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:
1.39
AMZN:
1.66
NQ=F:
1.93
AMZN:
2.27
NQ=F:
1.27
AMZN:
1.29
NQ=F:
1.77
AMZN:
2.06
NQ=F:
6.01
AMZN:
7.74
NQ=F:
4.15%
AMZN:
5.98%
NQ=F:
17.73%
AMZN:
28.01%
NQ=F:
-35.28%
AMZN:
-94.40%
NQ=F:
-1.48%
AMZN:
-3.38%
Returns By Period
In the year-to-date period, NQ=F achieves a 27.95% return, which is significantly lower than AMZN's 48.12% return. Over the past 10 years, NQ=F has underperformed AMZN with an annualized return of 17.37%, while AMZN has yielded a comparatively higher 30.80% annualized return.
NQ=F
27.95%
4.47%
10.28%
28.28%
19.52%
17.37%
AMZN
48.12%
14.17%
21.28%
46.70%
20.32%
30.80%
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Risk-Adjusted Performance
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 6.46%, while Amazon.com, Inc. (AMZN) has a volatility of 7.52%. 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.