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:
1.56
^N225:
0.54
ES=F:
2.15
^N225:
0.86
ES=F:
1.30
^N225:
1.14
ES=F:
2.24
^N225:
0.54
ES=F:
8.45
^N225:
1.89
ES=F:
2.31%
^N225:
7.35%
ES=F:
12.38%
^N225:
26.02%
ES=F:
-57.11%
^N225:
-81.87%
ES=F:
-1.96%
^N225:
-8.93%
Returns By Period
In the year-to-date period, ES=F achieves a 1.65% return, which is significantly higher than ^N225's -3.62% return. Over the past 10 years, ES=F has outperformed ^N225 with an annualized return of 10.69%, while ^N225 has yielded a comparatively lower 8.47% annualized return.
ES=F
1.65%
1.68%
8.64%
23.90%
11.44%
10.69%
^N225
-3.62%
-0.93%
-4.02%
6.92%
10.06%
8.47%
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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 3.73%, while Nikkei 225 (^N225) has a volatility of 5.91%. 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.