NQ=F vs. BRK-B
NQ=F (E-Mini Nasdaq 100 Futures) is an asset, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, NQ=F returned 20.98%/yr vs 13.19%/yr for BRK-B. At a 0.50 correlation, their price movements are largely independent.
Performance
NQ=F vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, NQ=F achieves a 19.42% return, which is significantly higher than BRK-B's -2.89% return. Over the past 10 years, NQ=F has outperformed BRK-B with an annualized return of 20.98%, while BRK-B has yielded a comparatively lower 13.19% annualized return.
NQ=F
- 1D
- -0.76%
- 1M
- 5.86%
- YTD
- 19.42%
- 6M
- 18.14%
- 1Y
- 40.85%
- 3Y*
- 27.73%
- 5Y*
- 17.17%
- 10Y*
- 20.98%
BRK-B
- 1D
- 1.98%
- 1M
- 3.90%
- YTD
- -2.89%
- 6M
- -3.21%
- 1Y
- -0.12%
- 3Y*
- 13.55%
- 5Y*
- 10.78%
- 10Y*
- 13.19%
NQ=F vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NQ=F E-Mini Nasdaq 100 Futures | 19.42% | 19.93% | 24.69% | 54.45% | -32.46% | 26.66% | 47.22% | 38.20% | -1.18% | 31.76% |
BRK-B Berkshire Hathaway Inc. | -2.89% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 2.37% | 10.93% | 3.01% | 21.62% |
Correlation
The correlation between NQ=F and BRK-B is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2009 | 0.50 |
The correlation between NQ=F and BRK-B shifts across timeframes, from -0.00 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NQ=F vs. BRK-B — Risk / Return Rank
NQ=F
BRK-B
NQ=F vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for E-Mini Nasdaq 100 Futures (NQ=F) and Berkshire Hathaway Inc. (BRK-B). 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.
| NQ=F | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.45 | ||
| Sortino ratioReturn per unit of downside risk | +3.18 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.01 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | -0.01 | +3.21 |
| Martin ratioReturn relative to average drawdown | 11.68 | -0.03 | +11.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NQ=F | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.44 | -0.01 | +2.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.63 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.68 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.48 | +0.49 |
Drawdowns
NQ=F vs. BRK-B - Drawdown Comparison
The maximum NQ=F drawdown since its inception was -35.28%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for NQ=F and BRK-B.
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Drawdown Indicators
| NQ=F | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.28% | -53.86% | +18.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -9.42% | -2.47% |
Max Drawdown (3Y)Largest decline over 3 years | -23.05% | -14.95% | -8.10% |
Max Drawdown (5Y)Largest decline over 5 years | -35.28% | -26.58% | -8.70% |
Max Drawdown (10Y)Largest decline over 10 years | -35.28% | -29.57% | -5.71% |
Current DrawdownCurrent decline from peak | -1.02% | -9.57% | +8.55% |
Average DrawdownAverage peak-to-trough decline | -5.11% | -11.07% | +5.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 4.47% | -1.16% |
Volatility
NQ=F vs. BRK-B - Volatility Comparison
E-Mini Nasdaq 100 Futures (NQ=F) and Berkshire Hathaway Inc. (BRK-B) have volatilities of 4.05% and 4.08%, 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 | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.05% | 4.08% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 11.89% | 10.87% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.61% | 14.39% | +1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.43% | 17.13% | +5.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.28% | 19.43% | +2.85% |
Frequently Asked Questions
NQ=F and BRK-B have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRK-B has higher volatility (4.08%) compared to NQ=F (4.05%). In terms of maximum drawdown, NQ=F dropped -35.28% vs BRK-B's -53.86%.
NQ=F currently has the higher Sharpe Ratio (2.44 vs -0.01), 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.
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