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PL vs. AGMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PL vs. AGMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Planet Labs PBC (PL) 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, PL achieves a 118.71% return, which is significantly higher than AGMI's 7.60% return.


PL

1D
-10.31%
1M
11.91%
YTD
118.71%
6M
259.12%
1Y
1,023.18%
3Y*
109.66%
5Y*
34.22%
10Y*

AGMI

1D
-4.74%
1M
3.77%
YTD
7.60%
6M
20.09%
1Y
112.77%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PL vs. AGMI - Yearly Performance Comparison


2026 (YTD)20252024
PL
Planet Labs PBC
118.71%388.12%123.20%
AGMI
Themes Silver Miners ETF
7.60%176.11%-0.74%

Correlation

The correlation between PL and AGMI is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.28

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Return for Risk

PL vs. AGMI — Risk / Return Rank

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

PL
PL Risk / Return Rank: 9999
Overall Rank
PL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
PL Sortino Ratio Rank: 9999
Sortino Ratio Rank
PL Omega Ratio Rank: 9898
Omega Ratio Rank
PL Calmar Ratio Rank: 100100
Calmar Ratio Rank
PL Martin Ratio Rank: 100100
Martin Ratio Rank

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
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.

PL vs. AGMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Planet Labs PBC (PL) 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.


PLAGMIDifference
Sharpe ratioReturn per unit of total volatility

+7.14

Sortino ratioReturn per unit of downside risk

+3.88

Omega ratioGain probability vs. loss probability

1.79

1.35

+0.44

Calmar ratioReturn relative to maximum drawdown

35.64

3.41

+32.23

Martin ratioReturn relative to average drawdown

88.66

9.21

+79.45

PL vs. AGMI - Sharpe Ratio Comparison

The current PL Sharpe Ratio is 9.45, which is higher than the AGMI Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of PL 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


PLAGMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

9.45

2.32

+7.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

1.56

-1.14

Drawdowns

PL vs. AGMI - Drawdown Comparison

The maximum PL drawdown since its inception was -85.73%, which is greater than AGMI's maximum drawdown of -33.26%. Use the drawdown chart below to compare losses from any high point for PL and AGMI.


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Drawdown Indicators


PLAGMIDifference

Max Drawdown

Largest peak-to-trough decline

-85.73%

-33.26%

-52.47%

Max Drawdown (1Y)

Largest decline over 1 year

-29.01%

-33.26%

+4.25%

Max Drawdown (3Y)

Largest decline over 3 years

-65.51%

Max Drawdown (5Y)

Largest decline over 5 years

-85.73%

Current Drawdown

Current decline from peak

-16.09%

-22.35%

+6.26%

Average Drawdown

Average peak-to-trough decline

-50.02%

-9.14%

-40.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.64%

12.29%

-0.65%

Volatility

PL vs. AGMI - Volatility Comparison

Planet Labs PBC (PL) has a higher volatility of 27.87% compared to Themes Silver Miners ETF (AGMI) at 17.62%. This indicates that PL'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


PLAGMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.87%

17.62%

+10.25%

Volatility (6M)

Calculated over the trailing 6-month period

71.02%

40.98%

+30.04%

Volatility (1Y)

Calculated over the trailing 1-year period

109.37%

48.95%

+60.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.87%

44.04%

+35.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.03%

44.04%

+34.99%

Dividends

PL vs. AGMI - Dividend Comparison

PL has not paid dividends to shareholders, while AGMI's dividend yield for the trailing twelve months is around 4.12%.


PositionTTM20252024
AGMI
Themes Silver Miners ETF
4.12%4.43%1.81%
PL
Planet Labs PBC
0.00%0.00%0.00%

Frequently Asked Questions


PL and AGMI have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PL has higher volatility (27.87%) compared to AGMI (17.62%). In terms of maximum drawdown, PL dropped -85.73% vs AGMI's -33.26%.

PL currently has the higher Sharpe Ratio (9.45 vs 2.32), 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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