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

Key characteristics


AGQSIVR
YTD Return40.85%23.98%
1Y Return46.40%31.67%
3Y Return (Ann)-5.62%4.37%
5Y Return (Ann)9.07%13.69%
10Y Return (Ann)-6.08%3.20%
Sharpe Ratio0.751.04
Daily Std Dev57.07%28.35%
Max Drawdown-98.16%-75.85%
Current Drawdown-94.76%-41.43%

Correlation

-0.50.00.51.01.0

The correlation between AGQ and SIVR is 1.00, 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. SIVR - Performance Comparison

In the year-to-date period, AGQ achieves a 40.85% return, which is significantly higher than SIVR's 23.98% return. Over the past 10 years, AGQ has underperformed SIVR with an annualized return of -6.08%, while SIVR has yielded a comparatively higher 3.20% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%2024FebruaryMarchAprilMayJune
-54.18%
102.80%
AGQ
SIVR

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

Aberdeen Standard Physical Silver Shares ETF

AGQ vs. SIVR - Expense Ratio Comparison

AGQ has a 0.93% expense ratio, which is higher than SIVR's 0.30% 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 SIVR: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

AGQ vs. SIVR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Silver (AGQ) and Aberdeen Standard Physical Silver Shares ETF (SIVR). 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 0.44, compared to the broader market0.005.0010.0015.0020.000.44
Martin ratio
The chart of Martin ratio for AGQ, currently valued at 2.47, compared to the broader market0.0020.0040.0060.0080.00100.002.47
SIVR
Sharpe ratio
The chart of Sharpe ratio for SIVR, currently valued at 1.04, compared to the broader market0.002.004.006.001.04
Sortino ratio
The chart of Sortino ratio for SIVR, currently valued at 1.61, compared to the broader market0.005.0010.001.61
Omega ratio
The chart of Omega ratio for SIVR, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.003.501.20
Calmar ratio
The chart of Calmar ratio for SIVR, currently valued at 0.51, compared to the broader market0.005.0010.0015.0020.000.51
Martin ratio
The chart of Martin ratio for SIVR, currently valued at 3.93, compared to the broader market0.0020.0040.0060.0080.00100.003.93

AGQ vs. SIVR - Sharpe Ratio Comparison

The current AGQ Sharpe Ratio is 0.75, which roughly equals the SIVR Sharpe Ratio of 1.04. The chart below compares the 12-month rolling Sharpe Ratio of AGQ and SIVR.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502024FebruaryMarchAprilMayJune
0.75
1.04
AGQ
SIVR

Dividends

AGQ vs. SIVR - Dividend Comparison

Neither AGQ nor SIVR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AGQ vs. SIVR - Drawdown Comparison

The maximum AGQ drawdown since its inception was -98.16%, which is greater than SIVR's maximum drawdown of -75.85%. Use the drawdown chart below to compare losses from any high point for AGQ and SIVR. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%2024FebruaryMarchAprilMayJune
-94.76%
-41.43%
AGQ
SIVR

Volatility

AGQ vs. SIVR - Volatility Comparison

ProShares Ultra Silver (AGQ) has a higher volatility of 27.79% compared to Aberdeen Standard Physical Silver Shares ETF (SIVR) at 13.83%. This indicates that AGQ's price experiences larger fluctuations and is considered to be riskier than SIVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%2024FebruaryMarchAprilMayJune
27.79%
13.83%
AGQ
SIVR