AGQ vs. VZLA

Last updated Apr 2, 2026

Compare and contrast key facts about ProShares Ultra Silver (AGQ) and Vizsla Silver Corp (VZLA).

AGQ is a passively managed fund by ProShares that tracks the performance of the Bloomberg Silver (200%). It was launched on Dec 1, 2008.

Performance

AGQ vs. VZLA - Performance Comparison

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

AGQ vs. VZLA - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AGQ ProShares Ultra Silver	-23.34%	360.71%	-12.02%
VZLA Vizsla Silver Corp	-39.12%	219.88%	-1.72%

Returns By Period

In the year-to-date period, AGQ achieves a -23.34% return, which is significantly higher than VZLA's -39.12% 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%

VZLA

• 1D: 0.91%
• 1M: -24.32%
• YTD: -39.12%
• 6M: -25.50%
• 1Y: 44.78%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AGQ vs. VZLA — Risk / Return Rank

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

AGQ

AGQ Risk / Return Rank: 73
AGQ Sharpe Ratio Rank: 75
AGQ Sortino Ratio Rank: 76
AGQ Omega Ratio Rank: 86
AGQ Calmar Ratio Rank: 76
AGQ Martin Ratio Rank: 55

VZLA

VZLA Risk / Return Rank: 61
VZLA Sharpe Ratio Rank: 63
VZLA Sortino Ratio Rank: 60
VZLA Omega Ratio Rank: 59
VZLA Calmar Ratio Rank: 59
VZLA Martin Ratio Rank: 62

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. VZLA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Silver (AGQ) and Vizsla Silver Corp (VZLA). 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	VZLA	Difference
Sharpe ratio Return per unit of total volatility	1.40	0.65	+0.75
Sortino ratio Return per unit of downside risk	2.00	1.23	+0.78
Omega ratio Gain probability vs. loss probability	1.35	1.16	+0.19
Calmar ratio Return relative to maximum drawdown	2.07	0.83	+1.24
Martin ratio Return relative to average drawdown	5.57	2.32	+3.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AGQ vs. VZLA - Sharpe Ratio Comparison

The current AGQ Sharpe Ratio is 1.40, which is higher than the VZLA Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of AGQ and VZLA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AGQ	VZLA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	0.65	+0.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.22	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	0.70	-0.61

Correlation

The correlation between AGQ and VZLA is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

AGQ vs. VZLA - Dividend Comparison

Neither AGQ nor VZLA has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

AGQ vs. VZLA - Drawdown Comparison

The maximum AGQ drawdown since its inception was -98.16%, which is greater than VZLA's maximum drawdown of -56.27%. Use the drawdown chart below to compare losses from any high point for AGQ and VZLA.

Drawdown Indicators

	AGQ	VZLA	Difference
Max Drawdown Largest peak-to-trough decline	-98.16%	-56.27%	-41.89%
Max Drawdown (1Y) Largest decline over 1 year	-76.21%	-56.27%	-19.94%
Max Drawdown (5Y) Largest decline over 5 years	-76.21%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-76.25%	—	—
Current Drawdown Current decline from peak	-83.72%	-51.46%	-32.26%
Average Drawdown Average peak-to-trough decline	-79.83%	-12.62%	-67.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	28.27%	20.13%	+8.14%

Volatility

AGQ vs. VZLA - Volatility Comparison

ProShares Ultra Silver (AGQ) has a higher volatility of 34.37% compared to Vizsla Silver Corp (VZLA) at 17.96%. This indicates that AGQ's price experiences larger fluctuations and is considered to be riskier than VZLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AGQ	VZLA	Difference
Volatility (1M) Calculated over the trailing 1-month period	34.37%	17.96%	+16.41%
Volatility (6M) Calculated over the trailing 6-month period	132.42%	55.64%	+76.78%
Volatility (1Y) Calculated over the trailing 1-year period	117.90%	69.18%	+48.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	73.01%	63.91%	+9.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	64.67%	63.91%	+0.76%