CGC vs. TLRY

In the year-to-date period, CGC achieves a -49.64% return, which is significantly higher than TLRY's -63.53% return.

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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.

The current CGC Sharpe Ratio is -0.69, which is comparable to the TLRY Sharpe Ratio of -0.93. 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.

Neither CGC nor TLRY has paid dividends to shareholders.

The maximum CGC drawdown since its inception was -99.85%, roughly equal to the maximum TLRY drawdown of -99.79%. Use the drawdown chart below to compare losses from any high point for CGC and TLRY. For additional features, visit the drawdowns tool.

Canopy Growth Corporation (CGC) has a higher volatility of 38.46% compared to Tilray, Inc. (TLRY) at 32.99%. 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.

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.