^DJT vs. NQ=F

Last updated Jun 26, 2026

^DJT (Dow Jones Transportation Average) is an index, while NQ=F (E-Mini Nasdaq 100 Futures) is an asset. A 0.61 correlation means they provide meaningful diversification when combined.

Performance

^DJT vs. NQ=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones Transportation Average (^DJT) and E-Mini Nasdaq 100 Futures (NQ=F). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^DJT

• 1D: 1.50%
• 1M: 3.41%
• YTD: 26.36%
• 6M: 24.13%
• 1Y: 44.20%
• 3Y*: 13.78%
• 5Y*: 7.93%
• 10Y*: 11.95%

NQ=F

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

^DJT vs. NQ=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^DJT Dow Jones Transportation Average	26.36%	9.19%	-0.02%	18.72%	-18.73%	31.75%	14.73%	18.87%	-13.59%	17.34%
NQ=F E-Mini Nasdaq 100 Futures	0.00%	0.00%	0.00%	24.43%	-32.46%	26.66%	47.22%	38.20%	-1.18%	31.76%

Correlation

The correlation between ^DJT and NQ=F is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (10Y) Calculated over the trailing 10-year period	0.46
Correlation (All Time) Calculated using the full available price history since Aug 20, 2003	0.61

The correlation between ^DJT and NQ=F shifts across timeframes, from 0.40 (5 years) to 0.61 (all time), reflecting how their relationship changes across market environments.

Return for Risk

^DJT vs. NQ=F — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^DJT

^DJT Risk / Return Rank: 73
^DJT Sharpe Ratio Rank: 79
^DJT Sortino Ratio Rank: 75
^DJT Omega Ratio Rank: 83
^DJT Calmar Ratio Rank: 74
^DJT Martin Ratio Rank: 53

NQ=F

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^DJT vs. NQ=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Transportation Average (^DJT) and E-Mini Nasdaq 100 Futures (NQ=F). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	^DJT	NQ=F	Difference
Sharpe ratio: Return per unit of total volatility	1.86	—	—
Sortino ratio: Return per unit of downside risk	2.37	—	—
Omega ratio: Gain probability vs. loss probability	1.34	—	—
Calmar ratio: Return relative to maximum drawdown	2.46	—	—
Martin ratio: Return relative to average drawdown	7.04	—	—

Drawdowns

Drawdown Indicators

	^DJT	NQ=F	Difference
Max Drawdown Largest peak-to-trough decline	-60.92%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-18.08%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-28.82%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-29.58%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.06%	—	—
Current Drawdown Current decline from peak	-8.36%	—	—
Average Drawdown Average peak-to-trough decline	-12.50%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	6.29%	—	—

Volatility

Volatility by Period

	^DJT	NQ=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.40%	—	—
Volatility (6M) Calculated over the trailing 6-month period	20.20%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	23.92%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.68%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.71%	—	—

Frequently Asked Questions

Can I hold both ^DJT and NQ=F in my portfolio?

^DJT and NQ=F have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.