CGC vs. CURLF

Last updated Jun 24, 2026

CGC (Canopy Growth Corporation) and CURLF (Curaleaf Holdings, Inc.) are both stocks. Both operate in the Drug Manufacturers - Specialty & Generic industry within the Healthcare sector. At a correlation of -0.22, they often move in opposite directions.

Performance

CGC vs. CURLF - Performance Comparison

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

Returns By Period

CGC

• 1D: -1.14%
• 1M: -9.02%
• YTD: -17.00%
• 6M: -32.41%
• 1Y: -20.49%
• 3Y*: -43.24%
• 5Y*: -67.15%
• 10Y*: -26.89%

CURLF

• 1D: -66.67%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CGC vs. CURLF - Yearly Performance Comparison

	2026 (YTD)
CGC Canopy Growth Corporation	-9.02%
CURLF Curaleaf Holdings, Inc.	-66.67%

Correlation

The correlation between CGC and CURLF is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 5, 2026	-0.22

Fundamentals

Market Cap CGC : $364.28M CURLF : $2.82B
EPS CGC : -CA$1.23 CURLF : -$0.13
PS Ratio CGC : 1.28 CURLF : 2.15
PB Ratio CGC : 0.74 CURLF : 3.43
Total Revenue (TTM) CGC : CA$312.34M CURLF : $1.30B
Gross Profit (TTM) CGC : CA$77.66M CURLF : $528.91M
EBITDA (TTM) CGC : -CA$205.34M CURLF : $188.46M

Return for Risk

CGC vs. CURLF — Risk / Return Rank

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

CGC

CGC Risk / Return Rank: 36
CGC Sharpe Ratio Rank: 34
CGC Sortino Ratio Rank: 42
CGC Omega Ratio Rank: 41
CGC Calmar Ratio Rank: 31
CGC Martin Ratio Rank: 32

CURLF

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CGC vs. CURLF - Risk-Adjusted Trends Comparison

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.

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	CURLF	Difference
Sharpe ratio: Return per unit of total volatility	-0.20	—	—
Sortino ratio: Return per unit of downside risk	0.45	—	—
Omega ratio: Gain probability vs. loss probability	1.05	—	—
Calmar ratio: Return relative to maximum drawdown	-0.37	—	—
Martin ratio: Return relative to average drawdown	-0.58	—	—

Drawdowns

CGC vs. CURLF - Drawdown Comparison

The maximum CGC drawdown since its inception was -99.85%, which is greater than CURLF's maximum drawdown of -66.67%. Use the drawdown chart below to compare losses from any high point for CGC and CURLF.

Drawdown Indicators

	CGC	CURLF	Difference
Max Drawdown Largest peak-to-trough decline	-99.85%	-66.67%	-33.18%
Max Drawdown (1Y) Largest decline over 1 year	-55.38%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-95.10%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-99.67%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-99.85%	—	—
Current Drawdown Current decline from peak	-99.83%	-66.67%	-33.16%
Average Drawdown Average peak-to-trough decline	-62.22%	-66.67%	+4.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	35.51%	—	—

Volatility

Volatility by Period

	CGC	CURLF	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.31%	—	—
Volatility (6M) Calculated over the trailing 6-month period	46.40%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	103.10%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	124.27%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	103.39%	—	—

Dividends

CGC vs. CURLF - Dividend Comparison

Neither CGC nor CURLF has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both CGC and CURLF in my portfolio?

CGC and CURLF have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.