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CGC vs. ACB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CGC and ACB is 0.67, 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.


-0.50.00.51.00.7

Performance

CGC vs. ACB - Performance Comparison

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

-90.00%-80.00%-70.00%-60.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-84.73%
-90.65%
CGC
ACB

Key characteristics

Sharpe Ratio

CGC:

-0.28

ACB:

-0.08

Sortino Ratio

CGC:

0.55

ACB:

0.72

Omega Ratio

CGC:

1.06

ACB:

1.08

Calmar Ratio

CGC:

-0.41

ACB:

-0.08

Martin Ratio

CGC:

-0.79

ACB:

-0.24

Ulcer Index

CGC:

52.05%

ACB:

34.43%

Daily Std Dev

CGC:

148.10%

ACB:

102.11%

Max Drawdown

CGC:

-99.52%

ACB:

-99.80%

Current Drawdown

CGC:

-99.50%

ACB:

-99.70%

Fundamentals

Market Cap

CGC:

$452.86M

ACB:

$259.17M

EPS

CGC:

-$5.00

ACB:

-$0.46

Total Revenue (TTM)

CGC:

$280.50M

ACB:

$296.39M

Gross Profit (TTM)

CGC:

$81.36M

ACB:

$157.68M

EBITDA (TTM)

CGC:

-$448.66M

ACB:

$8.45M

Returns By Period

In the year-to-date period, CGC achieves a -44.62% return, which is significantly lower than ACB's -10.33% return.


CGC

YTD

-44.62%

1M

-24.73%

6M

-58.69%

1Y

-37.25%

5Y*

-57.40%

10Y*

-16.86%

ACB

YTD

-10.33%

1M

0.71%

6M

-16.11%

1Y

-8.74%

5Y*

-56.42%

10Y*

N/A

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Risk-Adjusted Performance

CGC vs. ACB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canopy Growth Corporation (CGC) and Aurora Cannabis Inc. (ACB). 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 CGC, currently valued at -0.28, compared to the broader market-4.00-2.000.002.00-0.28-0.08
The chart of Sortino ratio for CGC, currently valued at 0.55, compared to the broader market-4.00-2.000.002.004.000.550.72
The chart of Omega ratio for CGC, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.08
The chart of Calmar ratio for CGC, currently valued at -0.41, compared to the broader market0.002.004.006.00-0.41-0.08
The chart of Martin ratio for CGC, currently valued at -0.79, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.79-0.24
CGC
ACB

The current CGC Sharpe Ratio is -0.28, which is lower than the ACB Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of CGC and ACB, 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 Ratio-0.40-0.200.000.200.400.60JulyAugustSeptemberOctoberNovemberDecember
-0.28
-0.08
CGC
ACB

Dividends

CGC vs. ACB - Dividend Comparison

Neither CGC nor ACB has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CGC vs. ACB - Drawdown Comparison

The maximum CGC drawdown since its inception was -99.52%, roughly equal to the maximum ACB drawdown of -99.80%. Use the drawdown chart below to compare losses from any high point for CGC and ACB. For additional features, visit the drawdowns tool.


-99.80%-99.60%-99.40%-99.20%-99.00%-98.80%-98.60%JulyAugustSeptemberOctoberNovemberDecember
-99.50%
-99.70%
CGC
ACB

Volatility

CGC vs. ACB - Volatility Comparison

Canopy Growth Corporation (CGC) has a higher volatility of 17.33% compared to Aurora Cannabis Inc. (ACB) at 13.49%. This indicates that CGC's price experiences larger fluctuations and is considered to be riskier than ACB 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%35.00%JulyAugustSeptemberOctoberNovemberDecember
17.33%
13.49%
CGC
ACB

Financials

CGC vs. ACB - Financials Comparison

This section allows you to compare key financial metrics between Canopy Growth Corporation and Aurora Cannabis 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
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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.

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