NQ=F vs. ^NDX

In the year-to-date period, NQ=F achieves a 2.34% return, which is significantly higher than ^NDX's 1.46% return. Both investments have delivered pretty close results over the past 10 years, with NQ=F having a 17.02% annualized return and ^NDX not far behind at 16.81%.

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This table presents a comparison of risk-adjusted performance metrics for E-Mini Nasdaq 100 Futures (NQ=F) and NASDAQ 100 (^NDX). 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 0.58, which is comparable to the ^NDX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of NQ=F and ^NDX, 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 ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for NQ=F and ^NDX.

E-Mini Nasdaq 100 Futures (NQ=F) and NASDAQ 100 (^NDX) have volatilities of 5.57% and 5.57%, 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.