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TNA vs. AGQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TNA vs. AGQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Small Cap Bull 3X Shares (TNA) 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, TNA achieves a 53.14% return, which is significantly higher than AGQ's -41.54% return. Over the past 10 years, TNA has outperformed AGQ with an annualized return of 8.78%, while AGQ has yielded a comparatively lower 8.24% annualized return.


TNA

1D
2.53%
1M
8.84%
YTD
53.14%
6M
40.13%
1Y
117.40%
3Y*
25.74%
5Y*
-6.50%
10Y*
8.78%

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)

TNA vs. AGQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TNA
Direxion Daily Small Cap Bull 3X Shares
53.14%9.82%7.21%26.24%-62.48%27.88%-7.82%71.88%-39.89%39.15%
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 TNA and AGQ is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.27

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

0.25

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

0.19

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

0.21

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Return for Risk

TNA vs. AGQ — Risk / Return Rank

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

TNA
TNA Risk / Return Rank: 6868
Overall Rank
TNA Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
TNA Sortino Ratio Rank: 6161
Sortino Ratio Rank
TNA Omega Ratio Rank: 5454
Omega Ratio Rank
TNA Calmar Ratio Rank: 8080
Calmar Ratio Rank
TNA Martin Ratio Rank: 7373
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.

TNA vs. AGQ - Risk-Adjusted Trends Comparison

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


TNAAGQDifference
Sharpe ratioReturn per unit of total volatility

+1.30

Sortino ratioReturn per unit of downside risk

+0.86

Omega ratioGain probability vs. loss probability

1.29

1.27

+0.03

Calmar ratioReturn relative to maximum drawdown

3.63

1.09

+2.54

Martin ratioReturn relative to average drawdown

11.92

2.07

+9.84

TNA vs. AGQ - Sharpe Ratio Comparison

The current TNA Sharpe Ratio is 2.01, which is higher than the AGQ Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of TNA 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

TNA vs. AGQ - Drawdown Comparison

The maximum TNA drawdown since its inception was -88.09%, smaller than the maximum AGQ drawdown of -98.16%. Use the drawdown chart below to compare losses from any high point for TNA and AGQ.


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Drawdown Indicators


TNAAGQDifference

Max Drawdown

Largest peak-to-trough decline

-88.09%

-98.16%

+10.07%

Max Drawdown (1Y)

Largest decline over 1 year

-32.53%

-79.89%

+47.36%

Max Drawdown (3Y)

Largest decline over 3 years

-65.78%

-79.89%

+14.11%

Max Drawdown (5Y)

Largest decline over 5 years

-82.36%

-79.89%

-2.47%

Max Drawdown (10Y)

Largest decline over 10 years

-88.09%

-79.89%

-8.20%

Current Drawdown

Current decline from peak

-35.23%

-87.59%

+52.36%

Average Drawdown

Average peak-to-trough decline

-33.92%

-79.85%

+45.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.91%

41.95%

-32.04%

Volatility

TNA vs. AGQ - Volatility Comparison

The current volatility for Direxion Daily Small Cap Bull 3X Shares (TNA) is 21.54%, while ProShares Ultra Silver (AGQ) has a volatility of 33.96%. This indicates that TNA 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


TNAAGQDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.54%

33.96%

-12.42%

Volatility (6M)

Calculated over the trailing 6-month period

42.61%

135.10%

-92.49%

Volatility (1Y)

Calculated over the trailing 1-year period

58.70%

122.60%

-63.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.57%

75.28%

-7.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.54%

65.96%

+2.58%

TNA vs. AGQ - Expense Ratio Comparison

TNA has a 1.14% expense ratio, which is higher than AGQ's 0.93% expense ratio.


Dividends

TNA vs. AGQ - Dividend Comparison

TNA's dividend yield for the trailing twelve months is around 0.39%, 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%
TNA
Direxion Daily Small Cap Bull 3X Shares
0.39%0.78%0.93%1.27%0.31%0.06%0.03%0.44%0.36%0.15%

Frequently Asked Questions


TNA and AGQ have a correlation of 0.27, 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 TNA (21.54%). In terms of maximum drawdown, TNA dropped -88.09% vs AGQ's -98.16%.

On 10-year performance, TNA leads with 8.78% vs 8.24% for AGQ. On fees, AGQ is cheaper at 0.93% per year. On volatility, TNA has been the lower-risk option at 21.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TNA has performed better with a 8.78% 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 1.14% for TNA.

TNA has the higher dividend yield at 0.39%, compared with 0.00% for AGQ.

TNA is categorized as Leveraged Equities, while AGQ is Silver. TNA tracks Russell 2000 Index (300%), while AGQ tracks Bloomberg Silver Subindex (200%). They also come from different issuers: Direxion and ProShares. Their fees differ too: 1.14% for TNA and 0.93% for AGQ.

TNA currently has the higher Sharpe Ratio (2.01 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 TNA and AGQ

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