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NQ=F vs. ^NDX
Performance
Return for Risk
Drawdowns
Volatility

Performance

NQ=F vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in E-Mini Nasdaq 100 Futures (NQ=F) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NQ=F achieves a 11.12% return, which is significantly lower than ^NDX's 11.98% return. Both investments have delivered pretty close results over the past 10 years, with NQ=F having a 19.62% annualized return and ^NDX not far behind at 19.61%.


NQ=F

1D
0.17%
1M
-4.29%
6M
10.19%
YTD
11.12%
1Y
23.61%
3Y*
21.38%
5Y*
13.59%
10Y*
19.62%
ALL TIME*
8.16%

^NDX

1D
0.60%
1M
-3.60%
6M
10.65%
YTD
11.98%
1Y
24.21%
3Y*
21.62%
5Y*
13.58%
10Y*
19.61%
ALL TIME*
14.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$205.94T$218.36T$280.11T
$17.68B$16.69B$17.71B

NQ=F vs. ^NDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NQ=F
E-Mini Nasdaq 100 Futures
11.12%19.93%24.69%54.45%-32.46%26.66%47.22%38.20%-1.18%31.76%
^NDX
NASDAQ 100 Index
11.98%20.17%24.88%53.81%-32.97%26.63%47.58%37.96%-1.04%31.52%

Correlation

The correlation between NQ=F and ^NDX is 0.98 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.98

Correlation (3Y)
Balances recent behavior with more history.

0.98

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.99

Correlation (10Y)
Provides a long-term view across more market conditions.

0.98

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2000

0.96

The correlation between NQ=F and ^NDX has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.

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Return for Risk

NQ=F vs. ^NDX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NQ=F
NQ=F Risk / Return Rank: 5858
Overall Rank
NQ=F Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
NQ=F Sortino Ratio Rank: 5858
Sortino Ratio Rank
NQ=F Omega Ratio Rank: 3636
Omega Ratio Rank
NQ=F Calmar Ratio Rank: 7070
Calmar Ratio Rank
NQ=F Martin Ratio Rank: 6464
Martin Ratio Rank

^NDX
^NDX Risk / Return Rank: 4444
Overall Rank
^NDX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
^NDX Sortino Ratio Rank: 3939
Sortino Ratio Rank
^NDX Omega Ratio Rank: 4040
Omega Ratio Rank
^NDX Calmar Ratio Rank: 5353
Calmar Ratio Rank
^NDX Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NQ=F vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for E-Mini Nasdaq 100 Futures (NQ=F) and NASDAQ 100 Index (^NDX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NQ=F^NDXDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.20

1.20

0.00

Calmar ratioReturn relative to maximum drawdown

1.78

1.80

-0.02

Martin ratioReturn relative to average drawdown

5.58

5.76

-0.18

NQ=F vs. ^NDX - Sharpe Ratio Comparison

The current NQ=F Sharpe Ratio is 1.10, which is comparable to the ^NDX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of NQ=F and ^NDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NQ=F vs. ^NDX - Drawdown Comparison

The maximum NQ=F drawdown since its inception was -78.99%, roughly equal to the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for NQ=F and ^NDX.


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Drawdown Indicators


NQ=F^NDXDifference

Max Drawdown

Largest peak-to-trough decline

-78.99%

-82.90%

+3.91%

Max Drawdown (1Y)

Largest decline over 1 year

-11.89%

-12.12%

+0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-22.50%

-22.93%

+0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-35.28%

-35.56%

+0.28%

Max Drawdown (10Y)

Largest decline over 10 years

-35.28%

-35.56%

+0.28%

Current Drawdown

Current decline from peak

-7.90%

-7.78%

-0.12%

Average Drawdown

Average peak-to-trough decline

-29.47%

-24.55%

-4.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

3.79%

0.00%

Volatility

NQ=F vs. ^NDX - Volatility Comparison

E-Mini Nasdaq 100 Futures (NQ=F) and NASDAQ 100 Index (^NDX) have volatilities of 6.76% and 6.81%, 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.


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Volatility by Period


NQ=F^NDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.76%

6.81%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

15.67%

15.99%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

19.23%

19.37%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.10%

23.09%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.59%

22.73%

-0.14%

Frequently Asked Questions


With a correlation of 0.98, NQ=F and ^NDX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

^NDX has higher volatility (6.81%) compared to NQ=F (6.76%). In terms of maximum drawdown, NQ=F dropped -78.99% vs ^NDX's -82.90%.

^NDX currently has the higher Sharpe Ratio (1.13 vs 1.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for NQ=F and ^NDX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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