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:
1.38
AMZN:
1.79
NQ=F:
1.93
AMZN:
2.43
NQ=F:
1.26
AMZN:
1.31
NQ=F:
1.78
AMZN:
2.59
NQ=F:
5.89
AMZN:
8.33
NQ=F:
4.24%
AMZN:
6.07%
NQ=F:
17.93%
AMZN:
28.25%
NQ=F:
-35.28%
AMZN:
-94.40%
NQ=F:
-0.90%
AMZN:
-0.24%
Returns By Period
In the year-to-date period, NQ=F achieves a 3.23% return, which is significantly lower than AMZN's 7.05% return. Over the past 10 years, NQ=F has underperformed AMZN with an annualized return of 17.94%, while AMZN has yielded a comparatively higher 31.59% annualized return.
NQ=F
3.23%
-0.44%
14.27%
25.01%
19.04%
17.94%
AMZN
7.05%
3.44%
28.68%
47.59%
20.84%
31.59%
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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 5.04%, while Amazon.com, Inc. (AMZN) has a volatility of 6.38%. 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.