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FAS vs. AGQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FAS vs. AGQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Financial Bull 3X Shares (FAS) and ProShares Ultra Silver (AGQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FAS achieves a -13.50% return, which is significantly higher than AGQ's -41.54% return. Over the past 10 years, FAS has outperformed AGQ with an annualized return of 21.20%, while AGQ has yielded a comparatively lower 8.24% annualized return.


FAS

1D
4.15%
1M
12.77%
YTD
-13.50%
6M
-13.89%
1Y
1.34%
3Y*
38.21%
5Y*
7.30%
10Y*
21.20%

AGQ

1D
1.44%
1M
-42.34%
YTD
-41.54%
6M
-27.69%
1Y
86.62%
3Y*
45.61%
5Y*
11.26%
10Y*
8.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FAS vs. AGQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAS
Direxion Daily Financial Bull 3X Shares
-13.50%21.48%84.47%14.92%-43.19%116.59%-34.97%113.04%-33.84%67.37%
AGQ
ProShares Ultra Silver
-41.54%360.71%23.92%-15.09%-7.89%-32.25%62.02%20.02%-22.10%5.49%

Correlation

The correlation between FAS and AGQ is 0.10, 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 (1Y)
Calculated over the trailing 1-year period

0.10

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

0.12

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

0.15

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

0.10

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2008

0.14

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Return for Risk

FAS vs. AGQ — Risk / Return Rank

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

FAS
FAS Risk / Return Rank: 1111
Overall Rank
FAS Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
FAS Sortino Ratio Rank: 1111
Sortino Ratio Rank
FAS Omega Ratio Rank: 1212
Omega Ratio Rank
FAS Calmar Ratio Rank: 1010
Calmar Ratio Rank
FAS Martin Ratio Rank: 1010
Martin Ratio Rank

AGQ
AGQ Risk / Return Rank: 3030
Overall Rank
AGQ Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
AGQ Sortino Ratio Rank: 3434
Sortino Ratio Rank
AGQ Omega Ratio Rank: 4747
Omega Ratio Rank
AGQ Calmar Ratio Rank: 2626
Calmar Ratio Rank
AGQ Martin Ratio Rank: 2020
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.

FAS vs. AGQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Financial Bull 3X Shares (FAS) 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.

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.


FASAGQDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.04

1.27

-0.22

Calmar ratioReturn relative to maximum drawdown

0.03

1.09

-1.06

Martin ratioReturn relative to average drawdown

0.08

2.07

-2.00

FAS vs. AGQ - Sharpe Ratio Comparison

The current FAS Sharpe Ratio is 0.03, which is lower than the AGQ Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of FAS and AGQ, 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

FAS vs. AGQ - Drawdown Comparison

The maximum FAS drawdown since its inception was -91.61%, smaller than the maximum AGQ drawdown of -98.16%. Use the drawdown chart below to compare losses from any high point for FAS and AGQ.


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Drawdown Indicators


FASAGQDifference

Max Drawdown

Largest peak-to-trough decline

-91.61%

-98.16%

+6.55%

Max Drawdown (1Y)

Largest decline over 1 year

-40.88%

-79.89%

+39.01%

Max Drawdown (3Y)

Largest decline over 3 years

-43.10%

-79.89%

+36.79%

Max Drawdown (5Y)

Largest decline over 5 years

-66.88%

-79.89%

+13.01%

Max Drawdown (10Y)

Largest decline over 10 years

-85.99%

-79.89%

-6.10%

Current Drawdown

Current decline from peak

-20.63%

-87.59%

+66.96%

Average Drawdown

Average peak-to-trough decline

-31.12%

-79.85%

+48.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.97%

41.95%

-23.98%

Volatility

FAS vs. AGQ - Volatility Comparison

The current volatility for Direxion Daily Financial Bull 3X Shares (FAS) is 12.45%, while ProShares Ultra Silver (AGQ) has a volatility of 33.96%. This indicates that FAS 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


FASAGQDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.45%

33.96%

-21.51%

Volatility (6M)

Calculated over the trailing 6-month period

33.46%

135.10%

-101.64%

Volatility (1Y)

Calculated over the trailing 1-year period

43.61%

122.60%

-78.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.59%

75.28%

-19.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.33%

65.96%

-4.63%

FAS vs. AGQ - Expense Ratio Comparison

FAS has a 1.00% expense ratio, which is higher than AGQ's 0.93% expense ratio.


Dividends

FAS vs. AGQ - Dividend Comparison

FAS's dividend yield for the trailing twelve months is around 9.64%, while AGQ has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
AGQ
ProShares Ultra Silver
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FAS
Direxion Daily Financial Bull 3X Shares
9.64%8.21%0.76%1.77%0.91%0.60%0.47%0.62%1.43%0.11%

Frequently Asked Questions


FAS and AGQ have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGQ has higher volatility (33.96%) compared to FAS (12.45%). In terms of maximum drawdown, FAS dropped -91.61% vs AGQ's -98.16%.

On 10-year performance, FAS leads with 21.20% vs 8.24% for AGQ. On fees, AGQ is cheaper at 0.93% per year. On volatility, FAS has been the lower-risk option at 12.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FAS has performed better with a 21.20% return vs 8.24%. 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 1.00% for FAS.

FAS has the higher dividend yield at 9.64%, compared with 0.00% for AGQ.

FAS is categorized as Leveraged Equities, while AGQ is Silver. FAS tracks Russell 1000 Financial Services Index (300%), while AGQ tracks Bloomberg Silver Subindex (200%). They also come from different issuers: Direxion and ProShares. Their fees differ too: 1.00% for FAS and 0.93% for AGQ.

AGQ currently has the higher Sharpe Ratio (0.71 vs 0.03), 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 FAS and AGQ

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