PortfoliosLab logoPortfoliosLab logo
GBTC vs. AGQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GBTC vs. AGQ - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, GBTC achieves a -29.58% return, which is significantly higher than AGQ's -45.64% return. Over the past 10 years, GBTC has outperformed AGQ with an annualized return of 48.94%, while AGQ has yielded a comparatively lower 7.54% annualized return.


GBTC

1D
-2.09%
1M
-22.74%
YTD
-29.58%
6M
-33.89%
1Y
-43.81%
3Y*
52.63%
5Y*
9.63%
10Y*
48.94%

AGQ

1D
-8.53%
1M
-36.83%
YTD
-45.64%
6M
-31.28%
1Y
69.32%
3Y*
39.74%
5Y*
9.46%
10Y*
7.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBTC vs. AGQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GBTC
Grayscale Bitcoin Trust ETF
-29.58%-7.65%113.81%317.61%-75.80%7.03%290.72%106.56%-82.10%1,787.72%
AGQ
ProShares Ultra Silver
-45.64%360.71%23.92%-15.09%-7.89%-32.25%62.02%20.02%-22.10%5.49%

Correlation

The correlation between GBTC and AGQ is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

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

0.17

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

0.19

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

0.17

Correlation (All Time)
Calculated using the full available price history since May 4, 2015

0.16

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GBTC vs. AGQ — Risk / Return Rank

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

GBTC
GBTC Risk / Return Rank: 22
Overall Rank
GBTC Sharpe Ratio Rank: 11
Sharpe Ratio Rank
GBTC Sortino Ratio Rank: 22
Sortino Ratio Rank
GBTC Omega Ratio Rank: 22
Omega Ratio Rank
GBTC Calmar Ratio Rank: 22
Calmar Ratio Rank
GBTC Martin Ratio Rank: 11
Martin Ratio Rank

AGQ
AGQ Risk / Return Rank: 2727
Overall Rank
AGQ Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
AGQ Sortino Ratio Rank: 3131
Sortino Ratio Rank
AGQ Omega Ratio Rank: 4343
Omega Ratio Rank
AGQ Calmar Ratio Rank: 2222
Calmar Ratio Rank
AGQ Martin Ratio Rank: 1818
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.

GBTC vs. AGQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Bitcoin Trust ETF (GBTC) 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.


GBTCAGQDifference
Sharpe ratioReturn per unit of total volatility

-1.57

Sortino ratioReturn per unit of downside risk

-2.98

Omega ratioGain probability vs. loss probability

0.84

1.25

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.84

0.88

-1.72

Martin ratioReturn relative to average drawdown

-1.49

1.69

-3.19

GBTC vs. AGQ - Sharpe Ratio Comparison

The current GBTC Sharpe Ratio is -1.00, which is lower than the AGQ Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of GBTC 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.


Loading charts...

Sharpe Ratios by Period


GBTCAGQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.00

0.57

-1.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.13

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.11

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.06

+0.61

Drawdowns

GBTC vs. AGQ - Drawdown Comparison

The maximum GBTC drawdown since its inception was -89.91%, smaller than the maximum AGQ drawdown of -98.16%. Use the drawdown chart below to compare losses from any high point for GBTC and AGQ.


Loading charts...

Drawdown Indicators


GBTCAGQDifference

Max Drawdown

Largest peak-to-trough decline

-89.91%

-98.16%

+8.25%

Max Drawdown (1Y)

Largest decline over 1 year

-52.45%

-78.94%

+26.49%

Max Drawdown (3Y)

Largest decline over 3 years

-52.45%

-78.94%

+26.49%

Max Drawdown (5Y)

Largest decline over 5 years

-85.42%

-78.94%

-6.48%

Max Drawdown (10Y)

Largest decline over 10 years

-89.91%

-78.94%

-10.97%

Current Drawdown

Current decline from peak

-51.09%

-88.46%

+37.37%

Average Drawdown

Average peak-to-trough decline

-43.42%

-79.85%

+36.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.34%

41.07%

-11.73%

Volatility

GBTC vs. AGQ - Volatility Comparison

The current volatility for Grayscale Bitcoin Trust ETF (GBTC) is 11.72%, while ProShares Ultra Silver (AGQ) has a volatility of 35.33%. This indicates that GBTC 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.


Loading charts...

Volatility by Period


GBTCAGQDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.72%

35.33%

-23.61%

Volatility (6M)

Calculated over the trailing 6-month period

34.45%

134.97%

-100.52%

Volatility (1Y)

Calculated over the trailing 1-year period

44.14%

122.14%

-78.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.26%

75.13%

-12.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.21%

65.88%

+16.33%

GBTC vs. AGQ - Expense Ratio Comparison

GBTC has a 1.50% expense ratio, which is higher than AGQ's 0.93% expense ratio.


Dividends

GBTC vs. AGQ - Dividend Comparison

Neither GBTC nor AGQ has 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%
GBTC
Grayscale Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.61%

Frequently Asked Questions


GBTC and AGQ have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGQ has higher volatility (35.33%) compared to GBTC (11.72%). In terms of maximum drawdown, GBTC dropped -89.91% vs AGQ's -98.16%.

On 10-year performance, GBTC leads with 48.94% vs 7.54% for AGQ. On fees, AGQ is cheaper at 0.93% per year. On volatility, GBTC has been the lower-risk option at 11.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GBTC has performed better with a 48.94% return vs 7.54%. 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 1.50% for GBTC.

GBTC and AGQ have nearly identical dividend yields, around 0.00%.

GBTC is categorized as Cryptocurrency, while AGQ is Silver. GBTC tracks CoinDesk Bitcoin Benchmark Rate Index, while AGQ tracks Bloomberg Silver Subindex (200%). They also come from different issuers: Grayscale and ProShares. Their fees differ too: 1.50% for GBTC and 0.93% for AGQ.

AGQ currently has the higher Sharpe Ratio (0.57 vs -1.00), 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 GBTC and AGQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer