CURLF vs. CGC

In the year-to-date period, CURLF achieves a -46.60% return, which is significantly lower than CGC's -39.42% return.

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

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.

The current CURLF Sharpe Ratio is -0.99, which is comparable to the CGC Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of CURLF 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.

Neither CURLF nor CGC has paid dividends to shareholders.

The maximum CURLF drawdown since its inception was -95.91%, roughly equal to the maximum CGC drawdown of -99.85%. Use the drawdown chart below to compare losses from any high point for CURLF and CGC. For additional features, visit the drawdowns tool.

Curaleaf Holdings, Inc. (CURLF) and Canopy Growth Corporation (CGC) have volatilities of 34.92% and 36.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Curaleaf Holdings, 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.