^NDX vs. NQ=F
Compare and contrast key facts about NASDAQ 100 (^NDX) 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: ^NDX or NQ=F.
Correlation
The correlation between ^NDX and NQ=F is 0.98, 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
^NDX vs. NQ=F - Performance Comparison
Key characteristics
^NDX:
0.12
NQ=F:
0.03
^NDX:
0.35
NQ=F:
0.22
^NDX:
1.05
NQ=F:
1.03
^NDX:
0.13
NQ=F:
0.03
^NDX:
0.49
NQ=F:
0.11
^NDX:
6.30%
NQ=F:
6.41%
^NDX:
25.00%
NQ=F:
24.48%
^NDX:
-82.90%
NQ=F:
-35.28%
^NDX:
-17.67%
NQ=F:
-17.39%
Returns By Period
The year-to-date returns for both stocks are quite close, with ^NDX having a -13.11% return and NQ=F slightly lower at -13.41%. Both investments have delivered pretty close results over the past 10 years, with ^NDX having a 15.14% annualized return and NQ=F not far behind at 14.96%.
^NDX
-13.11%
-7.57%
-10.17%
7.16%
16.86%
15.14%
NQ=F
-13.41%
-5.50%
-10.27%
6.98%
16.39%
14.96%
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Risk-Adjusted Performance
^NDX vs. NQ=F — Risk-Adjusted Performance Rank
^NDX
NQ=F
^NDX vs. NQ=F - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 (^NDX) 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
^NDX vs. NQ=F - Drawdown Comparison
The maximum ^NDX drawdown since its inception was -82.90%, 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 ^NDX and NQ=F. For additional features, visit the drawdowns tool.
Volatility
^NDX vs. NQ=F - Volatility Comparison
NASDAQ 100 (^NDX) and E-Mini Nasdaq 100 Futures (NQ=F) have volatilities of 16.16% and 16.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.