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

Correlation

The correlation between OGI and TLRY is 0.63, 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. TLRY - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-8.93%
-37.93%
OGI
TLRY

Key characteristics

Sharpe Ratio

OGI:

-0.12

TLRY:

-0.46

Sortino Ratio

OGI:

0.38

TLRY:

-0.34

Omega Ratio

OGI:

1.04

TLRY:

0.96

Calmar Ratio

OGI:

-0.09

TLRY:

-0.37

Martin Ratio

OGI:

-0.26

TLRY:

-0.99

Ulcer Index

OGI:

33.51%

TLRY:

37.12%

Daily Std Dev

OGI:

74.28%

TLRY:

79.47%

Max Drawdown

OGI:

-97.01%

TLRY:

-99.46%

Current Drawdown

OGI:

-95.39%

TLRY:

-99.45%

Fundamentals

Market Cap

OGI:

$194.28M

TLRY:

$1.10B

EPS

OGI:

-$0.33

TLRY:

-$0.30

Total Revenue (TTM)

OGI:

$123.39M

TLRY:

$829.22M

Gross Profit (TTM)

OGI:

$30.32M

TLRY:

$212.06M

EBITDA (TTM)

OGI:

-$10.73M

TLRY:

-$104.62M

Returns By Period

In the year-to-date period, OGI achieves a -4.35% return, which is significantly higher than TLRY's -11.28% return.


OGI

YTD

-4.35%

1M

0.65%

6M

-8.88%

1Y

-18.95%

5Y*

-34.88%

10Y*

-0.25%

TLRY

YTD

-11.28%

1M

-1.67%

6M

-37.89%

1Y

-43.54%

5Y*

-43.89%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

OGI vs. TLRY — Risk-Adjusted Performance Rank

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

OGI
The Risk-Adjusted Performance Rank of OGI is 4343
Overall Rank
The Sharpe Ratio Rank of OGI is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of OGI is 4444
Sortino Ratio Rank
The Omega Ratio Rank of OGI is 4242
Omega Ratio Rank
The Calmar Ratio Rank of OGI is 4343
Calmar Ratio Rank
The Martin Ratio Rank of OGI is 4343
Martin Ratio Rank

TLRY
The Risk-Adjusted Performance Rank of TLRY is 2424
Overall Rank
The Sharpe Ratio Rank of TLRY is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of TLRY is 2424
Sortino Ratio Rank
The Omega Ratio Rank of TLRY is 2525
Omega Ratio Rank
The Calmar Ratio Rank of TLRY is 2525
Calmar Ratio Rank
The Martin Ratio Rank of TLRY is 2525
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.

OGI vs. TLRY - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for OGI, currently valued at -0.12, compared to the broader market-2.000.002.00-0.12-0.46
The chart of Sortino ratio for OGI, currently valued at 0.38, compared to the broader market-4.00-2.000.002.004.000.38-0.34
The chart of Omega ratio for OGI, currently valued at 1.04, compared to the broader market0.501.001.502.001.040.96
The chart of Calmar ratio for OGI, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.09-0.37
The chart of Martin ratio for OGI, currently valued at -0.26, compared to the broader market-30.00-20.00-10.000.0010.0020.00-0.26-0.99
OGI
TLRY

The current OGI Sharpe Ratio is -0.12, which is higher than the TLRY Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of OGI 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-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.12
-0.46
OGI
TLRY

Dividends

OGI vs. TLRY - Dividend Comparison

Neither OGI nor TLRY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OGI vs. TLRY - Drawdown Comparison

The maximum OGI drawdown since its inception was -97.01%, roughly equal to the maximum TLRY drawdown of -99.46%. Use the drawdown chart below to compare losses from any high point for OGI and TLRY. For additional features, visit the drawdowns tool.


-99.00%-98.00%-97.00%-96.00%-95.00%-94.00%AugustSeptemberOctoberNovemberDecember2025
-95.39%
-99.45%
OGI
TLRY

Volatility

OGI vs. TLRY - Volatility Comparison

The current volatility for OrganiGram Holdings Inc. (OGI) is 15.90%, while Tilray, Inc. (TLRY) has a volatility of 25.76%. This indicates that OGI 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%AugustSeptemberOctoberNovemberDecember2025
15.90%
25.76%
OGI
TLRY

Financials

OGI vs. TLRY - Financials Comparison

This section allows you to compare key financial metrics between OrganiGram Holdings 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


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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