NQ=F vs. ES

In the year-to-date period, NQ=F achieves a 0.53% return, which is significantly lower than ES's 14.35% return. Over the past 10 years, NQ=F has outperformed ES with an annualized return of 16.79%, while ES has yielded a comparatively lower 6.21% 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 Eversource Energy (ES). 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 0.53, which is comparable to the ES Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of NQ=F and ES, 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 ES drawdown of -65.47%. Use the drawdown chart below to compare losses from any high point for NQ=F and ES.

The current volatility for E-Mini Nasdaq 100 Futures (NQ=F) is 5.60%, while Eversource Energy (ES) has a volatility of 8.51%. This indicates that NQ=F experiences smaller price fluctuations and is considered to be less risky than ES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.