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BOIL vs. AGQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BOIL vs. AGQ - Performance Comparison

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

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BOIL vs. AGQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BOIL
ProShares Ultra Bloomberg Natural Gas
-29.61%-58.98%-60.75%-92.00%-31.85%23.84%-74.74%-67.70%-20.55%-65.72%
AGQ
ProShares Ultra Silver
-22.96%360.71%23.92%-15.09%-7.89%-32.25%62.02%20.02%-22.10%5.49%

Returns By Period

In the year-to-date period, BOIL achieves a -29.61% return, which is significantly lower than AGQ's -22.96% return. Over the past 10 years, BOIL has underperformed AGQ with an annualized return of -55.56%, while AGQ has yielded a comparatively higher 14.30% annualized return.


BOIL

1D
0.75%
1M
-1.95%
YTD
-29.61%
6M
-46.25%
1Y
-81.20%
3Y*
-64.52%
5Y*
-62.47%
10Y*
-55.56%

AGQ

1D
15.10%
1M
-38.20%
YTD
-22.96%
6M
56.75%
1Y
158.90%
3Y*
56.41%
5Y*
22.79%
10Y*
14.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BOIL vs. AGQ - Expense Ratio Comparison

BOIL has a 1.31% expense ratio, which is higher than AGQ's 0.93% expense ratio.


Return for Risk

BOIL vs. AGQ — Risk / Return Rank

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

BOIL
BOIL Risk / Return Rank: 22
Overall Rank
BOIL Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BOIL Sortino Ratio Rank: 22
Sortino Ratio Rank
BOIL Omega Ratio Rank: 22
Omega Ratio Rank
BOIL Calmar Ratio Rank: 00
Calmar Ratio Rank
BOIL Martin Ratio Rank: 33
Martin Ratio Rank

AGQ
AGQ Risk / Return Rank: 7777
Overall Rank
AGQ Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
AGQ Sortino Ratio Rank: 8080
Sortino Ratio Rank
AGQ Omega Ratio Rank: 8888
Omega Ratio Rank
AGQ Calmar Ratio Rank: 8080
Calmar Ratio Rank
AGQ Martin Ratio Rank: 6161
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.

BOIL vs. AGQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Bloomberg Natural Gas (BOIL) and ProShares Ultra Silver (AGQ). 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.


BOILAGQDifference

Sharpe ratio

Return per unit of total volatility

-0.68

1.36

-2.03

Sortino ratio

Return per unit of downside risk

-1.00

1.98

-2.98

Omega ratio

Gain probability vs. loss probability

0.88

1.35

-0.47

Calmar ratio

Return relative to maximum drawdown

-0.99

2.08

-3.07

Martin ratio

Return relative to average drawdown

-1.33

5.67

-7.00

BOIL vs. AGQ - Sharpe Ratio Comparison

The current BOIL Sharpe Ratio is -0.68, which is lower than the AGQ Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of BOIL and AGQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BOILAGQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.68

1.36

-2.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.53

0.31

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.55

0.22

-0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.61

0.09

-0.70

Correlation

The correlation between BOIL and AGQ is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BOIL vs. AGQ - Dividend Comparison

Neither BOIL nor AGQ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BOIL vs. AGQ - Drawdown Comparison

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


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Drawdown Indicators


BOILAGQDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-98.16%

-1.84%

Max Drawdown (1Y)

Largest decline over 1 year

-81.53%

-76.21%

-5.32%

Max Drawdown (5Y)

Largest decline over 5 years

-99.88%

-76.21%

-23.67%

Max Drawdown (10Y)

Largest decline over 10 years

-99.98%

-76.25%

-23.73%

Current Drawdown

Current decline from peak

-100.00%

-83.64%

-16.36%

Average Drawdown

Average peak-to-trough decline

-93.51%

-79.82%

-13.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

60.91%

27.99%

+32.92%

Volatility

BOIL vs. AGQ - Volatility Comparison

The current volatility for ProShares Ultra Bloomberg Natural Gas (BOIL) is 29.44%, while ProShares Ultra Silver (AGQ) has a volatility of 38.31%. This indicates that BOIL experiences smaller price fluctuations and is considered to be less risky than AGQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BOILAGQDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.44%

38.31%

-8.87%

Volatility (6M)

Calculated over the trailing 6-month period

109.34%

132.42%

-23.08%

Volatility (1Y)

Calculated over the trailing 1-year period

120.51%

117.89%

+2.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.61%

73.03%

+45.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.94%

64.68%

+37.26%