini Nasdaq 100 Futures was 35.28%, occurring on Nov 3, 2022. Recovery took 275 trading sessions.
The current E-Mini Nasdaq 100 Futures drawdown is 0.71%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -35.28%Nov 2022 | 11mo 16d | 1y 1mo | 2y 20dNov 2021 - Dec 2023 |
COVID crash2020 | -28.40%Mar 2020 | 29d | 2mo 17d | 3mo 16dFeb 2020 - Jun 2020 |
Rate-hike selloffLate 2018 | -23.24%Dec 2018 | 2mo 23d | 3mo 23d | 6mo 16dOct 2018 - Apr 2019 |
2025 selloff2025 | -23.05%Apr 2025 | 3mo 22d | 2mo 17d | 6mo 9dDec 2024 - Jun 2025 |
2016 correction2016 | -16.37%Feb 2016 | 2mo 9d | 5mo 20d | 7mo 29dDec 2015 - Jul 2016 |
Drawdown Indicators
| NQ=F | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.28% | -56.78% | +21.50% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -9.10% | -2.79% |
Max Drawdown (3Y)Largest decline over 3 years | -23.05% | -18.90% | -4.15% |
Max Drawdown (5Y)Largest decline over 5 years | -35.28% | -25.43% | -9.85% |
Max Drawdown (10Y)Largest decline over 10 years | -35.28% | -33.92% | -1.36% |
Current DrawdownCurrent decline from peak | -0.71% | -0.74% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -5.11% | -10.72% | +5.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 1.97% | +1.34% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with NQ=F
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