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:
0.63
ES=F:
1.02
NQ=F:
0.96
ES=F:
1.46
NQ=F:
1.13
ES=F:
1.20
NQ=F:
0.82
ES=F:
1.51
NQ=F:
2.69
ES=F:
5.82
NQ=F:
4.30%
ES=F:
2.26%
NQ=F:
18.15%
ES=F:
12.82%
NQ=F:
-35.28%
ES=F:
-57.11%
NQ=F:
-7.24%
ES=F:
-4.56%
Returns By Period
In the year-to-date period, NQ=F achieves a -2.77% return, which is significantly lower than ES=F's -0.91% return. Over the past 10 years, NQ=F has outperformed ES=F with an annualized return of 16.28%, while ES=F has yielded a comparatively lower 9.98% annualized return.
NQ=F
-2.77%
-4.37%
6.42%
15.20%
19.15%
16.28%
ES=F
-0.91%
-3.53%
4.85%
15.76%
13.30%
9.98%
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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 4.82% compared to S&P 500 E-Mini Futures (ES=F) at 3.10%. 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.