ES=F vs. NQ=F
Compare and contrast key facts about S&P 500 E-Mini Futures (ES=F) 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: ES=F or NQ=F.
Correlation
The correlation between ES=F and NQ=F is 0.86, 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
ES=F vs. NQ=F - Performance Comparison
Key characteristics
ES=F:
-0.43
NQ=F:
-0.26
ES=F:
-0.45
NQ=F:
-0.21
ES=F:
0.93
NQ=F:
0.97
ES=F:
-0.35
NQ=F:
-0.24
ES=F:
-1.70
NQ=F:
-0.94
ES=F:
4.21%
NQ=F:
6.03%
ES=F:
16.27%
NQ=F:
21.20%
ES=F:
-57.11%
NQ=F:
-35.28%
ES=F:
-19.84%
NQ=F:
-23.66%
Returns By Period
In the year-to-date period, ES=F achieves a -16.77% return, which is significantly higher than NQ=F's -19.98% return. Over the past 10 years, ES=F has underperformed NQ=F with an annualized return of 8.28%, while NQ=F has yielded a comparatively higher 14.22% annualized return.
ES=F
-16.77%
-13.83%
-14.83%
-5.95%
10.93%
8.28%
NQ=F
-19.98%
-16.04%
-16.32%
-7.16%
15.15%
14.22%
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Risk-Adjusted Performance
ES=F vs. NQ=F — Risk-Adjusted Performance Rank
ES=F
NQ=F
ES=F vs. NQ=F - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 500 E-Mini Futures (ES=F) 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
ES=F vs. NQ=F - Drawdown Comparison
The maximum ES=F drawdown since its inception was -57.11%, 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=F and NQ=F. For additional features, visit the drawdowns tool.
Volatility
ES=F vs. NQ=F - Volatility Comparison
S&P 500 E-Mini Futures (ES=F) and E-Mini Nasdaq 100 Futures (NQ=F) have volatilities of 10.44% and 10.59%, 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.