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AGQ vs. NUGT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGQ vs. NUGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Silver (AGQ) and Direxion Daily Gold Miners Bull 2X Shares (NUGT). 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 -41.54% return, which is significantly lower than NUGT's -27.03% return. Over the past 10 years, AGQ has outperformed NUGT with an annualized return of 8.24%, while NUGT has yielded a comparatively lower -9.77% annualized return.


AGQ

1D
1.44%
1M
-42.34%
YTD
-41.54%
6M
-27.69%
1Y
86.62%
3Y*
45.61%
5Y*
11.26%
10Y*
8.24%

NUGT

1D
5.72%
1M
-33.37%
YTD
-27.03%
6M
-26.67%
1Y
69.38%
3Y*
55.24%
5Y*
13.62%
10Y*
-9.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGQ vs. NUGT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGQ
ProShares Ultra Silver
-41.54%360.71%23.92%-15.09%-7.89%-32.25%62.02%20.02%-22.10%5.49%
NUGT
Direxion Daily Gold Miners Bull 2X Shares
-27.03%425.05%2.89%2.60%-32.10%-26.31%-60.16%100.73%-44.52%3.73%

Correlation

The correlation between AGQ and NUGT is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.78

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

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2010

0.71

The correlation between AGQ and NUGT has been stable across timeframes, ranging from 0.71 to 0.78 - a consistent structural relationship.

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Return for Risk

AGQ vs. NUGT — Risk / Return Rank

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

AGQ
AGQ Risk / Return Rank: 3030
Overall Rank
AGQ Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
AGQ Sortino Ratio Rank: 3434
Sortino Ratio Rank
AGQ Omega Ratio Rank: 4747
Omega Ratio Rank
AGQ Calmar Ratio Rank: 2626
Calmar Ratio Rank
AGQ Martin Ratio Rank: 2020
Martin Ratio Rank

NUGT
NUGT Risk / Return Rank: 2727
Overall Rank
NUGT Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
NUGT Sortino Ratio Rank: 2929
Sortino Ratio Rank
NUGT Omega Ratio Rank: 3333
Omega Ratio Rank
NUGT Calmar Ratio Rank: 2626
Calmar Ratio Rank
NUGT Martin Ratio Rank: 2424
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. NUGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Silver (AGQ) and Direxion Daily Gold Miners Bull 2X Shares (NUGT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AGQNUGTDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.27

1.20

+0.07

Calmar ratioReturn relative to maximum drawdown

1.09

1.10

-0.01

Martin ratioReturn relative to average drawdown

2.07

2.75

-0.68

AGQ vs. NUGT - Sharpe Ratio Comparison

The current AGQ Sharpe Ratio is 0.71, which is comparable to the NUGT Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of AGQ and NUGT, 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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Drawdowns

AGQ vs. NUGT - Drawdown Comparison

The maximum AGQ drawdown since its inception was -98.16%, roughly equal to the maximum NUGT drawdown of -99.97%. Use the drawdown chart below to compare losses from any high point for AGQ and NUGT.


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Drawdown Indicators


AGQNUGTDifference

Max Drawdown

Largest peak-to-trough decline

-98.16%

-99.97%

+1.81%

Max Drawdown (1Y)

Largest decline over 1 year

-79.89%

-63.43%

-16.46%

Max Drawdown (3Y)

Largest decline over 3 years

-79.89%

-63.43%

-16.46%

Max Drawdown (5Y)

Largest decline over 5 years

-79.89%

-73.72%

-6.17%

Max Drawdown (10Y)

Largest decline over 10 years

-79.89%

-96.91%

+17.02%

Current Drawdown

Current decline from peak

-87.59%

-99.83%

+12.24%

Average Drawdown

Average peak-to-trough decline

-79.85%

-91.52%

+11.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.95%

25.30%

+16.65%

Volatility

AGQ vs. NUGT - Volatility Comparison

ProShares Ultra Silver (AGQ) and Direxion Daily Gold Miners Bull 2X Shares (NUGT) have volatilities of 33.96% and 34.50%, 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.


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Volatility by Period


AGQNUGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

33.96%

34.50%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

135.10%

78.60%

+56.50%

Volatility (1Y)

Calculated over the trailing 1-year period

122.60%

92.79%

+29.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

75.28%

72.64%

+2.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.96%

88.12%

-22.16%

AGQ vs. NUGT - Expense Ratio Comparison

AGQ has a 0.93% expense ratio, which is lower than NUGT's 1.23% expense ratio.


Dividends

AGQ vs. NUGT - Dividend Comparison

AGQ has not paid dividends to shareholders, while NUGT's dividend yield for the trailing twelve months is around 0.41%.


PositionTTM20252024202320222021202020192018
AGQ
ProShares Ultra Silver
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NUGT
Direxion Daily Gold Miners Bull 2X Shares
0.41%0.22%1.79%1.67%0.70%0.00%0.00%0.63%0.57%

Frequently Asked Questions


AGQ and NUGT have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NUGT has higher volatility (34.50%) compared to AGQ (33.96%). In terms of maximum drawdown, AGQ dropped -98.16% vs NUGT's -99.97%.

On 10-year performance, AGQ leads with 8.24% vs -9.77% for NUGT. On fees, AGQ is cheaper at 0.93% per year. On volatility, AGQ has been the lower-risk option at 33.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, AGQ has performed better with a 8.24% return vs -9.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AGQ is cheaper with a 0.93% expense ratio, compared with 1.23% for NUGT.

NUGT has the higher dividend yield at 0.41%, compared with 0.00% for AGQ.

AGQ is categorized as Silver, while NUGT is Leveraged Equities. AGQ tracks Bloomberg Silver Subindex (200%), while NUGT tracks NYSE Arca Gold Miners Index (300%). They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.93% for AGQ and 1.23% for NUGT.

NUGT currently has the higher Sharpe Ratio (0.75 vs 0.71), 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

Find the right allocation for AGQ and NUGT

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