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AGQ vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGQ vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Silver (AGQ) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGQ achieves a -61.04% return, which is significantly lower than UVXY's -29.20% return. Over the past 10 years, AGQ has outperformed UVXY with an annualized return of 1.31%, while UVXY has yielded a comparatively lower -71.80% annualized return.


AGQ

1D
1.51%
1M
-31.52%
6M
-75.14%
YTD
-61.04%
1Y
13.89%
3Y*
23.01%
5Y*
6.49%
10Y*
1.31%

UVXY

1D
8.81%
1M
-7.29%
6M
-28.42%
YTD
-29.20%
1Y
-70.71%
3Y*
-60.83%
5Y*
-67.79%
10Y*
-71.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGQ vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGQ
ProShares Ultra Silver
-61.04%360.71%23.92%-15.09%-7.89%-32.25%62.02%20.02%-22.10%5.49%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-29.20%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between AGQ and UVXY is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.18

Correlation (3Y)
Calculated over the trailing 3-year period

-0.14

Correlation (5Y)
Calculated over the trailing 5-year period

-0.16

Correlation (10Y)
Calculated over the trailing 10-year period

-0.14

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2011

-0.14

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Return for Risk

AGQ vs. UVXY — Risk / Return Rank

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

AGQ
AGQ Risk / Return Rank: 1818
Overall Rank
AGQ Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
AGQ Sortino Ratio Rank: 2424
Sortino Ratio Rank
AGQ Omega Ratio Rank: 2929
Omega Ratio Rank
AGQ Calmar Ratio Rank: 1212
Calmar Ratio Rank
AGQ Martin Ratio Rank: 1111
Martin Ratio Rank

UVXY
UVXY Risk / Return Rank: 22
Overall Rank
UVXY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 22
Sortino Ratio Rank
UVXY Omega Ratio Rank: 22
Omega Ratio Rank
UVXY Calmar Ratio Rank: 11
Calmar Ratio Rank
UVXY Martin Ratio Rank: 11
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. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Silver (AGQ) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AGQUVXYDifference
Sharpe ratioReturn per unit of total volatility

+0.94

Sortino ratioReturn per unit of downside risk

+2.53

Omega ratioGain probability vs. loss probability

1.17

0.84

+0.33

Calmar ratioReturn relative to maximum drawdown

0.16

-0.96

+1.12

Martin ratioReturn relative to average drawdown

0.29

-1.43

+1.71

AGQ vs. UVXY - Sharpe Ratio Comparison

The current AGQ Sharpe Ratio is 0.11, which is higher than the UVXY Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of AGQ and UVXY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AGQ vs. UVXY - Drawdown Comparison

The maximum AGQ drawdown since its inception was -98.16%, roughly equal to the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for AGQ and UVXY.


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Drawdown Indicators


AGQUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-98.16%

-100.00%

+1.84%

Max Drawdown (1Y)

Largest decline over 1 year

-85.13%

-73.88%

-11.25%

Max Drawdown (3Y)

Largest decline over 3 years

-85.13%

-95.42%

+10.29%

Max Drawdown (5Y)

Largest decline over 5 years

-85.13%

-99.75%

+14.62%

Max Drawdown (10Y)

Largest decline over 10 years

-85.13%

-100.00%

+14.87%

Current Drawdown

Current decline from peak

-91.73%

-100.00%

+8.27%

Average Drawdown

Average peak-to-trough decline

-79.91%

-98.76%

+18.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.70%

49.63%

-0.93%

Volatility

AGQ vs. UVXY - Volatility Comparison

ProShares Ultra Silver (AGQ) has a higher volatility of 26.60% compared to ProShares Ultra VIX Short-Term Futures ETF (UVXY) at 19.34%. This indicates that AGQ's price experiences larger fluctuations and is considered to be riskier than UVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGQUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.60%

19.34%

+7.26%

Volatility (6M)

Calculated over the trailing 6-month period

129.62%

67.22%

+62.40%

Volatility (1Y)

Calculated over the trailing 1-year period

125.05%

85.95%

+39.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

76.07%

103.85%

-27.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.34%

112.04%

-45.70%

AGQ vs. UVXY - Expense Ratio Comparison

AGQ has a 0.93% expense ratio, which is lower than UVXY's 0.95% expense ratio.


Dividends

AGQ vs. UVXY - Dividend Comparison

Neither AGQ nor UVXY has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AGQ and UVXY have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGQ has higher volatility (26.60%) compared to UVXY (19.34%). In terms of maximum drawdown, AGQ dropped -98.16% vs UVXY's -100.00%.

On 10-year performance, AGQ leads with 1.31% vs -71.80% for UVXY. On fees, AGQ is cheaper at 0.93% per year. On volatility, UVXY has been the lower-risk option at 19.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, AGQ has performed better with a 1.31% return vs -71.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AGQ is cheaper with a 0.93% expense ratio, compared with 0.95% for UVXY.

AGQ and UVXY have nearly identical dividend yields, around 0.00%.

AGQ is categorized as Silver, while UVXY is Volatility. AGQ tracks Bloomberg Silver Subindex (200%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%). Their fees differ too: 0.93% for AGQ and 0.95% for UVXY.

AGQ currently has the higher Sharpe Ratio (0.11 vs -0.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AGQ and UVXY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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