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NQ=F vs. CL=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between NQ=F and CL=F is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

NQ=F vs. CL=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in E-Mini Nasdaq 100 Futures (NQ=F) and Crude Oil WTI (CL=F). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%December2025FebruaryMarchAprilMay
1,365.20%
18.45%
NQ=F
CL=F

Key characteristics

Sharpe Ratio

NQ=F:

0.40

CL=F:

-0.70

Sortino Ratio

NQ=F:

0.64

CL=F:

-0.84

Omega Ratio

NQ=F:

1.09

CL=F:

0.90

Calmar Ratio

NQ=F:

0.37

CL=F:

-0.36

Martin Ratio

NQ=F:

1.17

CL=F:

-1.34

Ulcer Index

NQ=F:

7.10%

CL=F:

16.08%

Daily Std Dev

NQ=F:

24.80%

CL=F:

30.12%

Max Drawdown

NQ=F:

-35.28%

CL=F:

-93.11%

Current Drawdown

NQ=F:

-9.46%

CL=F:

-57.97%

Returns By Period

In the year-to-date period, NQ=F achieves a -5.09% return, which is significantly higher than CL=F's -14.30% return. Over the past 10 years, NQ=F has outperformed CL=F with an annualized return of 16.15%, while CL=F has yielded a comparatively lower 0.04% annualized return.


NQ=F

YTD

-5.09%

1M

4.45%

6M

-5.11%

1Y

10.61%

5Y*

16.42%

10Y*

16.15%

CL=F

YTD

-14.30%

1M

-2.07%

6M

-13.24%

1Y

-22.96%

5Y*

17.78%

10Y*

0.04%

*Annualized

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Risk-Adjusted Performance

NQ=F vs. CL=F — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NQ=F
The Risk-Adjusted Performance Rank of NQ=F is 7575
Overall Rank
The Sharpe Ratio Rank of NQ=F is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of NQ=F is 7878
Sortino Ratio Rank
The Omega Ratio Rank of NQ=F is 7878
Omega Ratio Rank
The Calmar Ratio Rank of NQ=F is 7878
Calmar Ratio Rank
The Martin Ratio Rank of NQ=F is 7777
Martin Ratio Rank

CL=F
The Risk-Adjusted Performance Rank of CL=F is 1515
Overall Rank
The Sharpe Ratio Rank of CL=F is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of CL=F is 1616
Sortino Ratio Rank
The Omega Ratio Rank of CL=F is 1616
Omega Ratio Rank
The Calmar Ratio Rank of CL=F is 1515
Calmar Ratio Rank
The Martin Ratio Rank of CL=F is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NQ=F vs. CL=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for E-Mini Nasdaq 100 Futures (NQ=F) and Crude Oil WTI (CL=F). 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 0.40, which is higher than the CL=F Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of NQ=F and CL=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.39
-0.70
NQ=F
CL=F

Drawdowns

NQ=F vs. CL=F - Drawdown Comparison

The maximum NQ=F drawdown since its inception was -35.28%, smaller than the maximum CL=F drawdown of -93.11%. Use the drawdown chart below to compare losses from any high point for NQ=F and CL=F. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-9.46%
-50.64%
NQ=F
CL=F

Volatility

NQ=F vs. CL=F - Volatility Comparison

The current volatility for E-Mini Nasdaq 100 Futures (NQ=F) is 8.15%, while Crude Oil WTI (CL=F) has a volatility of 11.32%. This indicates that NQ=F experiences smaller price fluctuations and is considered to be less risky than CL=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
8.15%
11.32%
NQ=F
CL=F