PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AGQ vs. SILJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AGQSILJ
YTD Return40.85%15.60%
1Y Return46.40%25.12%
3Y Return (Ann)-5.62%-8.99%
5Y Return (Ann)9.07%6.67%
10Y Return (Ann)-6.08%-0.58%
Sharpe Ratio0.750.67
Daily Std Dev57.07%37.13%
Max Drawdown-98.16%-79.04%
Current Drawdown-94.76%-40.43%

Correlation

-0.50.00.51.00.7

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.

Performance

AGQ vs. SILJ - Performance Comparison

In the year-to-date period, AGQ achieves a 40.85% return, which is significantly higher than SILJ's 15.60% return. Over the past 10 years, AGQ has underperformed SILJ with an annualized return of -6.08%, while SILJ has yielded a comparatively higher -0.58% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%2024FebruaryMarchAprilMayJune
-83.10%
-38.50%
AGQ
SILJ

Compare stocks, funds, or ETFs

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


ProShares Ultra Silver

ETFMG Prime Junior Silver Miners ETF

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.


AGQ
Sharpe ratio
The chart of Sharpe ratio for AGQ, currently valued at 0.75, compared to the broader market0.002.004.006.000.75
Sortino ratio
The chart of Sortino ratio for AGQ, currently valued at 1.37, compared to the broader market0.005.0010.001.37
Omega ratio
The chart of Omega ratio for AGQ, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.003.501.17
Calmar ratio
The chart of Calmar ratio for AGQ, currently valued at 0.47, compared to the broader market0.005.0010.0015.0020.000.47
Martin ratio
The chart of Martin ratio for AGQ, currently valued at 2.47, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.47
SILJ
Sharpe ratio
The chart of Sharpe ratio for SILJ, currently valued at 0.67, compared to the broader market0.002.004.006.000.67
Sortino ratio
The chart of Sortino ratio for SILJ, currently valued at 1.19, compared to the broader market0.005.0010.001.19
Omega ratio
The chart of Omega ratio for SILJ, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.003.501.14
Calmar ratio
The chart of Calmar ratio for SILJ, currently valued at 0.41, compared to the broader market0.005.0010.0015.0020.000.41
Martin ratio
The chart of Martin ratio for SILJ, currently valued at 1.85, compared to the broader market0.0020.0040.0060.0080.00100.00120.001.85

AGQ vs. SILJ - Sharpe Ratio Comparison

The current AGQ Sharpe Ratio is 0.75, which roughly equals the SILJ Sharpe Ratio of 0.67. The chart below compares the 12-month rolling Sharpe Ratio of AGQ and SILJ.


Rolling 12-month Sharpe Ratio-0.500.000.501.002024FebruaryMarchAprilMayJune
0.75
0.67
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%0.05%0.36%1.23%1.45%1.66%0.00%0.52%2.46%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%2024FebruaryMarchAprilMayJune
-83.10%
-40.43%
AGQ
SILJ

Volatility

AGQ vs. SILJ - Volatility Comparison

ProShares Ultra Silver (AGQ) has a higher volatility of 27.79% compared to ETFMG Prime Junior Silver Miners ETF (SILJ) at 12.98%. 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%30.00%2024FebruaryMarchAprilMayJune
27.79%
12.98%
AGQ
SILJ