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OGI vs. SNDL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between OGI and SNDL is 0.57, 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.


-0.50.00.51.00.6

Performance

OGI vs. SNDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in OrganiGram Holdings Inc. (OGI) and Sundial Growers Inc. (SNDL). The values are adjusted to include any dividend payments, if applicable.

-98.00%-96.00%-94.00%-92.00%-90.00%JulyAugustSeptemberOctoberNovemberDecember
-93.10%
-97.88%
OGI
SNDL

Key characteristics

Sharpe Ratio

OGI:

0.36

SNDL:

0.39

Sortino Ratio

OGI:

1.16

SNDL:

1.17

Omega Ratio

OGI:

1.13

SNDL:

1.14

Calmar Ratio

OGI:

0.29

SNDL:

0.27

Martin Ratio

OGI:

0.87

SNDL:

1.31

Ulcer Index

OGI:

31.99%

SNDL:

20.40%

Daily Std Dev

OGI:

77.51%

SNDL:

68.41%

Max Drawdown

OGI:

-96.82%

SNDL:

-99.04%

Current Drawdown

OGI:

-95.03%

SNDL:

-98.62%

Fundamentals

Market Cap

OGI:

$203.41M

SNDL:

$464.73M

EPS

OGI:

-$1.77

SNDL:

-$0.30

Total Revenue (TTM)

OGI:

$115.14M

SNDL:

$911.22M

Gross Profit (TTM)

OGI:

$19.80M

SNDL:

$228.87M

EBITDA (TTM)

OGI:

-$31.03M

SNDL:

-$51.34M

Returns By Period

In the year-to-date period, OGI achieves a 19.08% return, which is significantly higher than SNDL's 9.76% return.


OGI

YTD

19.08%

1M

5.41%

6M

2.30%

1Y

26.83%

5Y*

-30.39%

10Y*

10.98%

SNDL

YTD

9.76%

1M

-9.09%

6M

-1.10%

1Y

16.88%

5Y*

-40.36%

10Y*

N/A

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Risk-Adjusted Performance

OGI vs. SNDL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for OrganiGram Holdings Inc. (OGI) and Sundial Growers Inc. (SNDL). 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.


Sharpe ratio
The chart of Sharpe ratio for OGI, currently valued at 0.36, compared to the broader market-4.00-2.000.002.000.360.39
The chart of Sortino ratio for OGI, currently valued at 1.16, compared to the broader market-4.00-2.000.002.004.001.161.17
The chart of Omega ratio for OGI, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.14
The chart of Calmar ratio for OGI, currently valued at 0.29, compared to the broader market0.002.004.006.000.290.27
The chart of Martin ratio for OGI, currently valued at 0.87, compared to the broader market-5.000.005.0010.0015.0020.0025.000.871.31
OGI
SNDL

The current OGI Sharpe Ratio is 0.36, which is comparable to the SNDL Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of OGI and SNDL, 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-0.200.000.200.400.600.801.00JulyAugustSeptemberOctoberNovemberDecember
0.36
0.39
OGI
SNDL

Dividends

OGI vs. SNDL - Dividend Comparison

Neither OGI nor SNDL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OGI vs. SNDL - Drawdown Comparison

The maximum OGI drawdown since its inception was -96.82%, roughly equal to the maximum SNDL drawdown of -99.04%. Use the drawdown chart below to compare losses from any high point for OGI and SNDL. For additional features, visit the drawdowns tool.


-98.00%-96.00%-94.00%-92.00%JulyAugustSeptemberOctoberNovemberDecember
-93.50%
-98.62%
OGI
SNDL

Volatility

OGI vs. SNDL - Volatility Comparison

OrganiGram Holdings Inc. (OGI) has a higher volatility of 19.62% compared to Sundial Growers Inc. (SNDL) at 10.51%. This indicates that OGI's price experiences larger fluctuations and is considered to be riskier than SNDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
19.62%
10.51%
OGI
SNDL

Financials

OGI vs. SNDL - Financials Comparison

This section allows you to compare key financial metrics between OrganiGram Holdings Inc. and Sundial Growers 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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