PortfoliosLab logoPortfoliosLab logo
AGQ vs. UUP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AGQ vs. UUP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Silver (AGQ) and Invesco DB US Dollar Index Bullish Fund (UUP). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

AGQ vs. UUP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGQ
ProShares Ultra Silver
-23.34%360.71%23.92%-15.09%-7.89%-32.25%62.02%20.02%-22.10%5.49%
UUP
Invesco DB US Dollar Index Bullish Fund
2.59%-4.99%13.50%3.63%9.46%5.73%-6.66%4.09%7.05%-9.10%

Returns By Period

In the year-to-date period, AGQ achieves a -23.34% return, which is significantly lower than UUP's 2.59% return. Over the past 10 years, AGQ has outperformed UUP with an annualized return of 14.25%, while UUP has yielded a comparatively lower 3.07% annualized return.


AGQ

1D
-0.50%
1M
-32.70%
YTD
-23.34%
6M
51.96%
1Y
163.54%
3Y*
56.15%
5Y*
22.66%
10Y*
14.25%

UUP

1D
-0.18%
1M
1.46%
YTD
2.59%
6M
4.28%
1Y
0.37%
3Y*
4.58%
5Y*
5.16%
10Y*
3.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. UUP - Expense Ratio Comparison

AGQ has a 0.93% expense ratio, which is higher than UUP's 0.75% expense ratio.


Return for Risk

AGQ vs. UUP — Risk / Return Rank

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

AGQ
AGQ Risk / Return Rank: 7373
Overall Rank
AGQ Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
AGQ Sortino Ratio Rank: 7676
Sortino Ratio Rank
AGQ Omega Ratio Rank: 8686
Omega Ratio Rank
AGQ Calmar Ratio Rank: 7676
Calmar Ratio Rank
AGQ Martin Ratio Rank: 5555
Martin Ratio Rank

UUP
UUP Risk / Return Rank: 1212
Overall Rank
UUP Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
UUP Sortino Ratio Rank: 1111
Sortino Ratio Rank
UUP Omega Ratio Rank: 1111
Omega Ratio Rank
UUP Calmar Ratio Rank: 1414
Calmar Ratio Rank
UUP Martin Ratio Rank: 1313
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. UUP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Silver (AGQ) and Invesco DB US Dollar Index Bullish Fund (UUP). 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.


AGQUUPDifference

Sharpe ratio

Return per unit of total volatility

1.40

0.05

+1.35

Sortino ratio

Return per unit of downside risk

2.00

0.12

+1.88

Omega ratio

Gain probability vs. loss probability

1.35

1.01

+0.34

Calmar ratio

Return relative to maximum drawdown

2.07

0.08

+1.99

Martin ratio

Return relative to average drawdown

5.57

0.15

+5.42

AGQ vs. UUP - Sharpe Ratio Comparison

The current AGQ Sharpe Ratio is 1.40, which is higher than the UUP Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of AGQ and UUP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


AGQUUPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

0.05

+1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.72

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.44

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.20

-0.11

Correlation

The correlation between AGQ and UUP is -0.41. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

AGQ vs. UUP - Dividend Comparison

AGQ has not paid dividends to shareholders, while UUP's dividend yield for the trailing twelve months is around 3.34%.


TTM202520242023202220212020201920182017
AGQ
ProShares Ultra Silver
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UUP
Invesco DB US Dollar Index Bullish Fund
3.34%3.43%4.48%6.44%0.89%0.00%0.00%2.03%1.08%0.10%

Drawdowns

AGQ vs. UUP - Drawdown Comparison

The maximum AGQ drawdown since its inception was -98.16%, which is greater than UUP's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for AGQ and UUP.


Loading graphics...

Drawdown Indicators


AGQUUPDifference

Max Drawdown

Largest peak-to-trough decline

-98.16%

-22.19%

-75.97%

Max Drawdown (1Y)

Largest decline over 1 year

-76.21%

-5.62%

-70.59%

Max Drawdown (5Y)

Largest decline over 5 years

-76.21%

-10.37%

-65.84%

Max Drawdown (10Y)

Largest decline over 10 years

-76.25%

-14.24%

-62.01%

Current Drawdown

Current decline from peak

-83.72%

-3.93%

-79.79%

Average Drawdown

Average peak-to-trough decline

-79.83%

-8.96%

-70.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.27%

3.20%

+25.07%

Volatility

AGQ vs. UUP - Volatility Comparison

ProShares Ultra Silver (AGQ) has a higher volatility of 34.37% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 2.07%. This indicates that AGQ's price experiences larger fluctuations and is considered to be riskier than UUP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


AGQUUPDifference

Volatility (1M)

Calculated over the trailing 1-month period

34.37%

2.07%

+32.30%

Volatility (6M)

Calculated over the trailing 6-month period

132.42%

4.17%

+128.25%

Volatility (1Y)

Calculated over the trailing 1-year period

117.90%

7.42%

+110.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.01%

7.24%

+65.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.67%

6.99%

+57.68%