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AGZ vs. SLON
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGZ vs. SLON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Agency Bond ETF (AGZ) and ProShares Ultra Solana ETF (SLON). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGZ achieves a 0.16% return, which is significantly higher than SLON's -74.41% return.


AGZ

1D
-0.13%
1M
-0.03%
YTD
0.16%
6M
0.29%
1Y
3.95%
3Y*
4.10%
5Y*
1.15%
10Y*
1.83%

SLON

1D
-9.37%
1M
-30.10%
YTD
-74.41%
6M
-81.15%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGZ vs. SLON - Yearly Performance Comparison


2026 (YTD)2025
AGZ
iShares Agency Bond ETF
0.16%3.31%
SLON
ProShares Ultra Solana ETF
-74.41%-62.58%

Correlation

The correlation between AGZ and SLON is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 16, 2025

0.09

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Return for Risk

AGZ vs. SLON — Risk / Return Rank

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

AGZ
AGZ Risk / Return Rank: 5050
Overall Rank
AGZ Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
AGZ Sortino Ratio Rank: 4747
Sortino Ratio Rank
AGZ Omega Ratio Rank: 4444
Omega Ratio Rank
AGZ Calmar Ratio Rank: 5959
Calmar Ratio Rank
AGZ Martin Ratio Rank: 5656
Martin Ratio Rank

SLON
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.

AGZ vs. SLON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Agency Bond ETF (AGZ) and ProShares Ultra Solana ETF (SLON). 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.


AGZSLONDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.93

Martin ratioReturn relative to average drawdown

9.76

AGZ vs. SLON - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AGZSLONDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

-0.63

+1.32

Drawdowns

AGZ vs. SLON - Drawdown Comparison

The maximum AGZ drawdown since its inception was -11.01%, smaller than the maximum SLON drawdown of -95.19%. Use the drawdown chart below to compare losses from any high point for AGZ and SLON.


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Drawdown Indicators


AGZSLONDifference

Max Drawdown

Largest peak-to-trough decline

-11.01%

-95.19%

+84.18%

Max Drawdown (1Y)

Largest decline over 1 year

-1.35%

Max Drawdown (3Y)

Largest decline over 3 years

-1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-10.66%

Max Drawdown (10Y)

Largest decline over 10 years

-11.01%

Current Drawdown

Current decline from peak

-0.78%

-95.19%

+94.41%

Average Drawdown

Average peak-to-trough decline

-1.61%

-63.84%

+62.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

Volatility

AGZ vs. SLON - Volatility Comparison


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Volatility by Period


AGZSLONDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

Volatility (6M)

Calculated over the trailing 6-month period

1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

2.58%

146.78%

-144.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.54%

146.78%

-143.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.03%

146.78%

-143.75%

AGZ vs. SLON - Expense Ratio Comparison

AGZ has a 0.20% expense ratio, which is lower than SLON's 2.14% expense ratio.


Dividends

AGZ vs. SLON - Dividend Comparison

AGZ's dividend yield for the trailing twelve months is around 3.73%, less than SLON's 22.44% yield.


PositionTTM20252024202320222021202020192018201720162015
AGZ
iShares Agency Bond ETF
3.73%3.75%3.48%3.14%1.56%0.96%2.25%2.32%2.15%1.58%1.52%1.30%
SLON
ProShares Ultra Solana ETF
22.44%5.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AGZ and SLON have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AGZ is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AGZ is cheaper with a 0.20% expense ratio, compared with 2.14% for SLON.

SLON has the higher dividend yield at 22.44%, compared with 3.73% for AGZ.

AGZ is categorized as Government Bonds, while SLON is Cryptocurrency. AGZ tracks Bloomberg U.S. Agency Bond Index (USD), while SLON tracks Bloomberg Solana Index. They also come from different issuers: iShares and ProShares. Their fees differ too: 0.20% for AGZ and 2.14% for SLON.

Portfolio Optimizer

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