NQ=F vs. BRK-B

In the year-to-date period, NQ=F achieves a 0.71% return, which is significantly lower than BRK-B's 11.18% return. Over the past 10 years, NQ=F has outperformed BRK-B with an annualized return of 16.85%, while BRK-B has yielded a comparatively lower 13.42% annualized return.

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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.

The current NQ=F Sharpe Ratio is 0.58, which is lower than the BRK-B Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of NQ=F and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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.

The current volatility for E-Mini Nasdaq 100 Futures (NQ=F) is 5.55%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.63%. This indicates that NQ=F experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.