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Green Thumb Industries Inc (GTBIF) Sortino Ratio: 1.56

Equity · Currency in USD · Last updated Jun 3, 2026

Green Thumb Industries Inc. manufactures, distributes, markets, and sells cannabis products for medical and adult-use in the United States through its Retail and Consumer Packaged Goods segments. The company offers a variety of cannabis products including flower, pre-rolls, concentrates, vapes, edibles, topicals, and capsules under multiple brands, distributing to licensed retail customers and directly to consumers via retail stores and delivery channels.

GTBIF's Sortino Ratio of 1.56 indicates that for each unit of downside volatility, it generates 1.56 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.

GTBIF Sortino Ratio Rank

GTBIF Sortino Ratio Rank: 65.666
Above Average

GTBIF ranks above 65.6% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with minimal downside volatility → Higher rank
  • Severe or frequent drawdowns → Lower rank
  • Upside volatility → No impact (Sortino doesn't penalize upside swings)

What you can do with this information

  • Above-average downside protection with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio risk profile

GTBIF Sortino Ratio Market Positioning

The chart shows GTBIF's Sortino Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.

  • Red zone (bottom 25%): -0.22 or lower
  • Yellow zone (middle 50%): -0.22 to 2.05
  • Green zone (top 25%): 2.05 or higher
  • Top 1%: 6.61+
  • Median: 0.86 — half of all investments score higher

How it compares to other similar stocks

The table compares Green Thumb Industries Inc's Sortino Ratio with other stocks in the Drug Manufacturers - Specialty & Generic industry across multiple time periods, showing how GTBIF's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jun 3, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
EGRXEagle Pharmaceuticals Inc6.85
INDVIndivior PLC Ordinary Shares5.53
LAURUSLABS.NSLaurus Labs Limited4.79
ALRPD.PARapid Nutrition PLC4.43
BIOABioAge Labs, Inc4.18
IRWDIronwood Pharmaceuticals, Inc.3.99
VTRSViatris Inc.3.70
ASRTAssertio Holdings, Inc.3.61
TEVATeva Pharmaceutical Industries Limited3.55
CWEB.TOCharlotte's Web Holdings, Inc.3.32
GTBIFGreen Thumb Industries Inc1.56

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows GTBIF's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when GTBIF consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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