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:
-0.17
^N225:
-0.62
ES=F:
-0.11
^N225:
-0.71
ES=F:
0.98
^N225:
0.90
ES=F:
-0.15
^N225:
-0.64
ES=F:
-0.75
^N225:
-1.89
ES=F:
3.44%
^N225:
8.68%
ES=F:
15.35%
^N225:
26.44%
ES=F:
-57.11%
^N225:
-81.87%
ES=F:
-17.08%
^N225:
-20.00%
Returns By Period
In the year-to-date period, ES=F achieves a -13.91% return, which is significantly higher than ^N225's -15.33% return. Over the past 10 years, ES=F has outperformed ^N225 with an annualized return of 8.76%, while ^N225 has yielded a comparatively lower 5.67% annualized return.
ES=F
-13.91%
-12.66%
-11.89%
-1.67%
13.91%
8.76%
^N225
-15.33%
-9.72%
-12.57%
-15.07%
13.99%
5.67%
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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 9.05% compared to Nikkei 225 (^N225) at 6.69%. 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.