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AGMI vs. AUMI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGMI and AUMI is 0.21, 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.


Performance

AGMI vs. AUMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Themes Silver Miners ETF (AGMI) and Themes Gold Miners ETF (AUMI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AGMI:

0.19

AUMI:

1.54

Sortino Ratio

AGMI:

0.83

AUMI:

2.21

Omega Ratio

AGMI:

1.10

AUMI:

1.28

Calmar Ratio

AGMI:

0.62

AUMI:

3.76

Martin Ratio

AGMI:

1.26

AUMI:

8.69

Ulcer Index

AGMI:

12.33%

AUMI:

7.36%

Daily Std Dev

AGMI:

38.86%

AUMI:

37.57%

Max Drawdown

AGMI:

-25.10%

AUMI:

-17.71%

Current Drawdown

AGMI:

-3.06%

AUMI:

-7.43%

Returns By Period

In the year-to-date period, AGMI achieves a 28.11% return, which is significantly lower than AUMI's 48.17% return.


AGMI

YTD

28.11%

1M

0.07%

6M

10.64%

1Y

7.34%

3Y*

N/A

5Y*

N/A

10Y*

N/A

AUMI

YTD

48.17%

1M

-5.34%

6M

42.25%

1Y

57.48%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Themes Silver Miners ETF

Themes Gold Miners ETF

AGMI vs. AUMI - Expense Ratio Comparison

Both AGMI and AUMI have an expense ratio of 0.35%.


Risk-Adjusted Performance

AGMI vs. AUMI — Risk-Adjusted Performance Rank

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

AGMI
The Risk-Adjusted Performance Rank of AGMI is 4545
Overall Rank
The Sharpe Ratio Rank of AGMI is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of AGMI is 4949
Sortino Ratio Rank
The Omega Ratio Rank of AGMI is 4343
Omega Ratio Rank
The Calmar Ratio Rank of AGMI is 6363
Calmar Ratio Rank
The Martin Ratio Rank of AGMI is 4141
Martin Ratio Rank

AUMI
The Risk-Adjusted Performance Rank of AUMI is 9292
Overall Rank
The Sharpe Ratio Rank of AUMI is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of AUMI is 9191
Sortino Ratio Rank
The Omega Ratio Rank of AUMI is 8989
Omega Ratio Rank
The Calmar Ratio Rank of AUMI is 9797
Calmar Ratio Rank
The Martin Ratio Rank of AUMI is 9292
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.

AGMI vs. AUMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes Silver Miners ETF (AGMI) and Themes Gold Miners ETF (AUMI). 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 current AGMI Sharpe Ratio is 0.19, which is lower than the AUMI Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of AGMI and AUMI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

AGMI vs. AUMI - Dividend Comparison

AGMI's dividend yield for the trailing twelve months is around 1.42%, more than AUMI's 1.24% yield.


TTM2024
AGMI
Themes Silver Miners ETF
1.42%1.81%
AUMI
Themes Gold Miners ETF
1.24%1.84%

Drawdowns

AGMI vs. AUMI - Drawdown Comparison

The maximum AGMI drawdown since its inception was -25.10%, which is greater than AUMI's maximum drawdown of -17.71%. Use the drawdown chart below to compare losses from any high point for AGMI and AUMI. For additional features, visit the drawdowns tool.


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Volatility

AGMI vs. AUMI - Volatility Comparison

The current volatility for Themes Silver Miners ETF (AGMI) is 8.32%, while Themes Gold Miners ETF (AUMI) has a volatility of 15.47%. This indicates that AGMI experiences smaller price fluctuations and is considered to be less risky than AUMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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