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 0.05, 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:
0.27
^N225:
-0.05
ES=F:
0.52
^N225:
0.13
ES=F:
1.08
^N225:
1.02
ES=F:
0.26
^N225:
-0.06
ES=F:
1.01
^N225:
-0.17
ES=F:
5.27%
^N225:
9.75%
ES=F:
19.03%
^N225:
29.90%
ES=F:
-57.11%
^N225:
-81.87%
ES=F:
-7.97%
^N225:
-12.77%
Returns By Period
In the year-to-date period, ES=F achieves a -4.45% return, which is significantly higher than ^N225's -7.68% return. Over the past 10 years, ES=F has outperformed ^N225 with an annualized return of 9.61%, while ^N225 has yielded a comparatively lower 6.75% annualized return.
ES=F
-4.45%
15.43%
-2.42%
8.94%
12.98%
9.61%
^N225
-7.68%
9.03%
-4.27%
-3.68%
13.71%
6.75%
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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
S&P 500 E-Mini Futures (ES=F) has a higher volatility of 5.22% compared to Nikkei 225 (^N225) at 2.53%. This indicates that ES=F's price experiences larger fluctuations and is considered to be riskier than ^N225 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.