AGQ vs. BTC-USD
Compare and contrast key facts about ProShares Ultra Silver (AGQ) and Bitcoin (BTC-USD).
AGQ is a passively managed fund by ProShares that tracks the performance of the Bloomberg Silver (-200%). It was launched on Dec 1, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGQ or BTC-USD.
Key characteristics
| AGQ | BTC-USD | |
|---|---|---|
| YTD Return | 38.02% | 114.32% |
| 1Y Return | 43.40% | 154.90% |
| 3Y Return (Ann) | -3.49% | 11.43% |
| 5Y Return (Ann) | 5.43% | 60.55% |
| 10Y Return (Ann) | -1.01% | 72.52% |
| Sharpe Ratio | 0.85 | 1.07 |
| Sortino Ratio | 1.50 | 1.78 |
| Omega Ratio | 1.18 | 1.17 |
| Calmar Ratio | 0.55 | 0.91 |
| Martin Ratio | 3.21 | 4.39 |
| Ulcer Index | 16.72% | 13.18% |
| Daily Std Dev | 63.12% | 44.55% |
| Max Drawdown | -98.16% | -93.07% |
| Current Drawdown | -94.87% | 0.00% |
Correlation
The correlation between AGQ and BTC-USD is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
AGQ vs. BTC-USD - Performance Comparison
In the year-to-date period, AGQ achieves a 38.02% return, which is significantly lower than BTC-USD's 114.32% return. Over the past 10 years, AGQ has underperformed BTC-USD with an annualized return of -1.01%, while BTC-USD has yielded a comparatively higher 72.52% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
AGQ vs. BTC-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Silver (AGQ) and Bitcoin (BTC-USD). 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
AGQ vs. BTC-USD - Drawdown Comparison
The maximum AGQ drawdown since its inception was -98.16%, which is greater than BTC-USD's maximum drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for AGQ and BTC-USD. For additional features, visit the drawdowns tool.
Volatility
AGQ vs. BTC-USD - Volatility Comparison
ProShares Ultra Silver (AGQ) has a higher volatility of 21.69% compared to Bitcoin (BTC-USD) at 15.70%. This indicates that AGQ's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.