ES=F vs. ^N225

In the year-to-date period, ES=F achieves a -4.34% return, which is significantly higher than ^N225's -5.99% return. Over the past 10 years, ES=F has outperformed ^N225 with an annualized return of 9.69%, while ^N225 has yielded a comparatively lower 6.73% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for S&P 500 E-Mini Futures (ES=F) and Nikkei 225 (^N225). 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=F Sharpe Ratio is 0.39, which is higher than the ^N225 Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of ES=F and ^N225, 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=F drawdown since its inception was -57.11%, smaller than the maximum ^N225 drawdown of -81.87%. Use the drawdown chart below to compare losses from any high point for ES=F and ^N225. For additional features, visit the drawdowns tool.

The current volatility for S&P 500 E-Mini Futures (ES=F) is 5.32%, while Nikkei 225 (^N225) has a volatility of 12.10%. This indicates that ES=F experiences smaller price fluctuations and is considered to be less risky than ^N225 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.