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GLRE vs. TCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GLRE vs. TCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Greenlight Capital Re, Ltd. (GLRE) and Tucows Inc. (TCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLRE achieves a 9.53% return, which is significantly higher than TCX's -41.48% return. Over the past 10 years, GLRE has outperformed TCX with an annualized return of -1.79%, while TCX has yielded a comparatively lower -5.86% annualized return.


GLRE

1D
-0.62%
1M
-7.10%
YTD
9.53%
6M
10.29%
1Y
10.90%
3Y*
17.60%
5Y*
11.73%
10Y*
-1.79%

TCX

1D
-1.58%
1M
-12.65%
YTD
-41.48%
6M
-42.28%
1Y
-33.60%
3Y*
-22.33%
5Y*
-29.95%
10Y*
-5.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLRE vs. TCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLRE
Greenlight Capital Re, Ltd.
9.53%4.14%22.59%40.12%3.95%7.25%-27.70%17.29%-57.11%-11.84%
TCX
Tucows Inc.
-41.48%30.81%-36.52%-20.40%-59.53%13.44%19.60%2.86%-14.26%98.72%

Correlation

The correlation between GLRE and TCX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.25

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

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since May 24, 2007

0.17

Fundamentals

Market Cap

GLRE:

$545.76M

TCX:

$145.95M

EPS

GLRE:

$2.37

TCX:

-$7.10

PS Ratio

GLRE:

0.77

TCX:

0.37

PB Ratio

GLRE:

0.74

TCX:

4.61

Total Revenue (TTM)

GLRE:

$706.45M

TCX:

$392.35M

Gross Profit (TTM)

GLRE:

$274.94M

TCX:

$90.79M

EBITDA (TTM)

GLRE:

$50.58M

TCX:

-$455.00K

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Return for Risk

GLRE vs. TCX — Risk / Return Rank

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

GLRE
GLRE Risk / Return Rank: 5353
Overall Rank
GLRE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
GLRE Sortino Ratio Rank: 5151
Sortino Ratio Rank
GLRE Omega Ratio Rank: 4848
Omega Ratio Rank
GLRE Calmar Ratio Rank: 5353
Calmar Ratio Rank
GLRE Martin Ratio Rank: 5353
Martin Ratio Rank

TCX
TCX Risk / Return Rank: 1414
Overall Rank
TCX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
TCX Sortino Ratio Rank: 1515
Sortino Ratio Rank
TCX Omega Ratio Rank: 1515
Omega Ratio Rank
TCX Calmar Ratio Rank: 1616
Calmar Ratio Rank
TCX Martin Ratio Rank: 99
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.

GLRE vs. TCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Greenlight Capital Re, Ltd. (GLRE) and Tucows Inc. (TCX). 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.


GLRETCXDifference
Sharpe ratioReturn per unit of total volatility

+1.14

Sortino ratioReturn per unit of downside risk

+1.64

Omega ratioGain probability vs. loss probability

1.09

0.90

+0.19

Calmar ratioReturn relative to maximum drawdown

0.48

-0.69

+1.17

Martin ratioReturn relative to average drawdown

1.00

-1.39

+2.38

GLRE vs. TCX - Sharpe Ratio Comparison

The current GLRE Sharpe Ratio is 0.44, which is higher than the TCX Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of GLRE and TCX, 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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Drawdowns

GLRE vs. TCX - Drawdown Comparison

The maximum GLRE drawdown since its inception was -85.00%, smaller than the maximum TCX drawdown of -98.68%. Use the drawdown chart below to compare losses from any high point for GLRE and TCX.


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Drawdown Indicators


GLRETCXDifference

Max Drawdown

Largest peak-to-trough decline

-85.00%

-98.68%

+13.68%

Max Drawdown (1Y)

Largest decline over 1 year

-22.68%

-48.84%

+26.16%

Max Drawdown (3Y)

Largest decline over 3 years

-22.80%

-58.76%

+35.96%

Max Drawdown (5Y)

Largest decline over 5 years

-30.29%

-86.03%

+55.74%

Max Drawdown (10Y)

Largest decline over 10 years

-78.08%

-86.19%

+8.11%

Current Drawdown

Current decline from peak

-54.37%

-85.78%

+31.41%

Average Drawdown

Average peak-to-trough decline

-42.26%

-71.91%

+29.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.96%

24.24%

-13.28%

Volatility

GLRE vs. TCX - Volatility Comparison

The current volatility for Greenlight Capital Re, Ltd. (GLRE) is 8.58%, while Tucows Inc. (TCX) has a volatility of 13.03%. This indicates that GLRE experiences smaller price fluctuations and is considered to be less risky than TCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLRETCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.58%

13.03%

-4.45%

Volatility (6M)

Calculated over the trailing 6-month period

18.94%

36.00%

-17.06%

Volatility (1Y)

Calculated over the trailing 1-year period

24.73%

48.32%

-23.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.57%

55.67%

-29.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.81%

48.33%

-16.52%

Dividends

GLRE vs. TCX - Dividend Comparison

Neither GLRE nor TCX has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

GLRE vs. TCX - Financials Comparison

This section allows you to compare key financial metrics between Greenlight Capital Re, Ltd. and Tucows 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


80.00M100.00M120.00M140.00M160.00M180.00M20222023202420252026
189.66M
96.66M
(GLRE) Total Revenue
(TCX) Total Revenue
Values in USD except per share items

GLRE vs. TCX - Profitability Comparison

The chart below illustrates the profitability comparison between Greenlight Capital Re, Ltd. and Tucows Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%202220232024202520260
25.0%
Portfolio components
GLRE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Greenlight Capital Re, Ltd. reported a gross profit of 0.00 and revenue of 189.66M. Therefore, the gross margin over that period was 0.0%.

TCX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tucows Inc. reported a gross profit of 24.13M and revenue of 96.66M. Therefore, the gross margin over that period was 25.0%.

GLRE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Greenlight Capital Re, Ltd. reported an operating income of 0.00 and revenue of 189.66M, resulting in an operating margin of 0.0%.

TCX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tucows Inc. reported an operating income of -4.31M and revenue of 96.66M, resulting in an operating margin of -4.5%.

GLRE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Greenlight Capital Re, Ltd. reported a net income of 35.75M and revenue of 189.66M, resulting in a net margin of 18.9%.

TCX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tucows Inc. reported a net income of -18.11M and revenue of 96.66M, resulting in a net margin of -18.7%.


Frequently Asked Questions


GLRE and TCX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TCX has higher volatility (13.03%) compared to GLRE (8.58%). In terms of maximum drawdown, GLRE dropped -85.00% vs TCX's -98.68%.

GLRE currently has the higher Sharpe Ratio (0.44 vs -0.70), 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.

Portfolio Optimizer

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