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

Correlation

The correlation between CRON and CGC is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

CRON vs. CGC - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%JulyAugustSeptemberOctoberNovemberDecember
1,081.82%
-86.76%
CRON
CGC

Key characteristics

Sharpe Ratio

CRON:

0.10

CGC:

-0.28

Sortino Ratio

CRON:

0.56

CGC:

0.55

Omega Ratio

CRON:

1.06

CGC:

1.06

Calmar Ratio

CRON:

0.05

CGC:

-0.41

Martin Ratio

CRON:

0.23

CGC:

-0.79

Ulcer Index

CRON:

20.88%

CGC:

52.05%

Daily Std Dev

CRON:

50.34%

CGC:

148.10%

Max Drawdown

CRON:

-92.95%

CGC:

-99.52%

Current Drawdown

CRON:

-91.77%

CGC:

-99.50%

Fundamentals

Market Cap

CRON:

$746.59M

CGC:

$452.86M

EPS

CRON:

-$0.12

CGC:

-$5.00

Total Revenue (TTM)

CRON:

$111.77M

CGC:

$280.50M

Gross Profit (TTM)

CRON:

$13.66M

CGC:

$81.36M

EBITDA (TTM)

CRON:

-$64.75M

CGC:

-$448.66M

Returns By Period

In the year-to-date period, CRON achieves a -6.70% return, which is significantly higher than CGC's -44.62% return.


CRON

YTD

-6.70%

1M

-2.99%

6M

-16.31%

1Y

2.09%

5Y*

-22.59%

10Y*

N/A

CGC

YTD

-44.62%

1M

-24.73%

6M

-58.69%

1Y

-37.25%

5Y*

-57.40%

10Y*

-16.86%

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Risk-Adjusted Performance

CRON vs. CGC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cronos Group Inc. (CRON) and Canopy Growth Corporation (CGC). 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 CRON, currently valued at 0.10, compared to the broader market-4.00-2.000.002.000.10-0.28
The chart of Sortino ratio for CRON, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.000.560.55
The chart of Omega ratio for CRON, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.06
The chart of Calmar ratio for CRON, currently valued at 0.05, compared to the broader market0.002.004.006.000.05-0.41
The chart of Martin ratio for CRON, currently valued at 0.23, compared to the broader market-5.000.005.0010.0015.0020.0025.000.23-0.79
CRON
CGC

The current CRON Sharpe Ratio is 0.10, which is higher than the CGC Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of CRON and CGC, 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-0.40-0.200.000.200.400.600.80JulyAugustSeptemberOctoberNovemberDecember
0.10
-0.28
CRON
CGC

Dividends

CRON vs. CGC - Dividend Comparison

Neither CRON nor CGC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CRON vs. CGC - Drawdown Comparison

The maximum CRON drawdown since its inception was -92.95%, smaller than the maximum CGC drawdown of -99.52%. Use the drawdown chart below to compare losses from any high point for CRON and CGC. For additional features, visit the drawdowns tool.


-100.00%-98.00%-96.00%-94.00%-92.00%-90.00%JulyAugustSeptemberOctoberNovemberDecember
-91.77%
-99.50%
CRON
CGC

Volatility

CRON vs. CGC - Volatility Comparison

The current volatility for Cronos Group Inc. (CRON) is 8.10%, while Canopy Growth Corporation (CGC) has a volatility of 17.33%. This indicates that CRON experiences smaller price fluctuations and is considered to be less risky than CGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
8.10%
17.33%
CRON
CGC

Financials

CRON vs. CGC - Financials Comparison

This section allows you to compare key financial metrics between Cronos Group Inc. and Canopy Growth Corporation. 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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