ES vs. NQ=F

In the year-to-date period, ES achieves a 12.76% return, which is significantly higher than NQ=F's 1.32% return. Over the past 10 years, ES has underperformed NQ=F with an annualized return of 6.11%, while NQ=F has yielded a comparatively higher 16.98% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Eversource Energy (ES) 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.

The current ES Sharpe Ratio is 0.32, which is lower than the NQ=F Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of ES and NQ=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ES drawdown since its inception was -65.47%, 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 ES and NQ=F. For additional features, visit the drawdowns tool.

Eversource Energy (ES) has a higher volatility of 8.05% compared to E-Mini Nasdaq 100 Futures (NQ=F) at 6.47%. This indicates that ES's price experiences larger fluctuations and is considered to be riskier than NQ=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.