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NQ=F vs. FNGS
Performance
Return for Risk
Drawdowns
Volatility

Performance

NQ=F vs. FNGS - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with NQ=F having a 16.06% return and FNGS slightly higher at 16.83%.


NQ=F

1D
-1.07%
1M
-1.32%
6M
18.18%
YTD
16.06%
1Y
27.72%
3Y*
24.38%
5Y*
14.37%
10Y*
19.97%
ALL TIME*
8.34%

FNGS

1D
-0.29%
1M
6.83%
6M
24.47%
YTD
16.83%
1Y
23.22%
3Y*
32.88%
5Y*
20.46%
10Y*
ALL TIME*
31.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.97M$1.99M$2.48M
$16.70B$15.74B$17.43B

NQ=F vs. FNGS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
NQ=F
E-Mini Nasdaq 100 Futures
16.06%19.93%24.69%54.45%-32.46%26.66%47.22%5.77%
FNGS
MicroSectors FANG+ ETN
16.83%18.64%51.99%95.24%-40.32%16.96%101.99%10.10%

Correlation

The correlation between NQ=F and FNGS is 0.82, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.82

Correlation (3Y)
Balances recent behavior with more history.

0.87

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.89

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2019

0.88

The correlation between NQ=F and FNGS has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.

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Return for Risk

NQ=F vs. FNGS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NQ=F
NQ=F Risk / Return Rank: 6464
Overall Rank
NQ=F Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
NQ=F Sortino Ratio Rank: 6363
Sortino Ratio Rank
NQ=F Omega Ratio Rank: 5757
Omega Ratio Rank
NQ=F Calmar Ratio Rank: 7171
Calmar Ratio Rank
NQ=F Martin Ratio Rank: 6565
Martin Ratio Rank

FNGS
FNGS Risk / Return Rank: 3232
Overall Rank
FNGS Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
FNGS Sortino Ratio Rank: 3535
Sortino Ratio Rank
FNGS Omega Ratio Rank: 3434
Omega Ratio Rank
FNGS Calmar Ratio Rank: 2828
Calmar Ratio Rank
FNGS Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NQ=F vs. FNGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for E-Mini Nasdaq 100 Futures (NQ=F) and MicroSectors FANG+ ETN (FNGS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NQ=FFNGSDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.25

1.19

+0.07

Calmar ratioReturn relative to maximum drawdown

2.34

1.02

+1.33

Martin ratioReturn relative to average drawdown

7.29

2.70

+4.59

NQ=F vs. FNGS - Sharpe Ratio Comparison

The current NQ=F Sharpe Ratio is 1.44, which is higher than the FNGS Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of NQ=F and FNGS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NQ=F vs. FNGS - Drawdown Comparison

The maximum NQ=F drawdown since its inception was -78.99%, which is greater than FNGS's maximum drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for NQ=F and FNGS.


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Drawdown Indicators


NQ=FFNGSDifference

Max Drawdown

Largest peak-to-trough decline

-78.99%

-48.98%

-30.01%

Max Drawdown (1Y)

Largest decline over 1 year

-11.89%

-22.93%

+11.04%

Max Drawdown (3Y)

Largest decline over 3 years

-22.50%

-26.77%

+4.27%

Max Drawdown (5Y)

Largest decline over 5 years

-35.28%

-48.98%

+13.70%

Max Drawdown (10Y)

Largest decline over 10 years

-35.28%

Current Drawdown

Current decline from peak

-3.80%

-1.13%

-2.67%

Average Drawdown

Average peak-to-trough decline

-29.46%

-10.78%

-18.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

8.61%

-4.80%

Volatility

NQ=F vs. FNGS - Volatility Comparison

E-Mini Nasdaq 100 Futures (NQ=F) and MicroSectors FANG+ ETN (FNGS) have volatilities of 7.41% and 7.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NQ=FFNGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.41%

7.68%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

15.98%

18.93%

-2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

19.42%

23.12%

-3.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.17%

30.38%

-7.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.63%

31.11%

-8.48%

Frequently Asked Questions


NQ=F and FNGS have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FNGS has higher volatility (7.68%) compared to NQ=F (7.41%). In terms of maximum drawdown, NQ=F dropped -78.99% vs FNGS's -48.98%.

NQ=F currently has the higher Sharpe Ratio (1.44 vs 1.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for NQ=F and FNGS

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