NQ=F vs. AMZN
Compare and contrast key facts about E-Mini Nasdaq 100 Futures (NQ=F) and Amazon.com, Inc. (AMZN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NQ=F or AMZN.
Correlation
The correlation between NQ=F and AMZN is 0.70, 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
NQ=F vs. AMZN - Performance Comparison
Key characteristics
NQ=F:
0.82
AMZN:
0.83
NQ=F:
1.21
AMZN:
1.25
NQ=F:
1.17
AMZN:
1.16
NQ=F:
1.06
AMZN:
1.15
NQ=F:
3.49
AMZN:
3.57
NQ=F:
4.26%
AMZN:
6.31%
NQ=F:
17.96%
AMZN:
27.28%
NQ=F:
-35.28%
AMZN:
-94.40%
NQ=F:
-4.75%
AMZN:
-11.45%
Returns By Period
In the year-to-date period, NQ=F achieves a -0.16% return, which is significantly higher than AMZN's -2.30% return. Over the past 10 years, NQ=F has underperformed AMZN with an annualized return of 16.67%, while AMZN has yielded a comparatively higher 27.49% annualized return.
NQ=F
-0.16%
-0.31%
9.15%
17.60%
19.78%
16.67%
AMZN
-2.30%
-8.95%
25.50%
23.52%
17.95%
27.49%
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Risk-Adjusted Performance
NQ=F vs. AMZN — Risk-Adjusted Performance Rank
NQ=F
AMZN
NQ=F vs. AMZN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for E-Mini Nasdaq 100 Futures (NQ=F) and Amazon.com, Inc. (AMZN). 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
NQ=F vs. AMZN - Drawdown Comparison
The maximum NQ=F drawdown since its inception was -35.28%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for NQ=F and AMZN. For additional features, visit the drawdowns tool.
Volatility
NQ=F vs. AMZN - Volatility Comparison
The current volatility for E-Mini Nasdaq 100 Futures (NQ=F) is 4.09%, while Amazon.com, Inc. (AMZN) has a volatility of 7.13%. This indicates that NQ=F experiences smaller price fluctuations and is considered to be less risky than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.