AGQ vs. VZLA
AGQ (ProShares Ultra Silver) is Silver fund tracking the Bloomberg Silver Subindex (200%), while VZLA (Vizsla Silver Corp) is a stock. Over the past year, AGQ returned 142.76% vs 19.88% for VZLA. A 0.65 correlation means they provide meaningful diversification when combined.
Performance
AGQ vs. VZLA - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with AGQ having a -30.83% return and VZLA slightly higher at -29.43%.
AGQ
- 1D
- -5.25%
- 1M
- -1.76%
- YTD
- -30.83%
- 6M
- -5.75%
- 1Y
- 142.76%
- 3Y*
- 54.17%
- 5Y*
- 15.27%
- 10Y*
- 11.35%
VZLA
- 1D
- -6.54%
- 1M
- 14.88%
- YTD
- -29.43%
- 6M
- -22.18%
- 1Y
- 19.88%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AGQ vs. VZLA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AGQ ProShares Ultra Silver | -30.83% | 360.71% | -12.02% |
VZLA Vizsla Silver Corp | -29.43% | 219.88% | -1.72% |
Correlation
The correlation between AGQ and VZLA is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 2024 | 0.65 |
The correlation between AGQ and VZLA has been stable across timeframes, ranging from 0.65 to 0.68 - a consistent structural relationship.
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Return for Risk
AGQ vs. VZLA — Risk / Return Rank
AGQ
VZLA
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 ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.11 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 0.35 | +1.53 |
| Martin ratioReturn relative to average drawdown | 3.59 | 0.70 | +2.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AGQ | VZLA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 0.30 | +0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.80 | -0.73 |
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.
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Drawdown Indicators
| AGQ | VZLA | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (3Y)Largest decline over 3 years | -76.21% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -76.21% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -76.25% | — | — |
Current DrawdownCurrent decline from peak | -85.31% | -43.73% | -41.58% |
Average DrawdownAverage peak-to-trough decline | -79.86% | -15.82% | -64.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.92% | 28.39% | +11.53% |
Volatility
AGQ vs. VZLA - Volatility Comparison
ProShares Ultra Silver (AGQ) has a higher volatility of 33.51% compared to Vizsla Silver Corp (VZLA) at 20.48%. 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.
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Volatility by Period
| AGQ | VZLA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 33.51% | 20.48% | +13.03% |
Volatility (6M)Calculated over the trailing 6-month period | 133.70% | 50.50% | +83.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 120.79% | 66.71% | +54.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.68% | 63.42% | +11.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.66% | 63.42% | +2.24% |
Dividends
AGQ vs. VZLA - Dividend Comparison
Neither AGQ nor VZLA has paid dividends to shareholders.
Frequently Asked Questions
AGQ and VZLA have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGQ has higher volatility (33.51%) compared to VZLA (20.48%). In terms of maximum drawdown, AGQ dropped -98.16% vs VZLA's -56.27%.
AGQ currently has the higher Sharpe Ratio (1.19 vs 0.30), 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.
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