PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
^DJUSM vs. NQ=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

^DJUSM vs. NQ=F

Last updated May 12, 2025

Compare and contrast key facts about Dow Jones U.S. Mid-Cap Index (^DJUSM) and E-Mini Nasdaq 100 Futures (NQ=F).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJUSM or NQ=F.

Correlation

The correlation between ^DJUSM and NQ=F is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

^DJUSM vs. NQ=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Mid-Cap Index (^DJUSM) and E-Mini Nasdaq 100 Futures (NQ=F). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Returns By Period

^DJUSM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

NQ=F

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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

^DJUSM vs. NQ=F — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
^DJUSM
The Risk-Adjusted Performance Rank of ^DJUSM is 6464
Overall Rank
The Sharpe Ratio Rank of ^DJUSM is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJUSM is 6666
Sortino Ratio Rank
The Omega Ratio Rank of ^DJUSM is 6666
Omega Ratio Rank
The Calmar Ratio Rank of ^DJUSM is 6565
Calmar Ratio Rank
The Martin Ratio Rank of ^DJUSM is 6767
Martin Ratio Rank
NQ=F
The Risk-Adjusted Performance Rank of NQ=F is 7474
Overall Rank
The Sharpe Ratio Rank of NQ=F is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of NQ=F is 7575
Sortino Ratio Rank
The Omega Ratio Rank of NQ=F is 7676
Omega Ratio Rank
The Calmar Ratio Rank of NQ=F is 7878
Calmar Ratio Rank
The Martin Ratio Rank of NQ=F is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^DJUSM vs. NQ=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Mid-Cap Index (^DJUSM) and E-Mini Nasdaq 100 Futures (NQ=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.

No data
No data
No data
No data
No data

Loading data...

Drawdowns

^DJUSM vs. NQ=F - Drawdown Comparison

Loading data...

Volatility

^DJUSM vs. NQ=F - Volatility Comparison

Loading data...