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AGMI vs. IDCC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGMI vs. IDCC - Performance Comparison

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

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Returns By Period

In the year-to-date period, AGMI achieves a 7.60% return, which is significantly higher than IDCC's -19.03% return.


AGMI

1D
-4.74%
1M
3.77%
YTD
7.60%
6M
20.09%
1Y
112.77%
3Y*
5Y*
10Y*

IDCC

1D
-0.91%
1M
-5.98%
YTD
-19.03%
6M
-24.59%
1Y
16.96%
3Y*
46.48%
5Y*
27.31%
10Y*
18.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGMI vs. IDCC - Yearly Performance Comparison


2026 (YTD)20252024
AGMI
Themes Silver Miners ETF
7.60%176.11%-0.74%
IDCC
InterDigital, Inc.
-19.03%66.05%88.11%

Correlation

The correlation between AGMI and IDCC is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

Correlation (All Time)
Calculated using the full available price history since May 6, 2024

0.17

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Return for Risk

AGMI vs. IDCC — Risk / Return Rank

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

AGMI
AGMI Risk / Return Rank: 6060
Overall Rank
AGMI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
AGMI Sortino Ratio Rank: 5151
Sortino Ratio Rank
AGMI Omega Ratio Rank: 5757
Omega Ratio Rank
AGMI Calmar Ratio Rank: 6868
Calmar Ratio Rank
AGMI Martin Ratio Rank: 5454
Martin Ratio Rank

IDCC
IDCC Risk / Return Rank: 5151
Overall Rank
IDCC Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IDCC Sortino Ratio Rank: 4949
Sortino Ratio Rank
IDCC Omega Ratio Rank: 5050
Omega Ratio Rank
IDCC Calmar Ratio Rank: 5151
Calmar Ratio Rank
IDCC Martin Ratio Rank: 5353
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.

AGMI vs. IDCC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes Silver Miners ETF (AGMI) and InterDigital, Inc. (IDCC). 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.


AGMIIDCCDifference

Sharpe ratio

Return per unit of total volatility

2.32

0.37

+1.95

Sortino ratio

Return per unit of downside risk

2.52

0.83

+1.69

Omega ratio

Gain probability vs. loss probability

1.35

1.11

+0.24

Calmar ratio

Return relative to maximum drawdown

3.41

0.47

+2.94

Martin ratio

Return relative to average drawdown

9.21

1.20

+8.01

AGMI vs. IDCC - Sharpe Ratio Comparison

The current AGMI Sharpe Ratio is 2.32, which is higher than the IDCC Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of AGMI and IDCC, 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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Sharpe Ratios by Period


AGMIIDCCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

0.37

+1.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

1.56

0.18

+1.38

Drawdowns

AGMI vs. IDCC - Drawdown Comparison

The maximum AGMI drawdown since its inception was -33.26%, smaller than the maximum IDCC drawdown of -93.83%. Use the drawdown chart below to compare losses from any high point for AGMI and IDCC.


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Drawdown Indicators


AGMIIDCCDifference

Max Drawdown

Largest peak-to-trough decline

-33.26%

-93.83%

+60.57%

Max Drawdown (1Y)

Largest decline over 1 year

-33.26%

-36.48%

+3.22%

Max Drawdown (3Y)

Largest decline over 3 years

-36.48%

Max Drawdown (5Y)

Largest decline over 5 years

-51.21%

Max Drawdown (10Y)

Largest decline over 10 years

-64.94%

Current Drawdown

Current decline from peak

-22.35%

-34.99%

+12.64%

Average Drawdown

Average peak-to-trough decline

-9.14%

-45.28%

+36.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.29%

14.12%

-1.83%

Volatility

AGMI vs. IDCC - Volatility Comparison

Themes Silver Miners ETF (AGMI) has a higher volatility of 17.62% compared to InterDigital, Inc. (IDCC) at 9.90%. This indicates that AGMI's price experiences larger fluctuations and is considered to be riskier than IDCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGMIIDCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.62%

9.90%

+7.72%

Volatility (6M)

Calculated over the trailing 6-month period

40.98%

35.96%

+5.02%

Volatility (1Y)

Calculated over the trailing 1-year period

48.95%

46.23%

+2.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.04%

35.56%

+8.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.04%

35.47%

+8.57%

Dividends

AGMI vs. IDCC - Dividend Comparison

AGMI's dividend yield for the trailing twelve months is around 4.12%, more than IDCC's 1.05% yield.


PositionTTM20252024202320222021202020192018201720162015
AGMI
Themes Silver Miners ETF
4.12%4.43%1.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDCC
InterDigital, Inc.
1.05%0.74%0.85%1.34%2.83%1.95%2.31%2.57%2.11%1.64%0.99%1.63%

Frequently Asked Questions


AGMI and IDCC have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AGMI has higher volatility (17.62%) compared to IDCC (9.90%). In terms of maximum drawdown, AGMI dropped -33.26% vs IDCC's -93.83%.

AGMI currently has the higher Sharpe Ratio (2.32 vs 0.37), 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.

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