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 | 20.35% | 27.64% |
| 1Y Return | 23.16% | 105.60% |
| 3Y Return (Ann) | -5.78% | 4.84% |
| 5Y Return (Ann) | -0.43% | 38.88% |
| 10Y Return (Ann) | -5.60% | 60.51% |
| Sharpe Ratio | 0.35 | 0.77 |
| Daily Std Dev | 59.03% | 43.02% |
| Max Drawdown | -98.16% | -93.07% |
| Current Drawdown | -95.52% | -26.18% |
Correlation
The correlation between AGQ and BTC-USD is 0.06, 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 20.35% return, which is significantly lower than BTC-USD's 27.64% return. Over the past 10 years, AGQ has underperformed BTC-USD with an annualized return of -5.60%, while BTC-USD has yielded a comparatively higher 60.51% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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) and Bitcoin (BTC-USD) have volatilities of 17.78% and 18.17%, 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.