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

Correlation

The correlation between AGQ and SLV 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.


-0.50.00.51.01.0

Performance

AGQ vs. SLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Silver (AGQ) and iShares Silver Trust (SLV). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-17.17%
-4.11%
AGQ
SLV

Key characteristics

Sharpe Ratio

AGQ:

0.36

SLV:

0.75

Sortino Ratio

AGQ:

0.94

SLV:

1.24

Omega Ratio

AGQ:

1.11

SLV:

1.15

Calmar Ratio

AGQ:

0.23

SLV:

0.40

Martin Ratio

AGQ:

1.41

SLV:

3.15

Ulcer Index

AGQ:

16.12%

SLV:

7.34%

Daily Std Dev

AGQ:

62.63%

SLV:

30.69%

Max Drawdown

AGQ:

-98.16%

SLV:

-76.28%

Current Drawdown

AGQ:

-95.31%

SLV:

-43.19%

Returns By Period

In the year-to-date period, AGQ achieves a 26.09% return, which is significantly higher than SLV's 23.28% return. Over the past 10 years, AGQ has underperformed SLV with an annualized return of -1.00%, while SLV has yielded a comparatively higher 5.73% annualized return.


AGQ

YTD

26.09%

1M

-14.01%

6M

-17.17%

1Y

22.58%

5Y*

3.18%

10Y*

-1.00%

SLV

YTD

23.28%

1M

-5.39%

6M

-0.41%

1Y

21.88%

5Y*

10.89%

10Y*

5.73%

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. SLV - Expense Ratio Comparison

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

Risk-Adjusted Performance

AGQ vs. SLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Silver (AGQ) and iShares Silver Trust (SLV). 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 market0.002.004.000.360.71
The chart of Sortino ratio for AGQ, currently valued at 0.94, compared to the broader market-2.000.002.004.006.008.0010.000.941.19
The chart of Omega ratio for AGQ, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.14
The chart of Calmar ratio for AGQ, currently valued at 0.23, compared to the broader market0.005.0010.0015.000.230.38
The chart of Martin ratio for AGQ, currently valued at 1.41, compared to the broader market0.0020.0040.0060.0080.00100.001.412.95
AGQ
SLV

The current AGQ Sharpe Ratio is 0.36, which is lower than the SLV Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of AGQ and SLV, 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
0.71
AGQ
SLV

Dividends

AGQ vs. SLV - Dividend Comparison

Neither AGQ nor SLV has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AGQ vs. SLV - Drawdown Comparison

The maximum AGQ drawdown since its inception was -98.16%, which is greater than SLV's maximum drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for AGQ and SLV. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-95.31%
-43.19%
AGQ
SLV

Volatility

AGQ vs. SLV - Volatility Comparison

ProShares Ultra Silver (AGQ) has a higher volatility of 16.00% compared to iShares Silver Trust (SLV) at 7.38%. This indicates that AGQ's price experiences larger fluctuations and is considered to be riskier than SLV 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
16.00%
7.38%
AGQ
SLV
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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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