ES=F vs. ^N225
Compare and contrast key facts about S&P 500 E-Mini Futures (ES=F) and Nikkei 225 (^N225).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ES=F or ^N225.
Correlation
The correlation between ES=F and ^N225 is 0.06, 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.
Performance
ES=F vs. ^N225 - Performance Comparison
Key characteristics
ES=F:
0.04
^N225:
-0.43
ES=F:
0.19
^N225:
-0.41
ES=F:
1.03
^N225:
0.94
ES=F:
0.04
^N225:
-0.48
ES=F:
0.16
^N225:
-1.36
ES=F:
4.58%
^N225:
9.31%
ES=F:
18.74%
^N225:
30.06%
ES=F:
-57.11%
^N225:
-81.87%
ES=F:
-13.02%
^N225:
-18.63%
Returns By Period
In the year-to-date period, ES=F achieves a -9.69% return, which is significantly higher than ^N225's -13.88% return. Over the past 10 years, ES=F has outperformed ^N225 with an annualized return of 9.20%, while ^N225 has yielded a comparatively lower 5.84% annualized return.
ES=F
-9.69%
-6.48%
-8.94%
5.27%
11.92%
9.20%
^N225
-13.88%
-8.12%
-12.31%
-10.69%
11.84%
5.84%
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Risk-Adjusted Performance
ES=F vs. ^N225 — Risk-Adjusted Performance Rank
ES=F
^N225
ES=F vs. ^N225 - Risk-Adjusted Performance Comparison
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.
Drawdowns
ES=F vs. ^N225 - Drawdown Comparison
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.
Volatility
ES=F vs. ^N225 - Volatility Comparison
The current volatility for S&P 500 E-Mini Futures (ES=F) is 14.50%, while Nikkei 225 (^N225) has a volatility of 16.69%. 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.