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E-Mini Nasdaq 100 Futures (NQ=F)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in E-Mini Nasdaq 100 Futures, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%December2025FebruaryMarchAprilMay
1,365.20%
553.40%
NQ=F (E-Mini Nasdaq 100 Futures)
Benchmark (^GSPC)

Returns By Period

E-Mini Nasdaq 100 Futures (NQ=F) returned -5.09% year-to-date (YTD) and 10.61% over the past 12 months. Over the past 10 years, NQ=F delivered an annualized return of 16.15%, outperforming the S&P 500 benchmark at 10.45%.


NQ=F

YTD

-5.09%

1M

4.45%

6M

-5.11%

1Y

10.61%

5Y*

16.42%

10Y*

16.15%

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

Monthly Returns

The table below presents the monthly returns of NQ=F, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.71%-3.10%-7.07%1.13%2.48%-5.09%
20241.29%4.87%2.17%-4.89%5.80%7.19%-2.12%0.60%3.25%-0.53%4.17%1.11%24.69%
202310.25%-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%
20210.20%0.00%1.38%5.81%-1.18%6.30%2.80%4.19%-5.78%7.87%1.97%1.05%26.66%
20202.80%-6.84%-7.12%15.44%6.36%6.14%7.32%11.23%-5.83%-3.16%11.14%4.96%47.22%
20199.18%2.72%4.20%5.40%-8.54%7.85%2.25%-2.24%1.04%4.11%4.04%3.98%38.20%
20188.64%-1.40%-3.95%0.29%5.50%1.29%2.52%5.75%-0.08%-8.88%-0.37%-8.87%-1.18%
20175.11%4.29%1.99%2.61%3.81%-2.43%4.06%1.84%-0.14%4.47%1.91%0.62%31.76%
2016-7.08%-1.45%6.55%-3.23%4.45%-2.59%7.26%0.99%2.02%-1.51%0.40%1.00%6.02%
2015-2.16%7.27%-2.54%1.82%2.33%-2.68%4.44%-6.83%-2.55%11.54%0.55%-1.73%8.39%
2014-1.95%5.16%-2.95%-0.36%4.54%2.81%1.15%5.08%-0.91%2.61%4.52%-2.43%18.11%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 75, NQ=F is among the top 25% of futures on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of NQ=F is 7575
Overall Rank
The Sharpe Ratio Rank of NQ=F is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of NQ=F is 7878
Sortino Ratio Rank
The Omega Ratio Rank of NQ=F is 7878
Omega Ratio Rank
The Calmar Ratio Rank of NQ=F is 7878
Calmar Ratio Rank
The Martin Ratio Rank of NQ=F is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for E-Mini Nasdaq 100 Futures (NQ=F) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

E-Mini Nasdaq 100 Futures Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 0.40
  • 5-Year: 0.70
  • 10-Year: 0.72
  • All Time: 0.88

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of E-Mini Nasdaq 100 Futures compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.40
0.44
NQ=F (E-Mini Nasdaq 100 Futures)
Benchmark (^GSPC)

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.46%
-7.88%
NQ=F (E-Mini Nasdaq 100 Futures)
Benchmark (^GSPC)

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 293 trading sessions.

The current E-Mini Nasdaq 100 Futures drawdown is 9.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.28%Nov 22, 2021240Nov 3, 2022293Dec 12, 2023533
-28.4%Feb 20, 202022Mar 20, 202053Jun 5, 202075
-23.24%Oct 2, 201858Dec 24, 201877Apr 16, 2019135
-22.5%Feb 20, 202534Apr 8, 2025
-16.37%Dec 2, 201547Feb 9, 2016118Jul 28, 2016165

Volatility

Volatility Chart

The current E-Mini Nasdaq 100 Futures volatility is 8.15%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
8.15%
6.82%
NQ=F (E-Mini Nasdaq 100 Futures)
Benchmark (^GSPC)