CGC vs. TLRY
Compare and contrast key facts about Canopy Growth Corporation (CGC) and Tilray, Inc. (TLRY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CGC or TLRY.
Key characteristics
| CGC | TLRY | |
|---|---|---|
| YTD Return | -27.01% | -40.00% |
| 1Y Return | -29.73% | -24.18% |
| 3Y Return (Ann) | -70.49% | -52.78% |
| 5Y Return (Ann) | -52.50% | -41.45% |
| Sharpe Ratio | -0.21 | -0.25 |
| Sortino Ratio | 0.82 | 0.16 |
| Omega Ratio | 1.09 | 1.02 |
| Calmar Ratio | -0.31 | -0.20 |
| Martin Ratio | -0.62 | -0.64 |
| Ulcer Index | 50.63% | 31.62% |
| Daily Std Dev | 152.66% | 79.49% |
| Max Drawdown | -99.51% | -99.36% |
| Current Drawdown | -99.34% | -99.36% |
Fundamentals
| CGC | TLRY | |
|---|---|---|
| Market Cap | $533.71M | $1.33B |
| EPS | -$4.99 | -$0.28 |
| Total Revenue (TTM) | $254.58M | $812.04M |
| Gross Profit (TTM) | $68.58M | $198.25M |
| EBITDA (TTM) | -$81.08M | $14.36M |
Correlation
The correlation between CGC and TLRY is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
CGC vs. TLRY - Performance Comparison
In the year-to-date period, CGC achieves a -27.01% return, which is significantly higher than TLRY's -40.00% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CGC vs. TLRY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Canopy Growth Corporation (CGC) and Tilray, Inc. (TLRY). 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.
Dividends
CGC vs. TLRY - Dividend Comparison
Neither CGC nor TLRY has paid dividends to shareholders.
Drawdowns
CGC vs. TLRY - Drawdown Comparison
The maximum CGC drawdown since its inception was -99.51%, roughly equal to the maximum TLRY drawdown of -99.36%. Use the drawdown chart below to compare losses from any high point for CGC and TLRY. For additional features, visit the drawdowns tool.
Volatility
CGC vs. TLRY - Volatility Comparison
Canopy Growth Corporation (CGC) has a higher volatility of 36.51% compared to Tilray, Inc. (TLRY) at 21.01%. This indicates that CGC's price experiences larger fluctuations and is considered to be riskier than TLRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CGC vs. TLRY - Financials Comparison
This section allows you to compare key financial metrics between Canopy Growth Corporation and Tilray, 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