^DJUSM vs. NQ=F
Compare and contrast key facts about Dow Jones U.S. Mid-Cap Index (^DJUSM) and E-Mini Nasdaq 100 Futures (NQ=F).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJUSM or NQ=F.
Correlation
The correlation between ^DJUSM and NQ=F is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^DJUSM vs. NQ=F - Performance Comparison
Key characteristics
^DJUSM:
1.46
NQ=F:
0.99
^DJUSM:
2.04
NQ=F:
1.43
^DJUSM:
1.26
NQ=F:
1.19
^DJUSM:
2.37
NQ=F:
1.29
^DJUSM:
6.49
NQ=F:
4.24
^DJUSM:
2.80%
NQ=F:
4.26%
^DJUSM:
12.42%
NQ=F:
18.04%
^DJUSM:
-60.72%
NQ=F:
-35.28%
^DJUSM:
-2.93%
NQ=F:
-2.49%
Returns By Period
In the year-to-date period, ^DJUSM achieves a 4.17% return, which is significantly higher than NQ=F's 1.57% return. Over the past 10 years, ^DJUSM has underperformed NQ=F with an annualized return of 9.13%, while NQ=F has yielded a comparatively higher 17.45% annualized return.
^DJUSM
4.17%
3.01%
14.60%
19.27%
9.67%
9.13%
NQ=F
1.57%
0.20%
18.59%
21.80%
17.41%
17.45%
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Risk-Adjusted Performance
^DJUSM vs. NQ=F — Risk-Adjusted Performance Rank
^DJUSM
NQ=F
^DJUSM vs. NQ=F - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Mid-Cap Index (^DJUSM) 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.
Drawdowns
^DJUSM vs. NQ=F - Drawdown Comparison
The maximum ^DJUSM drawdown since its inception was -60.72%, which is greater than NQ=F's maximum drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for ^DJUSM and NQ=F. For additional features, visit the drawdowns tool.
Volatility
^DJUSM vs. NQ=F - Volatility Comparison
The current volatility for Dow Jones U.S. Mid-Cap Index (^DJUSM) is 3.33%, while E-Mini Nasdaq 100 Futures (NQ=F) has a volatility of 5.31%. This indicates that ^DJUSM experiences smaller price fluctuations and is considered to be less risky than NQ=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.