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FSM vs. TLRY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FSM vs. TLRY - Performance Comparison

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

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Returns By Period

In the year-to-date period, FSM achieves a -10.60% return, which is significantly higher than TLRY's -44.30% return.


FSM

1D
0.92%
1M
-18.49%
YTD
-10.60%
6M
-4.88%
1Y
23.00%
3Y*
35.95%
5Y*
5.60%
10Y*
3.04%

TLRY

1D
1.82%
1M
-9.53%
YTD
-44.30%
6M
-30.14%
1Y
24.01%
3Y*
-31.86%
5Y*
-52.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSM vs. TLRY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FSM
Fortuna Silver Mines Inc.
-10.60%128.67%11.14%2.93%-3.85%-52.67%101.96%12.09%-33.33%
TLRY
Tilray, Inc.
-44.30%-32.11%-42.17%-14.50%-61.74%-14.89%-51.78%-75.72%206.03%

Correlation

The correlation between FSM and TLRY is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2018

0.15

Fundamentals

EPS

FSM:

$1.06

TLRY:

-$25.09

PS Ratio

FSM:

2.57

TLRY:

0.33

Total Revenue (TTM)

FSM:

$1.10B

TLRY:

$1.11B

Gross Profit (TTM)

FSM:

$598.05M

TLRY:

$307.02M

EBITDA (TTM)

FSM:

$743.42M

TLRY:

-$1.84B

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Return for Risk

FSM vs. TLRY — Risk / Return Rank

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

FSM
FSM Risk / Return Rank: 5555
Overall Rank
FSM Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FSM Sortino Ratio Rank: 5353
Sortino Ratio Rank
FSM Omega Ratio Rank: 5353
Omega Ratio Rank
FSM Calmar Ratio Rank: 5757
Calmar Ratio Rank
FSM Martin Ratio Rank: 5858
Martin Ratio Rank

TLRY
TLRY Risk / Return Rank: 5555
Overall Rank
TLRY Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
TLRY Sortino Ratio Rank: 6767
Sortino Ratio Rank
TLRY Omega Ratio Rank: 6262
Omega Ratio Rank
TLRY Calmar Ratio Rank: 5050
Calmar Ratio Rank
TLRY Martin Ratio Rank: 4848
Martin Ratio Rank
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.

FSM vs. TLRY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortuna Silver Mines Inc. (FSM) 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.


FSMTLRYDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.12

1.17

-0.05

Calmar ratioReturn relative to maximum drawdown

0.62

0.32

+0.30

Martin ratioReturn relative to average drawdown

1.51

0.48

+1.03

FSM vs. TLRY - Sharpe Ratio Comparison

The current FSM Sharpe Ratio is 0.41, which is higher than the TLRY Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of FSM and TLRY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FSMTLRYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

0.18

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

-0.56

+0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

-0.34

+0.47

Drawdowns

FSM vs. TLRY - Drawdown Comparison

The maximum FSM drawdown since its inception was -92.25%, smaller than the maximum TLRY drawdown of -99.83%. Use the drawdown chart below to compare losses from any high point for FSM and TLRY.


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Drawdown Indicators


FSMTLRYDifference

Max Drawdown

Largest peak-to-trough decline

-92.25%

-99.83%

+7.58%

Max Drawdown (1Y)

Largest decline over 1 year

-37.26%

-76.48%

+39.22%

Max Drawdown (3Y)

Largest decline over 3 years

-37.26%

-89.12%

+51.86%

Max Drawdown (5Y)

Largest decline over 5 years

-69.35%

-98.20%

+28.85%

Max Drawdown (10Y)

Largest decline over 10 years

-81.07%

Current Drawdown

Current decline from peak

-35.80%

-99.77%

+63.97%

Average Drawdown

Average peak-to-trough decline

-45.17%

-91.42%

+46.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.37%

49.70%

-34.33%

Volatility

FSM vs. TLRY - Volatility Comparison

Fortuna Silver Mines Inc. (FSM) has a higher volatility of 15.57% compared to Tilray, Inc. (TLRY) at 11.60%. This indicates that FSM'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.


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Volatility by Period


FSMTLRYDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.57%

11.60%

+3.97%

Volatility (6M)

Calculated over the trailing 6-month period

44.86%

63.70%

-18.84%

Volatility (1Y)

Calculated over the trailing 1-year period

57.05%

131.48%

-74.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

57.36%

94.96%

-37.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.44%

111.98%

-52.54%

Dividends

FSM vs. TLRY - Dividend Comparison

Neither FSM nor TLRY has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

FSM vs. TLRY - Financials Comparison

This section allows you to compare key financial metrics between Fortuna Silver Mines 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


100.00M150.00M200.00M250.00M300.00M350.00M20222023202420252026
342.47M
206.73M
(FSM) Total Revenue
(TLRY) Total Revenue
Values in USD except per share items

FSM vs. TLRY - Profitability Comparison

The chart below illustrates the profitability comparison between Fortuna Silver Mines Inc. and Tilray, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%20222023202420252026
61.9%
26.6%
Portfolio components
FSM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fortuna Silver Mines Inc. reported a gross profit of 211.84M and revenue of 342.47M. Therefore, the gross margin over that period was 61.9%.

TLRY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tilray, Inc. reported a gross profit of 54.95M and revenue of 206.73M. Therefore, the gross margin over that period was 26.6%.

FSM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fortuna Silver Mines Inc. reported an operating income of 182.18M and revenue of 342.47M, resulting in an operating margin of 53.2%.

TLRY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tilray, Inc. reported an operating income of -26.39M and revenue of 206.73M, resulting in an operating margin of -12.8%.

FSM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fortuna Silver Mines Inc. reported a net income of 111.01M and revenue of 342.47M, resulting in a net margin of 32.4%.

TLRY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tilray, Inc. reported a net income of 0.00 and revenue of 206.73M, resulting in a net margin of 0.0%.


Frequently Asked Questions


FSM and TLRY have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSM has higher volatility (15.57%) compared to TLRY (11.60%). In terms of maximum drawdown, FSM dropped -92.25% vs TLRY's -99.83%.

FSM currently has the higher Sharpe Ratio (0.41 vs 0.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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