AGQ vs SLV: returns, Sharpe ratio and drawdown
Performance
AGQ-35.76%SLV+7.94%
Summary
AGQ vs SLV
Over the past year, SLV returned +7.94% against -35.76% for AGQ. Over five years, SLV averaged +18.58% a year, compared with +9.75% for AGQ. SLV had the higher Sharpe ratio over the past year (0.39 vs 0.38), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -52.44% for SLV and -85.97% for AGQ.
Current Drawdown
AGQ-85.25%SLV-51.22%
Rolling Volatility
AGQ+4.86%SLV+2.41%
METRICS
Correlation Matrix
Metrics
Risk Indicators
AGQSLV
Alpha
AGQ
11.91%
SLV
6.26%
Beta
AGQ
3.93x
SLV
1.94x
Sharpe
AGQ
0.38
SLV
0.39
Sortino
AGQ
0.48
SLV
0.49
Omega
AGQ
1.07
SLV
1.07
Calmar
AGQ
-0.42
SLV
0.15
Martin
AGQ
0.76
SLV
0.70
Comparisons