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AGQ vs. SILJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGQ and SILJ is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

AGQ vs. SILJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Silver (AGQ) and ETFMG Prime Junior Silver Miners ETF (SILJ). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-10.47%
-4.42%
AGQ
SILJ

Key characteristics

Sharpe Ratio

AGQ:

0.36

SILJ:

0.27

Sortino Ratio

AGQ:

0.94

SILJ:

0.66

Omega Ratio

AGQ:

1.11

SILJ:

1.08

Calmar Ratio

AGQ:

0.23

SILJ:

0.18

Martin Ratio

AGQ:

1.41

SILJ:

0.85

Ulcer Index

AGQ:

16.12%

SILJ:

12.47%

Daily Std Dev

AGQ:

62.63%

SILJ:

39.64%

Max Drawdown

AGQ:

-98.16%

SILJ:

-79.04%

Current Drawdown

AGQ:

-95.31%

SILJ:

-43.07%

Returns By Period

In the year-to-date period, AGQ achieves a 26.09% return, which is significantly higher than SILJ's 10.48% return. Over the past 10 years, AGQ has underperformed SILJ with an annualized return of -1.00%, while SILJ has yielded a comparatively higher 4.60% annualized return.


AGQ

YTD

26.09%

1M

-14.01%

6M

-17.17%

1Y

22.58%

5Y*

3.18%

10Y*

-1.00%

SILJ

YTD

10.48%

1M

-10.03%

6M

-6.77%

1Y

10.60%

5Y*

0.61%

10Y*

4.60%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AGQ vs. SILJ - Expense Ratio Comparison

AGQ has a 0.93% expense ratio, which is higher than SILJ's 0.69% expense ratio.


AGQ
ProShares Ultra Silver
Expense ratio chart for AGQ: current value at 0.93% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.93%
Expense ratio chart for SILJ: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%

Risk-Adjusted Performance

AGQ vs. SILJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Silver (AGQ) and ETFMG Prime Junior Silver Miners ETF (SILJ). 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.


Sharpe ratio
The chart of Sharpe ratio for AGQ, currently valued at 0.36, compared to the broader market0.002.004.000.360.27
The chart of Sortino ratio for AGQ, currently valued at 0.94, compared to the broader market-2.000.002.004.006.008.0010.000.940.66
The chart of Omega ratio for AGQ, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.08
The chart of Calmar ratio for AGQ, currently valued at 0.25, compared to the broader market0.005.0010.0015.000.250.18
The chart of Martin ratio for AGQ, currently valued at 1.39, compared to the broader market0.0020.0040.0060.0080.00100.001.390.85
AGQ
SILJ

The current AGQ Sharpe Ratio is 0.36, which is higher than the SILJ Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of AGQ and SILJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.36
0.27
AGQ
SILJ

Dividends

AGQ vs. SILJ - Dividend Comparison

AGQ has not paid dividends to shareholders, while SILJ's dividend yield for the trailing twelve months is around 0.01%.


TTM20232022202120202019201820172016201520142013
AGQ
ProShares Ultra Silver
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SILJ
ETFMG Prime Junior Silver Miners ETF
0.01%0.01%0.06%0.36%1.23%1.45%1.65%0.00%0.52%2.45%0.00%0.10%

Drawdowns

AGQ vs. SILJ - Drawdown Comparison

The maximum AGQ drawdown since its inception was -98.16%, which is greater than SILJ's maximum drawdown of -79.04%. Use the drawdown chart below to compare losses from any high point for AGQ and SILJ. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-84.87%
-43.07%
AGQ
SILJ

Volatility

AGQ vs. SILJ - Volatility Comparison

ProShares Ultra Silver (AGQ) has a higher volatility of 15.88% compared to ETFMG Prime Junior Silver Miners ETF (SILJ) at 11.84%. This indicates that AGQ's price experiences larger fluctuations and is considered to be riskier than SILJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
15.88%
11.84%
AGQ
SILJ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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