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LABU vs. AGQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LABU vs. AGQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P Biotech Bull 3x Shares (LABU) 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, LABU achieves a 12.06% return, which is significantly higher than AGQ's -41.54% return. Over the past 10 years, LABU has underperformed AGQ with an annualized return of -11.11%, while AGQ has yielded a comparatively higher 8.24% annualized return.


LABU

1D
2.37%
1M
-8.14%
YTD
12.06%
6M
8.94%
1Y
198.09%
3Y*
6.07%
5Y*
-34.35%
10Y*
-11.11%

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)

LABU vs. AGQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LABU
Direxion Daily S&P Biotech Bull 3x Shares
12.06%79.17%-26.02%-13.41%-80.36%-64.15%74.66%75.50%-57.61%149.12%
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 LABU and AGQ is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.21

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

0.18

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

0.15

Correlation (All Time)
Calculated using the full available price history since May 28, 2015

0.13

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Return for Risk

LABU vs. AGQ — Risk / Return Rank

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

LABU
LABU Risk / Return Rank: 8383
Overall Rank
LABU Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
LABU Sortino Ratio Rank: 7575
Sortino Ratio Rank
LABU Omega Ratio Rank: 6666
Omega Ratio Rank
LABU Calmar Ratio Rank: 9595
Calmar Ratio Rank
LABU Martin Ratio Rank: 9090
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.

LABU vs. AGQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P Biotech Bull 3x Shares (LABU) 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.


LABUAGQDifference
Sharpe ratioReturn per unit of total volatility

+1.86

Sortino ratioReturn per unit of downside risk

+1.27

Omega ratioGain probability vs. loss probability

1.34

1.27

+0.07

Calmar ratioReturn relative to maximum drawdown

6.49

1.09

+5.40

Martin ratioReturn relative to average drawdown

18.31

2.07

+16.23

LABU vs. AGQ - Sharpe Ratio Comparison

The current LABU Sharpe Ratio is 2.57, which is higher than the AGQ Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of LABU 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

LABU vs. AGQ - Drawdown Comparison

The maximum LABU drawdown since its inception was -99.18%, roughly equal to the maximum AGQ drawdown of -98.16%. Use the drawdown chart below to compare losses from any high point for LABU and AGQ.


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Drawdown Indicators


LABUAGQDifference

Max Drawdown

Largest peak-to-trough decline

-99.18%

-98.16%

-1.02%

Max Drawdown (1Y)

Largest decline over 1 year

-30.70%

-79.89%

+49.19%

Max Drawdown (3Y)

Largest decline over 3 years

-78.30%

-79.89%

+1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-97.59%

-79.89%

-17.70%

Max Drawdown (10Y)

Largest decline over 10 years

-98.96%

-79.89%

-19.07%

Current Drawdown

Current decline from peak

-96.05%

-87.59%

-8.46%

Average Drawdown

Average peak-to-trough decline

-81.69%

-79.85%

-1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.91%

41.95%

-31.04%

Volatility

LABU vs. AGQ - Volatility Comparison

The current volatility for Direxion Daily S&P Biotech Bull 3x Shares (LABU) is 31.31%, while ProShares Ultra Silver (AGQ) has a volatility of 33.96%. This indicates that LABU 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


LABUAGQDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.31%

33.96%

-2.65%

Volatility (6M)

Calculated over the trailing 6-month period

61.52%

135.10%

-73.58%

Volatility (1Y)

Calculated over the trailing 1-year period

77.69%

122.60%

-44.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

95.70%

75.28%

+20.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.45%

65.96%

+29.49%

LABU vs. AGQ - Expense Ratio Comparison

LABU has a 1.12% expense ratio, which is higher than AGQ's 0.93% expense ratio.


Dividends

LABU vs. AGQ - Dividend Comparison

LABU's dividend yield for the trailing twelve months is around 0.69%, 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%
LABU
Direxion Daily S&P Biotech Bull 3x Shares
0.69%0.84%0.35%0.35%0.00%0.00%0.00%0.28%0.64%0.17%

Frequently Asked Questions


LABU and AGQ have a correlation of 0.21, 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 LABU (31.31%). In terms of maximum drawdown, LABU dropped -99.18% vs AGQ's -98.16%.

On 10-year performance, AGQ leads with 8.24% vs -11.11% for LABU. On fees, AGQ is cheaper at 0.93% per year. On volatility, LABU has been the lower-risk option at 31.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, AGQ has performed better with a 8.24% return vs -11.11%. 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 1.12% for LABU.

LABU has the higher dividend yield at 0.69%, compared with 0.00% for AGQ.

LABU is categorized as Leveraged Equities, while AGQ is Silver. LABU tracks S&P Biotechnology Select Industry Index (300%), while AGQ tracks Bloomberg Silver Subindex (200%). They also come from different issuers: Direxion and ProShares. Their fees differ too: 1.12% for LABU and 0.93% for AGQ.

LABU currently has the higher Sharpe Ratio (2.57 vs 0.71), 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 LABU and AGQ

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