NQ=F vs. ES=F
Compare and contrast key facts about E-Mini Nasdaq 100 Futures (NQ=F) and S&P 500 E-Mini Futures (ES=F).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NQ=F or ES=F.
Correlation
The correlation between NQ=F and ES=F is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
NQ=F vs. ES=F - Performance Comparison
Key characteristics
NQ=F:
0.40
ES=F:
0.39
NQ=F:
0.64
ES=F:
0.45
NQ=F:
1.09
ES=F:
1.07
NQ=F:
0.37
ES=F:
0.22
NQ=F:
1.17
ES=F:
0.83
NQ=F:
7.10%
ES=F:
5.35%
NQ=F:
24.80%
ES=F:
19.03%
NQ=F:
-35.28%
ES=F:
-57.11%
NQ=F:
-9.46%
ES=F:
-7.87%
Returns By Period
In the year-to-date period, NQ=F achieves a -5.09% return, which is significantly lower than ES=F's -4.34% return. Over the past 10 years, NQ=F has outperformed ES=F with an annualized return of 16.15%, while ES=F has yielded a comparatively lower 9.68% annualized return.
NQ=F
-5.09%
4.45%
-5.11%
10.61%
16.42%
16.15%
ES=F
-4.34%
3.41%
-5.76%
8.38%
12.65%
9.68%
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Risk-Adjusted Performance
NQ=F vs. ES=F — Risk-Adjusted Performance Rank
NQ=F
ES=F
NQ=F vs. ES=F - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for E-Mini Nasdaq 100 Futures (NQ=F) and S&P 500 E-Mini Futures (ES=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.
Drawdowns
NQ=F vs. ES=F - Drawdown Comparison
The maximum NQ=F drawdown since its inception was -35.28%, smaller than the maximum ES=F drawdown of -57.11%. Use the drawdown chart below to compare losses from any high point for NQ=F and ES=F. For additional features, visit the drawdowns tool.
Volatility
NQ=F vs. ES=F - Volatility Comparison
E-Mini Nasdaq 100 Futures (NQ=F) has a higher volatility of 6.54% compared to S&P 500 E-Mini Futures (ES=F) at 5.32%. This indicates that NQ=F's price experiences larger fluctuations and is considered to be riskier than ES=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.