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AGQ vs. BRLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGQ vs. BRLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Silver (AGQ) and BlackRock Floating Rate Loan ETF (BRLN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGQ achieves a -29.18% return, which is significantly lower than BRLN's 1.44% return.


AGQ

1D
2.38%
1M
0.62%
YTD
-29.18%
6M
1.31%
1Y
149.89%
3Y*
55.60%
5Y*
15.82%
10Y*
11.51%

BRLN

1D
0.09%
1M
0.87%
YTD
1.44%
6M
2.08%
1Y
5.39%
3Y*
7.50%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGQ vs. BRLN - Yearly Performance Comparison


2026 (YTD)2025202420232022
AGQ
ProShares Ultra Silver
-29.18%360.71%23.92%-15.09%30.83%
BRLN
BlackRock Floating Rate Loan ETF
1.44%5.38%7.49%13.42%2.13%

Correlation

The correlation between AGQ and BRLN is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.00

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2022

0.02

The correlation between AGQ and BRLN shifts across timeframes, from -0.09 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AGQ vs. BRLN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AGQ
AGQ Risk / Return Rank: 3939
Overall Rank
AGQ Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AGQ Sortino Ratio Rank: 3939
Sortino Ratio Rank
AGQ Omega Ratio Rank: 5454
Omega Ratio Rank
AGQ Calmar Ratio Rank: 4141
Calmar Ratio Rank
AGQ Martin Ratio Rank: 2727
Martin Ratio Rank

BRLN
BRLN Risk / Return Rank: 5757
Overall Rank
BRLN Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
BRLN Sortino Ratio Rank: 5959
Sortino Ratio Rank
BRLN Omega Ratio Rank: 5656
Omega Ratio Rank
BRLN Calmar Ratio Rank: 5555
Calmar Ratio Rank
BRLN Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AGQ vs. BRLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Silver (AGQ) and BlackRock Floating Rate Loan ETF (BRLN). 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.


AGQBRLNDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

1.33

1.34

-0.02

Calmar ratioReturn relative to maximum drawdown

1.98

2.70

-0.72

Martin ratioReturn relative to average drawdown

3.75

10.51

-6.76

AGQ vs. BRLN - Sharpe Ratio Comparison

The current AGQ Sharpe Ratio is 1.25, which is comparable to the BRLN Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of AGQ and BRLN, 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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Sharpe Ratios by Period


AGQBRLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.77

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

2.19

-2.11

Drawdowns

AGQ vs. BRLN - Drawdown Comparison

The maximum AGQ drawdown since its inception was -98.16%, which is greater than BRLN's maximum drawdown of -3.85%. Use the drawdown chart below to compare losses from any high point for AGQ and BRLN.


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Drawdown Indicators


AGQBRLNDifference

Max Drawdown

Largest peak-to-trough decline

-98.16%

-3.85%

-94.31%

Max Drawdown (1Y)

Largest decline over 1 year

-76.21%

-2.00%

-74.21%

Max Drawdown (3Y)

Largest decline over 3 years

-76.21%

-3.85%

-72.36%

Max Drawdown (5Y)

Largest decline over 5 years

-76.21%

Max Drawdown (10Y)

Largest decline over 10 years

-76.25%

Current Drawdown

Current decline from peak

-84.96%

-0.12%

-84.84%

Average Drawdown

Average peak-to-trough decline

-79.86%

-0.31%

-79.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.19%

0.51%

+39.68%

Volatility

AGQ vs. BRLN - Volatility Comparison

ProShares Ultra Silver (AGQ) has a higher volatility of 33.59% compared to BlackRock Floating Rate Loan ETF (BRLN) at 0.80%. This indicates that AGQ's price experiences larger fluctuations and is considered to be riskier than BRLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGQBRLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

33.59%

0.80%

+32.79%

Volatility (6M)

Calculated over the trailing 6-month period

133.69%

2.24%

+131.45%

Volatility (1Y)

Calculated over the trailing 1-year period

120.79%

3.06%

+117.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.68%

3.73%

+70.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.65%

3.73%

+61.92%

AGQ vs. BRLN - Expense Ratio Comparison

AGQ has a 0.93% expense ratio, which is higher than BRLN's 0.55% expense ratio.


Dividends

AGQ vs. BRLN - Dividend Comparison

AGQ has not paid dividends to shareholders, while BRLN's dividend yield for the trailing twelve months is around 6.35%.


PositionTTM2025202420232022
AGQ
ProShares Ultra Silver
0.00%0.00%0.00%0.00%0.00%
BRLN
BlackRock Floating Rate Loan ETF
6.35%6.50%7.87%9.06%1.48%

Frequently Asked Questions


AGQ and BRLN have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGQ has higher volatility (33.59%) compared to BRLN (0.80%). In terms of maximum drawdown, AGQ dropped -98.16% vs BRLN's -3.85%.

On 3-year performance, AGQ leads with 55.60% vs 7.50% for BRLN. On fees, BRLN is cheaper at 0.55% per year. On volatility, BRLN has been the lower-risk option at 0.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, AGQ has performed better with a 55.60% return vs 7.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BRLN is cheaper with a 0.55% expense ratio, compared with 0.93% for AGQ.

BRLN has the higher dividend yield at 6.35%, compared with 0.00% for AGQ.

AGQ is categorized as Silver, while BRLN is Bank Loan. They also come from different issuers: ProShares and BlackRock. Their fees differ too: 0.93% for AGQ and 0.55% for BRLN.

BRLN currently has the higher Sharpe Ratio (1.77 vs 1.25), 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

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