CGC vs. CURLF

In the year-to-date period, CGC achieves a -48.54% return, which is significantly lower than CURLF's -38.46% return.

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This table presents a comparison of risk-adjusted performance metrics for Canopy Growth Corporation (CGC) and Curaleaf Holdings, Inc. (CURLF). 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 -0.68, which is comparable to the CURLF Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of CGC and CURLF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither CGC nor CURLF has paid dividends to shareholders.

The maximum CGC drawdown since its inception was -99.85%, roughly equal to the maximum CURLF drawdown of -95.91%. Use the drawdown chart below to compare losses from any high point for CGC and CURLF. For additional features, visit the drawdowns tool.

Canopy Growth Corporation (CGC) and Curaleaf Holdings, Inc. (CURLF) have volatilities of 37.17% and 35.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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