PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ACB vs. OGI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ACB and OGI is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

ACB vs. OGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aurora Cannabis Inc. (ACB) and OrganiGram Holdings Inc. (OGI). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
-90.65%
230.51%
ACB
OGI

Key characteristics

Sharpe Ratio

ACB:

-0.08

OGI:

0.36

Sortino Ratio

ACB:

0.72

OGI:

1.16

Omega Ratio

ACB:

1.08

OGI:

1.13

Calmar Ratio

ACB:

-0.08

OGI:

0.29

Martin Ratio

ACB:

-0.24

OGI:

0.87

Ulcer Index

ACB:

34.43%

OGI:

31.99%

Daily Std Dev

ACB:

102.11%

OGI:

77.51%

Max Drawdown

ACB:

-99.80%

OGI:

-96.82%

Current Drawdown

ACB:

-99.70%

OGI:

-95.03%

Fundamentals

Market Cap

ACB:

$259.17M

OGI:

$203.41M

EPS

ACB:

-$0.46

OGI:

-$1.77

Total Revenue (TTM)

ACB:

$296.39M

OGI:

$115.14M

Gross Profit (TTM)

ACB:

$157.68M

OGI:

$19.80M

EBITDA (TTM)

ACB:

$8.45M

OGI:

-$31.03M

Returns By Period

In the year-to-date period, ACB achieves a -10.33% return, which is significantly lower than OGI's 19.08% return.


ACB

YTD

-10.33%

1M

0.71%

6M

-16.11%

1Y

-8.74%

5Y*

-56.42%

10Y*

N/A

OGI

YTD

19.08%

1M

5.41%

6M

2.30%

1Y

26.83%

5Y*

-30.39%

10Y*

10.98%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ACB vs. OGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aurora Cannabis Inc. (ACB) and OrganiGram Holdings Inc. (OGI). 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.


Sharpe ratio
The chart of Sharpe ratio for ACB, currently valued at -0.08, compared to the broader market-4.00-2.000.002.00-0.080.36
The chart of Sortino ratio for ACB, currently valued at 0.72, compared to the broader market-4.00-2.000.002.004.000.721.16
The chart of Omega ratio for ACB, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.13
The chart of Calmar ratio for ACB, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.080.29
The chart of Martin ratio for ACB, currently valued at -0.24, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.240.87
ACB
OGI

The current ACB Sharpe Ratio is -0.08, which is lower than the OGI Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of ACB and OGI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.08
0.36
ACB
OGI

Dividends

ACB vs. OGI - Dividend Comparison

Neither ACB nor OGI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ACB vs. OGI - Drawdown Comparison

The maximum ACB drawdown since its inception was -99.80%, roughly equal to the maximum OGI drawdown of -96.82%. Use the drawdown chart below to compare losses from any high point for ACB and OGI. For additional features, visit the drawdowns tool.


-100.00%-99.00%-98.00%-97.00%-96.00%-95.00%-94.00%-93.00%JulyAugustSeptemberOctoberNovemberDecember
-99.70%
-95.03%
ACB
OGI

Volatility

ACB vs. OGI - Volatility Comparison

The current volatility for Aurora Cannabis Inc. (ACB) is 13.49%, while OrganiGram Holdings Inc. (OGI) has a volatility of 19.62%. This indicates that ACB experiences smaller price fluctuations and is considered to be less risky than OGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
13.49%
19.62%
ACB
OGI

Financials

ACB vs. OGI - Financials Comparison

This section allows you to compare key financial metrics between Aurora Cannabis Inc. and OrganiGram Holdings Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab