PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CRON vs. TLRY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CRON 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

CRON vs. TLRY - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-16.38%
-32.92%
CRON
TLRY

Key characteristics

Sharpe Ratio

CRON:

-0.02

TLRY:

-0.53

Sortino Ratio

CRON:

0.37

TLRY:

-0.52

Omega Ratio

CRON:

1.04

TLRY:

0.94

Calmar Ratio

CRON:

-0.01

TLRY:

-0.42

Martin Ratio

CRON:

-0.04

TLRY:

-1.12

Ulcer Index

CRON:

22.57%

TLRY:

37.35%

Daily Std Dev

CRON:

49.86%

TLRY:

78.59%

Max Drawdown

CRON:

-92.95%

TLRY:

-99.46%

Current Drawdown

CRON:

-91.60%

TLRY:

-99.44%

Fundamentals

Market Cap

CRON:

$760.77M

TLRY:

$1.12B

EPS

CRON:

-$0.12

TLRY:

-$0.30

Total Revenue (TTM)

CRON:

$87.20M

TLRY:

$829.22M

Gross Profit (TTM)

CRON:

$12.24M

TLRY:

$212.06M

EBITDA (TTM)

CRON:

-$41.37M

TLRY:

-$104.62M

Returns By Period

In the year-to-date period, CRON achieves a -1.49% return, which is significantly higher than TLRY's -9.77% return.


CRON

YTD

-1.49%

1M

5.29%

6M

-16.39%

1Y

1.53%

5Y*

-25.34%

10Y*

N/A

TLRY

YTD

-9.77%

1M

3.45%

6M

-32.96%

1Y

-38.14%

5Y*

-43.65%

10Y*

N/A

*Annualized

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

CRON vs. TLRY — Risk-Adjusted Performance Rank

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

CRON
The Risk-Adjusted Performance Rank of CRON is 4444
Overall Rank
The Sharpe Ratio Rank of CRON is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of CRON is 4343
Sortino Ratio Rank
The Omega Ratio Rank of CRON is 4141
Omega Ratio Rank
The Calmar Ratio Rank of CRON is 4646
Calmar Ratio Rank
The Martin Ratio Rank of CRON is 4545
Martin Ratio Rank

TLRY
The Risk-Adjusted Performance Rank of TLRY is 2020
Overall Rank
The Sharpe Ratio Rank of TLRY is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of TLRY is 1919
Sortino Ratio Rank
The Omega Ratio Rank of TLRY is 2020
Omega Ratio Rank
The Calmar Ratio Rank of TLRY is 2121
Calmar Ratio Rank
The Martin Ratio Rank of TLRY is 1818
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CRON vs. TLRY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cronos Group Inc. (CRON) 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 CRON, currently valued at -0.02, compared to the broader market-2.000.002.004.00-0.02-0.53
The chart of Sortino ratio for CRON, currently valued at 0.37, compared to the broader market-4.00-2.000.002.004.000.37-0.52
The chart of Omega ratio for CRON, currently valued at 1.04, compared to the broader market0.501.001.502.001.040.94
The chart of Calmar ratio for CRON, currently valued at -0.01, compared to the broader market0.002.004.006.00-0.01-0.42
The chart of Martin ratio for CRON, currently valued at -0.04, compared to the broader market-10.000.0010.0020.00-0.04-1.12
CRON
TLRY

The current CRON Sharpe Ratio is -0.02, which is higher than the TLRY Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of CRON 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-0.60-0.40-0.200.000.200.400.600.80AugustSeptemberOctoberNovemberDecember2025
-0.02
-0.53
CRON
TLRY

Dividends

CRON vs. TLRY - Dividend Comparison

Neither CRON nor TLRY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CRON vs. TLRY - Drawdown Comparison

The maximum CRON drawdown since its inception was -92.95%, smaller than the maximum TLRY drawdown of -99.46%. Use the drawdown chart below to compare losses from any high point for CRON and TLRY. For additional features, visit the drawdowns tool.


-100.00%-98.00%-96.00%-94.00%-92.00%-90.00%AugustSeptemberOctoberNovemberDecember2025
-91.60%
-99.44%
CRON
TLRY

Volatility

CRON vs. TLRY - Volatility Comparison

The current volatility for Cronos Group Inc. (CRON) is 8.95%, while Tilray, Inc. (TLRY) has a volatility of 25.76%. This indicates that CRON experiences smaller price fluctuations and is considered to be less risky than TLRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
8.95%
25.76%
CRON
TLRY

Financials

CRON vs. TLRY - Financials Comparison

This section allows you to compare key financial metrics between Cronos Group Inc. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab