CURLF vs. CGC

Last updated Jun 24, 2026

CURLF (Curaleaf Holdings, Inc.) and CGC (Canopy Growth Corporation) are both stocks. Both operate in the Drug Manufacturers - Specialty & Generic industry within the Healthcare sector. At a correlation of -0.22, they often move in opposite directions.

Performance

CURLF vs. CGC - Performance Comparison

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

Returns By Period

CURLF

• 1D: -66.67%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CGC

• 1D: -1.14%
• 1M: -9.02%
• YTD: -17.00%
• 6M: -32.41%
• 1Y: -20.49%
• 3Y*: -43.24%
• 5Y*: -67.15%
• 10Y*: -26.89%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CURLF vs. CGC - Yearly Performance Comparison

	2026 (YTD)
CURLF Curaleaf Holdings, Inc.	-66.67%
CGC Canopy Growth Corporation	-9.02%

Correlation

The correlation between CURLF and CGC is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 5, 2026	-0.22

Fundamentals

Market Cap CURLF : $2.82B CGC : $364.28M
EPS CURLF : -$0.13 CGC : -CA$1.23
PS Ratio CURLF : 2.15 CGC : 1.28
PB Ratio CURLF : 3.43 CGC : 0.74
Total Revenue (TTM) CURLF : $1.30B CGC : CA$312.34M
Gross Profit (TTM) CURLF : $528.91M CGC : CA$77.66M
EBITDA (TTM) CURLF : $188.46M CGC : -CA$205.34M

Return for Risk

CURLF vs. CGC — Risk / Return Rank

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

CURLF

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CGC

CGC Risk / Return Rank: 36
CGC Sharpe Ratio Rank: 34
CGC Sortino Ratio Rank: 42
CGC Omega Ratio Rank: 41
CGC Calmar Ratio Rank: 31
CGC Martin Ratio Rank: 32

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CURLF vs. CGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Curaleaf Holdings, Inc. (CURLF) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CURLF	CGC	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.20	—
Sortino ratio: Return per unit of downside risk	—	0.45	—
Omega ratio: Gain probability vs. loss probability	—	1.05	—
Calmar ratio: Return relative to maximum drawdown	—	-0.37	—
Martin ratio: Return relative to average drawdown	—	-0.58	—

Drawdowns

CURLF vs. CGC - Drawdown Comparison

The maximum CURLF drawdown since its inception was -66.67%, smaller than the maximum CGC drawdown of -99.85%. Use the drawdown chart below to compare losses from any high point for CURLF and CGC.

Drawdown Indicators

	CURLF	CGC	Difference
Max Drawdown Largest peak-to-trough decline	-66.67%	-99.85%	+33.18%
Max Drawdown (1Y) Largest decline over 1 year	—	-55.38%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-95.10%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-99.67%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-99.85%	—
Current Drawdown Current decline from peak	-66.67%	-99.83%	+33.16%
Average Drawdown Average peak-to-trough decline	-66.67%	-62.22%	-4.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	35.51%	—

Volatility

Volatility by Period

	CURLF	CGC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.31%	—
Volatility (6M) Calculated over the trailing 6-month period	—	46.40%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	103.10%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	124.27%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	103.39%	—

Dividends

CURLF vs. CGC - Dividend Comparison

Neither CURLF nor CGC has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both CURLF and CGC in my portfolio?

CURLF and CGC have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.