CGC vs. ARR
CGC (Canopy Growth Corporation) and ARR (ARMOUR Residential REIT, Inc.) are both stocks. CGC operates in Drug Manufacturers - Specialty & Generic (Healthcare), while ARR operates in REIT - Mortgage (Real Estate). Over the past 10 years, CGC returned -26.81%/yr vs -3.81%/yr for ARR. At a 0.22 correlation, their price movements are largely independent.
Performance
CGC vs. ARR - Performance Comparison
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Returns By Period
In the year-to-date period, CGC achieves a -16.04% return, which is significantly lower than ARR's 1.53% return. Over the past 10 years, CGC has underperformed ARR with an annualized return of -26.81%, while ARR has yielded a comparatively higher -3.81% annualized return.
CGC
- 1D
- -1.04%
- 1M
- -7.97%
- YTD
- -16.04%
- 6M
- -27.49%
- 1Y
- -22.81%
- 3Y*
- -43.03%
- 5Y*
- -66.76%
- 10Y*
- -26.81%
ARR
- 1D
- -1.25%
- 1M
- 1.30%
- YTD
- 1.53%
- 6M
- 1.36%
- 1Y
- 19.42%
- 3Y*
- 2.97%
- 5Y*
- -7.72%
- 10Y*
- -3.81%
CGC vs. ARR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CGC Canopy Growth Corporation | -16.04% | -58.39% | -46.38% | -77.88% | -73.54% | -64.57% | 16.83% | -21.51% | 13.58% | 246.87% |
ARR ARMOUR Residential REIT, Inc. | 1.53% | 11.69% | 13.17% | -15.43% | -32.01% | 1.11% | -33.13% | -2.07% | -11.97% | 30.13% |
Correlation
The correlation between CGC and ARR is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2014 | 0.22 |
The correlation between CGC and ARR shifts across timeframes, from 0.17 (1 year) to 0.28 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CGC:
$368.47M
ARR:
$1.98B
CGC:
-CA$1.23
ARR:
$2.29
CGC:
1.30
ARR:
1.86
CGC:
0.75
ARR:
0.85
CGC:
CA$312.34M
ARR:
$937.04M
CGC:
CA$77.66M
ARR:
$907.29M
CGC:
-CA$205.34M
ARR:
$800.90M
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Return for Risk
CGC vs. ARR — Risk / Return Rank
CGC
ARR
CGC vs. ARR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Canopy Growth Corporation (CGC) and ARMOUR Residential REIT, Inc. (ARR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CGC | ARR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.16 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.41 | 1.16 | -1.58 |
| Martin ratioReturn relative to average drawdown | -0.65 | 3.20 | -3.85 |
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Drawdowns
CGC vs. ARR - Drawdown Comparison
The maximum CGC drawdown since its inception was -99.85%, which is greater than ARR's maximum drawdown of -80.12%. Use the drawdown chart below to compare losses from any high point for CGC and ARR.
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Drawdown Indicators
| CGC | ARR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.85% | -80.12% | -19.73% |
Max Drawdown (1Y)Largest decline over 1 year | -55.38% | -16.79% | -38.59% |
Max Drawdown (3Y)Largest decline over 3 years | -95.10% | -45.79% | -49.31% |
Max Drawdown (5Y)Largest decline over 5 years | -99.67% | -65.42% | -34.25% |
Max Drawdown (10Y)Largest decline over 10 years | -99.85% | -78.34% | -21.51% |
Current DrawdownCurrent decline from peak | -99.83% | -62.13% | -37.70% |
Average DrawdownAverage peak-to-trough decline | -62.21% | -33.18% | -29.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.37% | 6.08% | +29.29% |
Volatility
CGC vs. ARR - Volatility Comparison
Canopy Growth Corporation (CGC) has a higher volatility of 9.37% compared to ARMOUR Residential REIT, Inc. (ARR) at 6.37%. This indicates that CGC's price experiences larger fluctuations and is considered to be riskier than ARR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGC | ARR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.37% | 6.37% | +3.00% |
Volatility (6M)Calculated over the trailing 6-month period | 48.00% | 18.18% | +29.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 103.30% | 23.76% | +79.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 124.27% | 29.08% | +95.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 103.40% | 34.26% | +69.14% |
Dividends
CGC vs. ARR - Dividend Comparison
CGC has not paid dividends to shareholders, while ARR's dividend yield for the trailing twelve months is around 17.40%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARR ARMOUR Residential REIT, Inc. | 17.40% | 16.28% | 15.27% | 25.88% | 21.31% | 12.23% | 11.12% | 12.09% | 11.12% | 8.86% | 13.92% | 17.88% |
CGC Canopy Growth Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
CGC vs. ARR - Financials Comparison
This section allows you to compare key financial metrics between Canopy Growth Corporation and ARMOUR Residential REIT, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CGC and ARR have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CGC has higher volatility (9.37%) compared to ARR (6.37%). In terms of maximum drawdown, CGC dropped -99.85% vs ARR's -80.12%.
ARR currently has the higher Sharpe Ratio (0.82 vs -0.22), 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.
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