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

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.


-0.50.00.51.00.7

Performance

CGC vs. TLRY - Performance Comparison

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

-98.00%-96.00%-94.00%-92.00%-90.00%JulyAugustSeptemberOctoberNovemberDecember
-98.89%
-94.37%
CGC
TLRY

Key characteristics

Sharpe Ratio

CGC:

-0.28

TLRY:

-0.47

Sortino Ratio

CGC:

0.55

TLRY:

-0.36

Omega Ratio

CGC:

1.06

TLRY:

0.96

Calmar Ratio

CGC:

-0.41

TLRY:

-0.37

Martin Ratio

CGC:

-0.79

TLRY:

-1.03

Ulcer Index

CGC:

52.05%

TLRY:

36.00%

Daily Std Dev

CGC:

148.10%

TLRY:

78.39%

Max Drawdown

CGC:

-99.52%

TLRY:

-99.46%

Current Drawdown

CGC:

-99.50%

TLRY:

-99.41%

Fundamentals

Market Cap

CGC:

$452.86M

TLRY:

$1.12B

EPS

CGC:

-$5.00

TLRY:

-$0.27

Total Revenue (TTM)

CGC:

$280.50M

TLRY:

$618.27M

Gross Profit (TTM)

CGC:

$81.36M

TLRY:

$150.84M

EBITDA (TTM)

CGC:

-$448.66M

TLRY:

-$63.20M

Returns By Period

The year-to-date returns for both stocks are quite close, with CGC having a -44.62% return and TLRY slightly lower at -45.22%.


CGC

YTD

-44.62%

1M

-24.73%

6M

-58.69%

1Y

-37.25%

5Y*

-57.40%

10Y*

-16.86%

TLRY

YTD

-45.22%

1M

-3.82%

6M

-24.10%

1Y

-42.47%

5Y*

-40.67%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for CGC, currently valued at -0.28, compared to the broader market-4.00-2.000.002.00-0.28-0.47
The chart of Sortino ratio for CGC, currently valued at 0.55, compared to the broader market-4.00-2.000.002.004.000.55-0.36
The chart of Omega ratio for CGC, currently valued at 1.06, compared to the broader market0.501.001.502.001.060.96
The chart of Calmar ratio for CGC, currently valued at -0.41, compared to the broader market0.002.004.006.00-0.41-0.37
The chart of Martin ratio for CGC, currently valued at -0.79, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.79-1.03
CGC
TLRY

The current CGC Sharpe Ratio is -0.28, which is higher than the TLRY Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of CGC and TLRY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.60-0.40-0.200.000.200.400.60JulyAugustSeptemberOctoberNovemberDecember
-0.28
-0.47
CGC
TLRY

Dividends

CGC vs. TLRY - Dividend Comparison

Neither CGC nor TLRY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CGC vs. TLRY - Drawdown Comparison

The maximum CGC drawdown since its inception was -99.52%, roughly equal to the maximum TLRY drawdown of -99.46%. Use the drawdown chart below to compare losses from any high point for CGC and TLRY. For additional features, visit the drawdowns tool.


-99.60%-99.40%-99.20%-99.00%-98.80%-98.60%JulyAugustSeptemberOctoberNovemberDecember
-99.50%
-99.41%
CGC
TLRY

Volatility

CGC vs. TLRY - Volatility Comparison

Canopy Growth Corporation (CGC) has a higher volatility of 17.33% compared to Tilray, Inc. (TLRY) at 15.81%. 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.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
17.33%
15.81%
CGC
TLRY

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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