PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Trulieve Cannabis Corp (TCNNF) Sharpe Ratio: 1.06

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

Trulieve Cannabis Corp. cultivates, processes, and manufactures cannabis products, distributing them through its dispensaries and home delivery services. It sells a variety of cannabis products including flowers, edibles, and concentrates under multiple brands and operates cultivation, processing, and dispensary facilities across several states.

TCNNF's Sharpe Ratio of 1.06 indicates that for each unit of volatility, it generates 1.06 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

TCNNF Sharpe Ratio Rank

TCNNF Sharpe Ratio Rank: 72.072
Above Average

TCNNF ranks above 72.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns 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 efficiency

TCNNF Sharpe Ratio Market Positioning

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

  • Red zone (bottom 25%): -0.37 or lower
  • Yellow zone (middle 50%): -0.37 to 1.19
  • Green zone (top 25%): 1.19 or higher
  • Top 1%: 6.05+
  • Median: 0.26 — half of all investments score higher

How it compares to other similar stocks

The table compares Trulieve Cannabis Corp's Sharpe Ratio with other stocks in the Drug Manufacturers - Specialty & Generic industry across multiple time periods, showing how TCNNF'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 Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
INDVIndivior PLC Ordinary Shares4.25
IRWDIronwood Pharmaceuticals, Inc.3.96
BIOABioAge Labs, Inc3.81
VTRSViatris Inc.2.73
CURLFCuraleaf Holdings, Inc.2.63
ASRTAssertio Holdings, Inc.2.46
TEVATeva Pharmaceutical Industries Limited2.38
AMRXAmneal Pharmaceuticals, Inc.2.24
SDZNYSandoz Group AG1.82
ELANElanco Animal Health Incorporated1.78
TCNNFTrulieve Cannabis Corp1.06

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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

Loading charts...

Sharpe Ratio Calculator

How does TCNNF fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio