ES vs. NQ=F

Last updated Apr 2, 2026

Compare and contrast key facts about Eversource Energy (ES) and E-Mini Nasdaq 100 Futures (NQ=F).

Performance

ES vs. NQ=F - Performance Comparison

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

ES vs. NQ=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ES Eversource Energy	4.54%	22.86%	-2.46%	-23.43%	-5.06%	8.18%	4.45%	34.49%	6.41%	17.97%
NQ=F E-Mini Nasdaq 100 Futures	-4.99%	19.93%	24.69%	54.45%	-32.46%	26.66%	47.22%	38.20%	-1.18%	31.76%

Returns By Period

In the year-to-date period, ES achieves a 4.54% return, which is significantly higher than NQ=F's -4.99% return. Over the past 10 years, ES has underperformed NQ=F with an annualized return of 5.28%, while NQ=F has yielded a comparatively higher 18.24% annualized return.

ES

• 1D: 0.53%
• 1M: -5.42%
• YTD: 4.54%
• 6M: -0.59%
• 1Y: 17.37%
• 3Y*: 0.61%
• 5Y*: -0.44%
• 10Y*: 5.28%

NQ=F

• 1D: 1.14%
• 1M: -3.35%
• YTD: -4.99%
• 6M: -3.32%
• 1Y: 23.38%
• 3Y*: 22.06%
• 5Y*: 12.68%
• 10Y*: 18.24%

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

Return for Risk

ES vs. NQ=F — Risk / Return Rank

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

ES

ES Risk / Return Rank: 61
ES Sharpe Ratio Rank: 64
ES Sortino Ratio Rank: 54
ES Omega Ratio Rank: 57
ES Calmar Ratio Rank: 65
ES Martin Ratio Rank: 67

NQ=F

NQ=F Risk / Return Rank: 60
NQ=F Sharpe Ratio Rank: 58
NQ=F Sortino Ratio Rank: 60
NQ=F Omega Ratio Rank: 59
NQ=F Calmar Ratio Rank: 51
NQ=F Martin Ratio Rank: 70

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.

ES vs. NQ=F - Risk-Adjusted Trends Comparison

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.

	ES	NQ=F	Difference
Sharpe ratio Return per unit of total volatility	0.66	1.02	-0.36
Sortino ratio Return per unit of downside risk	0.97	1.60	-0.62
Omega ratio Gain probability vs. loss probability	1.15	1.23	-0.08
Calmar ratio Return relative to maximum drawdown	1.15	2.41	-1.26
Martin ratio Return relative to average drawdown	3.09	8.99	-5.90
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ES vs. NQ=F - Sharpe Ratio Comparison

The current ES Sharpe Ratio is 0.66, which is lower than the NQ=F Sharpe Ratio of 1.02. 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.

Sharpe Ratios by Period

	ES	NQ=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.66	1.02	-0.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.02	0.56	-0.58
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.22	0.82	-0.60
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.90	-0.62

Correlation

The correlation between ES and NQ=F is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

ES vs. NQ=F - Drawdown Comparison

The maximum ES drawdown since its inception was -73.04%, 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.

Drawdown Indicators

	ES	NQ=F	Difference
Max Drawdown Largest peak-to-trough decline	-73.04%	-35.28%	-37.76%
Max Drawdown (1Y) Largest decline over 1 year	-15.13%	-12.72%	-2.41%
Max Drawdown (5Y) Largest decline over 5 years	-41.69%	-35.28%	-6.41%
Max Drawdown (10Y) Largest decline over 10 years	-41.69%	-35.28%	-6.41%
Current Drawdown Current decline from peak	-13.14%	-7.90%	-5.24%
Average Drawdown Average peak-to-trough decline	-19.09%	-5.15%	-13.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.61%	3.18%	+2.43%

Volatility

ES vs. NQ=F - Volatility Comparison

Eversource Energy (ES) has a higher volatility of 7.22% compared to E-Mini Nasdaq 100 Futures (NQ=F) at 6.23%. 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.

Volatility by Period

	ES	NQ=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.22%	6.23%	+0.99%
Volatility (6M) Calculated over the trailing 6-month period	19.73%	12.64%	+7.09%
Volatility (1Y) Calculated over the trailing 1-year period	26.45%	22.19%	+4.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.77%	22.48%	+1.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.24%	22.24%	+2.00%