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OSCR vs. AGMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OSCR vs. AGMI - Performance Comparison

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

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Returns By Period

In the year-to-date period, OSCR achieves a 64.23% return, which is significantly higher than AGMI's 7.94% return.


OSCR

1D
15.12%
1M
31.55%
YTD
64.23%
6M
37.37%
1Y
66.78%
3Y*
41.67%
5Y*
-1.69%
10Y*

AGMI

1D
0.32%
1M
4.50%
YTD
7.94%
6M
21.60%
1Y
110.88%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OSCR vs. AGMI - Yearly Performance Comparison


2026 (YTD)20252024
OSCR
Oscar Health, Inc.
64.23%6.92%-25.42%
AGMI
Themes Silver Miners ETF
7.94%176.11%-0.74%

Correlation

The correlation between OSCR and AGMI is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.18

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Return for Risk

OSCR vs. AGMI — Risk / Return Rank

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

OSCR
OSCR Risk / Return Rank: 6767
Overall Rank
OSCR Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
OSCR Sortino Ratio Rank: 6969
Sortino Ratio Rank
OSCR Omega Ratio Rank: 6767
Omega Ratio Rank
OSCR Calmar Ratio Rank: 6767
Calmar Ratio Rank
OSCR Martin Ratio Rank: 6464
Martin Ratio Rank

AGMI
AGMI Risk / Return Rank: 6060
Overall Rank
AGMI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
AGMI Sortino Ratio Rank: 5252
Sortino Ratio Rank
AGMI Omega Ratio Rank: 5858
Omega Ratio Rank
AGMI Calmar Ratio Rank: 6868
Calmar Ratio Rank
AGMI 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.

OSCR vs. AGMI - Risk-Adjusted Trends Comparison

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


OSCRAGMIDifference
Sharpe ratioReturn per unit of total volatility

-1.42

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.20

1.35

-0.15

Calmar ratioReturn relative to maximum drawdown

1.30

3.35

-2.05

Martin ratioReturn relative to average drawdown

2.41

9.00

-6.59

OSCR vs. AGMI - Sharpe Ratio Comparison

The current OSCR Sharpe Ratio is 0.86, which is lower than the AGMI Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of OSCR and AGMI, 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


OSCRAGMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

2.28

-1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

1.57

-1.66

Drawdowns

OSCR vs. AGMI - Drawdown Comparison

The maximum OSCR drawdown since its inception was -94.15%, which is greater than AGMI's maximum drawdown of -33.26%. Use the drawdown chart below to compare losses from any high point for OSCR and AGMI.


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Drawdown Indicators


OSCRAGMIDifference

Max Drawdown

Largest peak-to-trough decline

-94.15%

-33.26%

-60.89%

Max Drawdown (1Y)

Largest decline over 1 year

-51.71%

-33.26%

-18.45%

Max Drawdown (3Y)

Largest decline over 3 years

-53.39%

Max Drawdown (5Y)

Largest decline over 5 years

-92.65%

Current Drawdown

Current decline from peak

-35.82%

-22.10%

-13.72%

Average Drawdown

Average peak-to-trough decline

-65.18%

-9.17%

-56.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.81%

12.37%

+15.44%

Volatility

OSCR vs. AGMI - Volatility Comparison

Oscar Health, Inc. (OSCR) has a higher volatility of 25.17% compared to Themes Silver Miners ETF (AGMI) at 17.61%. This indicates that OSCR's price experiences larger fluctuations and is considered to be riskier than AGMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OSCRAGMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.17%

17.61%

+7.56%

Volatility (6M)

Calculated over the trailing 6-month period

44.26%

40.96%

+3.30%

Volatility (1Y)

Calculated over the trailing 1-year period

78.12%

48.94%

+29.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.75%

43.99%

+36.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.95%

43.99%

+35.96%

Dividends

OSCR vs. AGMI - Dividend Comparison

OSCR has not paid dividends to shareholders, while AGMI's dividend yield for the trailing twelve months is around 4.10%.


PositionTTM20252024
AGMI
Themes Silver Miners ETF
4.10%4.43%1.81%
OSCR
Oscar Health, Inc.
0.00%0.00%0.00%

Frequently Asked Questions


OSCR and AGMI have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OSCR has higher volatility (25.17%) compared to AGMI (17.61%). In terms of maximum drawdown, OSCR dropped -94.15% vs AGMI's -33.26%.

AGMI currently has the higher Sharpe Ratio (2.28 vs 0.86), 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

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