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

Performance

SSO vs. AGQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra S&P500 (SSO) 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, SSO achieves a 15.08% return, which is significantly higher than AGQ's -41.54% return. Over the past 10 years, SSO has outperformed AGQ with an annualized return of 24.02%, while AGQ has yielded a comparatively lower 8.24% annualized return.


SSO

1D
1.03%
1M
-0.82%
YTD
15.08%
6M
15.47%
1Y
43.79%
3Y*
34.18%
5Y*
18.57%
10Y*
24.02%

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)

SSO vs. AGQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSO
ProShares Ultra S&P500
15.08%26.19%43.48%46.65%-38.98%60.57%21.54%63.45%-14.60%44.35%
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 SSO and AGQ is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.26

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

0.24

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

0.20

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

0.21

The correlation between SSO and AGQ shifts across timeframes, from 0.20 (10 years) to 0.32 (1 year), reflecting how their relationship changes across market environments.

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

SSO vs. AGQ — Risk / Return Rank

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

SSO
SSO Risk / Return Rank: 5959
Overall Rank
SSO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SSO Sortino Ratio Rank: 5555
Sortino Ratio Rank
SSO Omega Ratio Rank: 5858
Omega Ratio Rank
SSO Calmar Ratio Rank: 5555
Calmar Ratio Rank
SSO Martin Ratio Rank: 6666
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.

SSO vs. AGQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra S&P500 (SSO) 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.


SSOAGQDifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.31

1.27

+0.04

Calmar ratioReturn relative to maximum drawdown

2.42

1.09

+1.33

Martin ratioReturn relative to average drawdown

10.37

2.07

+8.29

SSO vs. AGQ - Sharpe Ratio Comparison

The current SSO Sharpe Ratio is 1.79, which is higher than the AGQ Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of SSO 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...

Drawdowns

SSO vs. AGQ - Drawdown Comparison

The maximum SSO drawdown since its inception was -84.67%, smaller than the maximum AGQ drawdown of -98.16%. Use the drawdown chart below to compare losses from any high point for SSO and AGQ.


Loading charts...

Drawdown Indicators


SSOAGQDifference

Max Drawdown

Largest peak-to-trough decline

-84.67%

-98.16%

+13.49%

Max Drawdown (1Y)

Largest decline over 1 year

-18.17%

-79.89%

+61.72%

Max Drawdown (3Y)

Largest decline over 3 years

-35.21%

-79.89%

+44.68%

Max Drawdown (5Y)

Largest decline over 5 years

-46.73%

-79.89%

+33.16%

Max Drawdown (10Y)

Largest decline over 10 years

-59.34%

-79.89%

+20.55%

Current Drawdown

Current decline from peak

-4.94%

-87.59%

+82.65%

Average Drawdown

Average peak-to-trough decline

-19.55%

-79.85%

+60.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.24%

41.95%

-37.71%

Volatility

SSO vs. AGQ - Volatility Comparison

The current volatility for ProShares Ultra S&P500 (SSO) is 8.74%, while ProShares Ultra Silver (AGQ) has a volatility of 33.96%. This indicates that SSO 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


SSOAGQDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.74%

33.96%

-25.22%

Volatility (6M)

Calculated over the trailing 6-month period

19.17%

135.10%

-115.93%

Volatility (1Y)

Calculated over the trailing 1-year period

24.54%

122.60%

-98.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.78%

75.28%

-41.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.95%

65.96%

-30.01%

SSO vs. AGQ - Expense Ratio Comparison

SSO has a 0.87% expense ratio, which is lower than AGQ's 0.93% expense ratio.


Dividends

SSO vs. AGQ - Dividend Comparison

SSO's dividend yield for the trailing twelve months is around 0.64%, while AGQ has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
SSO
ProShares Ultra S&P500
0.64%0.68%0.85%0.18%0.50%0.18%0.20%0.50%0.75%0.39%0.51%0.63%

Frequently Asked Questions


SSO and AGQ have a correlation of 0.32, 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 SSO (8.74%). In terms of maximum drawdown, SSO dropped -84.67% vs AGQ's -98.16%.

On 10-year performance, SSO leads with 24.02% vs 8.24% for AGQ. On fees, SSO is cheaper at 0.87% per year. On volatility, SSO has been the lower-risk option at 8.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SSO has performed better with a 24.02% return vs 8.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SSO is cheaper with a 0.87% expense ratio, compared with 0.93% for AGQ.

SSO has the higher dividend yield at 0.64%, compared with 0.00% for AGQ.

SSO is categorized as Leveraged Equities, while AGQ is Silver. SSO tracks S&P 500, while AGQ tracks Bloomberg Silver Subindex (200%). Their fees differ too: 0.87% for SSO and 0.93% for AGQ.

SSO currently has the higher Sharpe Ratio (1.79 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 SSO 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