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

Correlation

The correlation between CGC and CRON is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

CGC vs. CRON - Performance Comparison

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

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Key characteristics

Sharpe Ratio

CGC:

-0.93

CRON:

-0.69

Sortino Ratio

CGC:

-2.05

CRON:

-0.82

Omega Ratio

CGC:

0.77

CRON:

0.92

Calmar Ratio

CGC:

-0.83

CRON:

-0.29

Martin Ratio

CGC:

-1.25

CRON:

-0.88

Ulcer Index

CGC:

66.46%

CRON:

30.79%

Daily Std Dev

CGC:

92.39%

CRON:

42.85%

Max Drawdown

CGC:

-99.85%

CRON:

-93.16%

Current Drawdown

CGC:

-99.71%

CRON:

-90.97%

Fundamentals

Market Cap

CGC:

$259.26M

CRON:

$804.30M

EPS

CGC:

-$3.44

CRON:

$0.14

PS Ratio

CGC:

0.94

CRON:

6.84

PB Ratio

CGC:

0.49

CRON:

0.74

Total Revenue (TTM)

CGC:

$215.45M

CRON:

$135.46M

Gross Profit (TTM)

CGC:

$68.97M

CRON:

$33.43M

EBITDA (TTM)

CGC:

-$284.99M

CRON:

-$38.05M

Returns By Period

In the year-to-date period, CGC achieves a -39.42% return, which is significantly lower than CRON's 5.94% return.


CGC

YTD

-39.42%

1M

40.68%

6M

-55.50%

1Y

-84.91%

5Y*

-59.91%

10Y*

-20.29%

CRON

YTD

5.94%

1M

20.90%

6M

6.47%

1Y

-29.14%

5Y*

-17.33%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

CGC vs. CRON — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CGC
The Risk-Adjusted Performance Rank of CGC is 66
Overall Rank
The Sharpe Ratio Rank of CGC is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of CGC is 22
Sortino Ratio Rank
The Omega Ratio Rank of CGC is 44
Omega Ratio Rank
The Calmar Ratio Rank of CGC is 44
Calmar Ratio Rank
The Martin Ratio Rank of CGC is 1515
Martin Ratio Rank

CRON
The Risk-Adjusted Performance Rank of CRON is 2222
Overall Rank
The Sharpe Ratio Rank of CRON is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of CRON is 1515
Sortino Ratio Rank
The Omega Ratio Rank of CRON is 1919
Omega Ratio Rank
The Calmar Ratio Rank of CRON is 3232
Calmar Ratio Rank
The Martin Ratio Rank of CRON is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CGC vs. CRON - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canopy Growth Corporation (CGC) and Cronos Group Inc. (CRON). 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.


The current CGC Sharpe Ratio is -0.93, which is lower than the CRON Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of CGC and CRON, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

CGC vs. CRON - Dividend Comparison

Neither CGC nor CRON has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CGC vs. CRON - Drawdown Comparison

The maximum CGC drawdown since its inception was -99.85%, which is greater than CRON's maximum drawdown of -93.16%. Use the drawdown chart below to compare losses from any high point for CGC and CRON. For additional features, visit the drawdowns tool.


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Volatility

CGC vs. CRON - Volatility Comparison

Canopy Growth Corporation (CGC) has a higher volatility of 36.10% compared to Cronos Group Inc. (CRON) at 11.19%. This indicates that CGC's price experiences larger fluctuations and is considered to be riskier than CRON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

CGC vs. CRON - Financials Comparison

This section allows you to compare key financial metrics between Canopy Growth Corporation and Cronos Group 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


0.0050.00M100.00M150.00M20212022202320242025
86.24M
32.26M
(CGC) Total Revenue
(CRON) Total Revenue
Values in USD except per share items