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SILJ vs. AGQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SILJ and AGQ is 0.15, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

SILJ vs. AGQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFMG Prime Junior Silver Miners ETF (SILJ) and ProShares Ultra Silver (AGQ). The values are adjusted to include any dividend payments, if applicable.

-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-28.87%
-81.32%
SILJ
AGQ

Key characteristics

Sharpe Ratio

SILJ:

0.56

AGQ:

0.37

Sortino Ratio

SILJ:

1.06

AGQ:

0.94

Omega Ratio

SILJ:

1.13

AGQ:

1.12

Calmar Ratio

SILJ:

0.53

AGQ:

0.25

Martin Ratio

SILJ:

1.58

AGQ:

1.28

Ulcer Index

SILJ:

15.32%

AGQ:

18.95%

Daily Std Dev

SILJ:

43.16%

AGQ:

65.38%

Max Drawdown

SILJ:

-79.05%

AGQ:

-98.16%

Current Drawdown

SILJ:

-31.10%

AGQ:

-94.21%

Returns By Period

The year-to-date returns for both stocks are quite close, with SILJ having a 25.68% return and AGQ slightly lower at 25.60%. Over the past 10 years, SILJ has outperformed AGQ with an annualized return of 7.02%, while AGQ has yielded a comparatively lower 0.53% annualized return.


SILJ

YTD

25.68%

1M

-0.40%

6M

-8.91%

1Y

21.01%

5Y*

8.60%

10Y*

7.02%

AGQ

YTD

25.60%

1M

-5.26%

6M

-9.25%

1Y

24.53%

5Y*

14.77%

10Y*

0.53%

*Annualized

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SILJ vs. AGQ - Expense Ratio Comparison

SILJ has a 0.69% expense ratio, which is lower than AGQ's 0.93% expense ratio.


Expense ratio chart for AGQ: current value is 0.93%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AGQ: 0.93%
Expense ratio chart for SILJ: current value is 0.69%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SILJ: 0.69%

Risk-Adjusted Performance

SILJ vs. AGQ — Risk-Adjusted Performance Rank

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

SILJ
The Risk-Adjusted Performance Rank of SILJ is 6363
Overall Rank
The Sharpe Ratio Rank of SILJ is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SILJ is 6969
Sortino Ratio Rank
The Omega Ratio Rank of SILJ is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SILJ is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SILJ is 5454
Martin Ratio Rank

AGQ
The Risk-Adjusted Performance Rank of AGQ is 5454
Overall Rank
The Sharpe Ratio Rank of AGQ is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of AGQ is 6565
Sortino Ratio Rank
The Omega Ratio Rank of AGQ is 6161
Omega Ratio Rank
The Calmar Ratio Rank of AGQ is 4545
Calmar Ratio Rank
The Martin Ratio Rank of AGQ is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SILJ vs. AGQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG Prime Junior Silver Miners ETF (SILJ) 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.


The chart of Sharpe ratio for SILJ, currently valued at 0.56, compared to the broader market-1.000.001.002.003.004.00
SILJ: 0.56
AGQ: 0.37
The chart of Sortino ratio for SILJ, currently valued at 1.06, compared to the broader market-2.000.002.004.006.008.00
SILJ: 1.06
AGQ: 0.94
The chart of Omega ratio for SILJ, currently valued at 1.13, compared to the broader market0.501.001.502.00
SILJ: 1.13
AGQ: 1.12
The chart of Calmar ratio for SILJ, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.0012.00
SILJ: 0.53
AGQ: 0.28
The chart of Martin ratio for SILJ, currently valued at 1.58, compared to the broader market0.0020.0040.0060.00
SILJ: 1.58
AGQ: 1.28

The current SILJ Sharpe Ratio is 0.56, which is higher than the AGQ Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of SILJ 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.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.56
0.37
SILJ
AGQ

Dividends

SILJ vs. AGQ - Dividend Comparison

SILJ's dividend yield for the trailing twelve months is around 5.78%, while AGQ has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
SILJ
ETFMG Prime Junior Silver Miners ETF
5.78%7.26%0.01%0.06%0.36%1.23%1.45%1.65%0.00%0.52%2.45%
AGQ
ProShares Ultra Silver
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SILJ vs. AGQ - Drawdown Comparison

The maximum SILJ drawdown since its inception was -79.05%, smaller than the maximum AGQ drawdown of -98.16%. Use the drawdown chart below to compare losses from any high point for SILJ and AGQ. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-31.10%
-81.32%
SILJ
AGQ

Volatility

SILJ vs. AGQ - Volatility Comparison

The current volatility for ETFMG Prime Junior Silver Miners ETF (SILJ) is 18.85%, while ProShares Ultra Silver (AGQ) has a volatility of 27.98%. This indicates that SILJ 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.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
18.85%
27.98%
SILJ
AGQ