NQ=F vs. BRK-B
Compare and contrast key facts about E-Mini Nasdaq 100 Futures (NQ=F) and Berkshire Hathaway Inc. (BRK-B).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NQ=F or BRK-B.
Performance
NQ=F vs. BRK-B - Performance Comparison
Returns By Period
In the year-to-date period, NQ=F achieves a 22.34% return, which is significantly lower than BRK-B's 31.46% return. Over the past 10 years, NQ=F has outperformed BRK-B with an annualized return of 17.03%, while BRK-B has yielded a comparatively lower 12.35% annualized return.
NQ=F
22.34%
1.68%
10.79%
29.47%
19.78%
17.03%
BRK-B
31.46%
0.87%
13.15%
29.76%
16.76%
12.35%
Key characteristics
| NQ=F | BRK-B | |
|---|---|---|
| Sharpe Ratio | 1.39 | 2.14 |
| Sortino Ratio | 1.92 | 3.01 |
| Omega Ratio | 1.26 | 1.38 |
| Calmar Ratio | 1.72 | 4.04 |
| Martin Ratio | 5.84 | 10.54 |
| Ulcer Index | 4.13% | 2.91% |
| Daily Std Dev | 17.12% | 14.33% |
| Max Drawdown | -35.28% | -53.86% |
| Current Drawdown | -1.91% | -2.03% |
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Correlation
The correlation between NQ=F and BRK-B is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
NQ=F vs. BRK-B - Risk-Adjusted Performance 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.
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. For additional features, visit the drawdowns tool.
Volatility
NQ=F vs. BRK-B - Volatility Comparison
The current volatility for E-Mini Nasdaq 100 Futures (NQ=F) is 5.42%, 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.