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:
1.13
NQ=F:
0.96
ES=F:
1.60
NQ=F:
1.38
ES=F:
1.22
NQ=F:
1.19
ES=F:
1.66
NQ=F:
1.23
ES=F:
6.23
NQ=F:
4.07
ES=F:
2.33%
NQ=F:
4.26%
ES=F:
12.87%
NQ=F:
18.08%
ES=F:
-57.11%
NQ=F:
-35.28%
ES=F:
-2.16%
NQ=F:
-2.57%
Returns By Period
In the year-to-date period, ES=F achieves a 1.58% return, which is significantly lower than NQ=F's 2.13% return. Over the past 10 years, ES=F has underperformed NQ=F with an annualized return of 10.24%, while NQ=F has yielded a comparatively higher 16.92% annualized return.
ES=F
1.58%
-1.48%
6.67%
18.28%
11.30%
10.24%
NQ=F
2.13%
-1.46%
9.54%
20.12%
17.50%
16.92%
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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
The current volatility for S&P 500 E-Mini Futures (ES=F) is 3.45%, while E-Mini Nasdaq 100 Futures (NQ=F) has a volatility of 3.98%. This indicates that ES=F experiences smaller price fluctuations and is considered to be less risky than NQ=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.