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 0.86, 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:
1.38
ES=F:
1.58
NQ=F:
1.93
ES=F:
2.22
NQ=F:
1.26
ES=F:
1.31
NQ=F:
1.78
ES=F:
2.32
NQ=F:
5.89
ES=F:
8.83
NQ=F:
4.24%
ES=F:
2.30%
NQ=F:
17.93%
ES=F:
12.78%
NQ=F:
-35.28%
ES=F:
-57.11%
NQ=F:
-0.90%
ES=F:
-0.30%
Returns By Period
The year-to-date returns for both investments are quite close, with NQ=F having a 3.23% return and ES=F slightly higher at 3.33%. Over the past 10 years, NQ=F has outperformed ES=F with an annualized return of 17.94%, while ES=F has yielded a comparatively lower 11.04% annualized return.
NQ=F
3.23%
-0.44%
14.27%
25.01%
19.04%
17.94%
ES=F
3.33%
0.62%
11.53%
24.75%
12.29%
11.04%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 4.82% compared to S&P 500 E-Mini Futures (ES=F) at 3.49%. 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.