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

Key characteristics


AGQUUP
YTD Return40.85%7.42%
1Y Return46.40%9.78%
3Y Return (Ann)-5.62%8.21%
5Y Return (Ann)9.07%4.19%
10Y Return (Ann)-6.08%4.18%
Sharpe Ratio0.751.66
Daily Std Dev57.07%6.11%
Max Drawdown-98.16%-22.19%
Current Drawdown-94.76%0.00%

Correlation

-0.50.00.51.0-0.4

The correlation between AGQ and UUP is -0.43. 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.

Performance

AGQ vs. UUP - Performance Comparison

In the year-to-date period, AGQ achieves a 40.85% return, which is significantly higher than UUP's 7.42% return. Over the past 10 years, AGQ has underperformed UUP with an annualized return of -6.08%, while UUP has yielded a comparatively higher 4.18% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%2024FebruaryMarchAprilMayJune
-16.07%
22.34%
AGQ
UUP

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ProShares Ultra Silver

Invesco DB US Dollar Index Bullish Fund

AGQ vs. UUP - Expense Ratio Comparison

AGQ has a 0.93% expense ratio, which is higher than UUP's 0.75% 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 UUP: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

AGQ vs. UUP - Risk-Adjusted Performance 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.


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 market0.0020.0040.0060.0080.00100.00120.002.47
UUP
Sharpe ratio
The chart of Sharpe ratio for UUP, currently valued at 1.66, compared to the broader market0.002.004.006.001.66
Sortino ratio
The chart of Sortino ratio for UUP, currently valued at 2.40, compared to the broader market0.005.0010.002.40
Omega ratio
The chart of Omega ratio for UUP, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.003.501.31
Calmar ratio
The chart of Calmar ratio for UUP, currently valued at 1.09, compared to the broader market0.005.0010.0015.0020.001.09
Martin ratio
The chart of Martin ratio for UUP, currently valued at 6.68, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.68

AGQ vs. UUP - Sharpe Ratio Comparison

The current AGQ Sharpe Ratio is 0.75, which is lower than the UUP Sharpe Ratio of 1.66. The chart below compares the 12-month rolling Sharpe Ratio of AGQ and UUP.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002024FebruaryMarchAprilMayJune
0.75
1.66
AGQ
UUP

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 6.00%.


TTM2023202220212020201920182017
AGQ
ProShares Ultra Silver
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UUP
Invesco DB US Dollar Index Bullish Fund
6.00%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. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%2024FebruaryMarchAprilMayJune
-94.76%
0
AGQ
UUP

Volatility

AGQ vs. UUP - Volatility Comparison

ProShares Ultra Silver (AGQ) has a higher volatility of 27.79% compared to Invesco DB US Dollar Index Bullish Fund (UUP) at 1.61%. 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%2024FebruaryMarchAprilMayJune
27.79%
1.61%
AGQ
UUP