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

Performance

GTBIF vs. TLRY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Green Thumb Industries Inc (GTBIF) 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, GTBIF achieves a -0.20% return, which is significantly higher than TLRY's -40.42% return.


GTBIF

1D
-2.55%
1M
0.12%
YTD
-0.20%
6M
25.90%
1Y
48.52%
3Y*
2.49%
5Y*
-23.25%
10Y*
84.66%

TLRY

1D
-2.00%
1M
-12.66%
YTD
-40.42%
6M
-30.22%
1Y
32.15%
3Y*
-32.12%
5Y*
-51.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GTBIF vs. TLRY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GTBIF
Green Thumb Industries Inc
-0.20%-1.64%-27.64%30.67%-61.01%-9.55%151.28%21.42%-5.38%
TLRY
Tilray, Inc.
-40.42%-32.11%-42.17%-14.50%-61.74%-14.89%-51.78%-75.72%215.05%

Correlation

The correlation between GTBIF and TLRY is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

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

0.45

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

0.45

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2018

0.43

The correlation between GTBIF and TLRY has been stable across timeframes, ranging from 0.43 to 0.51 - a consistent structural relationship.

Fundamentals

EPS

GTBIF:

$0.52

TLRY:

-$25.09

PS Ratio

GTBIF:

1.57

TLRY:

0.35

Total Revenue (TTM)

GTBIF:

$1.20B

TLRY:

$1.11B

Gross Profit (TTM)

GTBIF:

$575.26M

TLRY:

$307.02M

EBITDA (TTM)

GTBIF:

$438.97M

TLRY:

-$1.84B

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Return for Risk

GTBIF vs. TLRY — Risk / Return Rank

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

GTBIF
GTBIF Risk / Return Rank: 6262
Overall Rank
GTBIF Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
GTBIF Sortino Ratio Rank: 6666
Sortino Ratio Rank
GTBIF Omega Ratio Rank: 6161
Omega Ratio Rank
GTBIF Calmar Ratio Rank: 6565
Calmar Ratio Rank
GTBIF Martin Ratio Rank: 6262
Martin Ratio Rank

TLRY
TLRY Risk / Return Rank: 5555
Overall Rank
TLRY Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
TLRY Sortino Ratio Rank: 6868
Sortino Ratio Rank
TLRY Omega Ratio Rank: 6262
Omega Ratio Rank
TLRY Calmar Ratio Rank: 4848
Calmar Ratio Rank
TLRY Martin Ratio Rank: 4646
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.

GTBIF vs. TLRY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Green Thumb Industries Inc (GTBIF) 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.


GTBIFTLRYDifference

Sharpe ratio

Return per unit of total volatility

0.51

0.25

+0.26

Sortino ratio

Return per unit of downside risk

1.56

1.64

-0.08

Omega ratio

Gain probability vs. loss probability

1.18

1.18

0.00

Calmar ratio

Return relative to maximum drawdown

1.26

0.35

+0.91

Martin ratio

Return relative to average drawdown

2.47

0.54

+1.93

GTBIF vs. TLRY - Sharpe Ratio Comparison

The current GTBIF Sharpe Ratio is 0.51, which is higher than the TLRY Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of GTBIF 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


GTBIFTLRYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

0.25

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

-0.54

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

-0.34

+0.34

Drawdowns

GTBIF vs. TLRY - Drawdown Comparison

The maximum GTBIF drawdown since its inception was -99.97%, roughly equal to the maximum TLRY drawdown of -99.83%. Use the drawdown chart below to compare losses from any high point for GTBIF and TLRY.


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Drawdown Indicators


GTBIFTLRYDifference

Max Drawdown

Largest peak-to-trough decline

-99.97%

-99.83%

-0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-42.24%

-75.33%

+33.09%

Max Drawdown (3Y)

Largest decline over 3 years

-68.66%

-89.12%

+20.46%

Max Drawdown (5Y)

Largest decline over 5 years

-85.71%

-98.32%

+12.61%

Max Drawdown (10Y)

Largest decline over 10 years

-92.86%

Current Drawdown

Current decline from peak

-79.14%

-99.75%

+20.61%

Average Drawdown

Average peak-to-trough decline

-78.99%

-91.40%

+12.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.45%

48.78%

-27.33%

Volatility

GTBIF vs. TLRY - Volatility Comparison

Green Thumb Industries Inc (GTBIF) has a higher volatility of 15.17% compared to Tilray, Inc. (TLRY) at 10.54%. This indicates that GTBIF'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


GTBIFTLRYDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.17%

10.54%

+4.63%

Volatility (6M)

Calculated over the trailing 6-month period

69.64%

64.01%

+5.63%

Volatility (1Y)

Calculated over the trailing 1-year period

96.46%

131.28%

-34.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.81%

94.97%

-23.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46,691.27%

112.06%

+46,579.21%

Dividends

GTBIF vs. TLRY - Dividend Comparison

Neither GTBIF nor TLRY has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

GTBIF vs. TLRY - Financials Comparison

This section allows you to compare key financial metrics between Green Thumb Industries 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


180.00M200.00M220.00M240.00M260.00M280.00M300.00M320.00M20222023202420252026
300.19M
206.73M
(GTBIF) Total Revenue
(TLRY) Total Revenue
Values in USD except per share items

GTBIF vs. TLRY - Profitability Comparison

The chart below illustrates the profitability comparison between Green Thumb Industries 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

-10.0%0.0%10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
47.9%
26.6%
Portfolio components
GTBIF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Green Thumb Industries Inc reported a gross profit of 143.65M and revenue of 300.19M. Therefore, the gross margin over that period was 47.9%.

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%.

GTBIF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Green Thumb Industries Inc reported an operating income of 40.73M and revenue of 300.19M, resulting in an operating margin of 13.6%.

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%.

GTBIF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Green Thumb Industries Inc reported a net income of 15.40M and revenue of 300.19M, resulting in a net margin of 5.1%.

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


GTBIF and TLRY have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GTBIF has higher volatility (15.17%) compared to TLRY (10.54%). In terms of maximum drawdown, GTBIF dropped -99.97% vs TLRY's -99.83%.

GTBIF currently has the higher Sharpe Ratio (0.51 vs 0.25), 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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