PortfoliosLab logo
NU vs. TLRY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NU and TLRY is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

NU vs. TLRY - Performance Comparison

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

-100.00%-50.00%0.00%50.00%NovemberDecember2025FebruaryMarchApril
16.26%
-94.55%
NU
TLRY

Key characteristics

Sharpe Ratio

NU:

0.21

TLRY:

-0.94

Sortino Ratio

NU:

0.60

TLRY:

-1.98

Omega Ratio

NU:

1.08

TLRY:

0.77

Calmar Ratio

NU:

0.25

TLRY:

-0.74

Martin Ratio

NU:

0.53

TLRY:

-1.59

Ulcer Index

NU:

18.67%

TLRY:

46.20%

Daily Std Dev

NU:

48.67%

TLRY:

78.65%

Max Drawdown

NU:

-72.07%

TLRY:

-99.79%

Current Drawdown

NU:

-24.42%

TLRY:

-99.77%

Fundamentals

Market Cap

NU:

$56.62B

TLRY:

$490.76M

EPS

NU:

$0.40

TLRY:

-$1.23

PS Ratio

NU:

10.27

TLRY:

0.59

PB Ratio

NU:

7.40

TLRY:

0.18

Total Revenue (TTM)

NU:

$11.77B

TLRY:

$826.66M

Gross Profit (TTM)

NU:

$5.43B

TLRY:

$236.24M

EBITDA (TTM)

NU:

$3.06B

TLRY:

-$648.68M

Returns By Period

In the year-to-date period, NU achieves a 15.93% return, which is significantly higher than TLRY's -63.38% return.


NU

YTD

15.93%

1M

9.98%

6M

-19.61%

1Y

10.49%

5Y*

N/A

10Y*

N/A

TLRY

YTD

-63.38%

1M

-25.66%

6M

-71.18%

1Y

-72.17%

5Y*

-43.04%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

NU vs. TLRY — Risk-Adjusted Performance Rank

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

NU
The Risk-Adjusted Performance Rank of NU is 5858
Overall Rank
The Sharpe Ratio Rank of NU is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of NU is 5555
Sortino Ratio Rank
The Omega Ratio Rank of NU is 5555
Omega Ratio Rank
The Calmar Ratio Rank of NU is 6464
Calmar Ratio Rank
The Martin Ratio Rank of NU is 5959
Martin Ratio Rank

TLRY
The Risk-Adjusted Performance Rank of TLRY is 55
Overall Rank
The Sharpe Ratio Rank of TLRY is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of TLRY is 33
Sortino Ratio Rank
The Omega Ratio Rank of TLRY is 44
Omega Ratio Rank
The Calmar Ratio Rank of TLRY is 88
Calmar Ratio Rank
The Martin Ratio Rank of TLRY is 66
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NU vs. TLRY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nu Holdings Ltd. (NU) 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.


The chart of Sharpe ratio for NU, currently valued at 0.21, compared to the broader market-2.00-1.000.001.002.003.00
NU: 0.21
TLRY: -0.94
The chart of Sortino ratio for NU, currently valued at 0.60, compared to the broader market-6.00-4.00-2.000.002.004.00
NU: 0.60
TLRY: -1.98
The chart of Omega ratio for NU, currently valued at 1.08, compared to the broader market0.501.001.502.00
NU: 1.08
TLRY: 0.77
The chart of Calmar ratio for NU, currently valued at 0.25, compared to the broader market0.001.002.003.004.005.00
NU: 0.25
TLRY: -0.77
The chart of Martin ratio for NU, currently valued at 0.53, compared to the broader market-5.000.005.0010.0015.0020.00
NU: 0.53
TLRY: -1.59

The current NU Sharpe Ratio is 0.21, which is higher than the TLRY Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of NU and TLRY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.21
-0.94
NU
TLRY

Dividends

NU vs. TLRY - Dividend Comparison

Neither NU nor TLRY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NU vs. TLRY - Drawdown Comparison

The maximum NU drawdown since its inception was -72.07%, smaller than the maximum TLRY drawdown of -99.79%. Use the drawdown chart below to compare losses from any high point for NU and TLRY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.42%
-94.55%
NU
TLRY

Volatility

NU vs. TLRY - Volatility Comparison

The current volatility for Nu Holdings Ltd. (NU) is 17.67%, while Tilray, Inc. (TLRY) has a volatility of 34.84%. This indicates that NU experiences smaller price fluctuations and is considered to be less risky than TLRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
17.67%
34.84%
NU
TLRY

Financials

NU vs. TLRY - Financials Comparison

This section allows you to compare key financial metrics between Nu Holdings Ltd. 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


Values in USD except per share items