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SNDL vs. ACB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SNDL vs. ACB - Performance Comparison

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

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Returns By Period

In the year-to-date period, SNDL achieves a -13.25% return, which is significantly higher than ACB's -16.82% return.


SNDL

1D
-1.37%
1M
2.13%
YTD
-13.25%
6M
-15.29%
1Y
13.39%
3Y*
-0.91%
5Y*
-35.50%
10Y*

ACB

1D
-3.57%
1M
0.86%
YTD
-16.82%
6M
-21.65%
1Y
-32.63%
3Y*
-12.01%
5Y*
-48.47%
10Y*
-22.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNDL vs. ACB - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SNDL
Sundial Growers Inc.
-13.25%-7.26%9.15%-21.53%-63.86%22.13%-84.27%-64.50%
ACB
Aurora Cannabis Inc.
-16.82%-0.71%-10.75%-48.38%-82.95%-34.90%-67.94%-63.08%

Correlation

The correlation between SNDL and ACB is 0.67, 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

0.67

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

0.65

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

0.69

Correlation (All Time)
Calculated using the full available price history since Aug 2, 2019

0.62

The correlation between SNDL and ACB has been stable across timeframes, ranging from 0.62 to 0.69 - a consistent structural relationship.

Fundamentals

Market Cap

SNDL:

$376.27M

ACB:

$201.21M

EPS

SNDL:

-$0.04

ACB:

$0.72

PS Ratio

SNDL:

0.40

ACB:

0.55

PB Ratio

SNDL:

0.35

ACB:

0.38

Total Revenue (TTM)

SNDL:

$940.66M

ACB:

$361.13M

Gross Profit (TTM)

SNDL:

$242.63M

ACB:

$226.51M

EBITDA (TTM)

SNDL:

$43.64M

ACB:

$76.03M

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Return for Risk

SNDL vs. ACB — Risk / Return Rank

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

SNDL
SNDL Risk / Return Rank: 4747
Overall Rank
SNDL Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SNDL Sortino Ratio Rank: 5151
Sortino Ratio Rank
SNDL Omega Ratio Rank: 4949
Omega Ratio Rank
SNDL Calmar Ratio Rank: 4646
Calmar Ratio Rank
SNDL Martin Ratio Rank: 4444
Martin Ratio Rank

ACB
ACB Risk / Return Rank: 2020
Overall Rank
ACB Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
ACB Sortino Ratio Rank: 2222
Sortino Ratio Rank
ACB Omega Ratio Rank: 2323
Omega Ratio Rank
ACB Calmar Ratio Rank: 1616
Calmar Ratio Rank
ACB Martin Ratio Rank: 1818
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.

SNDL vs. ACB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sundial Growers Inc. (SNDL) and Aurora Cannabis Inc. (ACB). 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.


SNDLACBDifference

Sharpe ratio

Return per unit of total volatility

0.20

-0.47

+0.66

Sortino ratio

Return per unit of downside risk

0.89

-0.33

+1.21

Omega ratio

Gain probability vs. loss probability

1.11

0.96

+0.15

Calmar ratio

Return relative to maximum drawdown

0.25

-0.67

+0.92

Martin ratio

Return relative to average drawdown

0.39

-1.06

+1.45

SNDL vs. ACB - Sharpe Ratio Comparison

The current SNDL Sharpe Ratio is 0.20, which is higher than the ACB Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of SNDL and ACB, 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


SNDLACBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

-0.47

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.50

-0.54

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.39

-0.25

-0.14

Drawdowns

SNDL vs. ACB - Drawdown Comparison

The maximum SNDL drawdown since its inception was -99.07%, roughly equal to the maximum ACB drawdown of -99.80%. Use the drawdown chart below to compare losses from any high point for SNDL and ACB.


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Drawdown Indicators


SNDLACBDifference

Max Drawdown

Largest peak-to-trough decline

-99.07%

-99.80%

+0.73%

Max Drawdown (1Y)

Largest decline over 1 year

-54.17%

-50.56%

-3.61%

Max Drawdown (3Y)

Largest decline over 3 years

-54.34%

-70.59%

+16.25%

Max Drawdown (5Y)

Largest decline over 5 years

-89.57%

-97.17%

+7.60%

Max Drawdown (10Y)

Largest decline over 10 years

-99.80%

Current Drawdown

Current decline from peak

-98.89%

-99.76%

+0.87%

Average Drawdown

Average peak-to-trough decline

-94.42%

-70.61%

-23.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.26%

31.75%

+2.51%

Volatility

SNDL vs. ACB - Volatility Comparison

The current volatility for Sundial Growers Inc. (SNDL) is 8.37%, while Aurora Cannabis Inc. (ACB) has a volatility of 11.12%. This indicates that SNDL experiences smaller price fluctuations and is considered to be less risky than ACB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNDLACBDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.37%

11.12%

-2.75%

Volatility (6M)

Calculated over the trailing 6-month period

42.83%

41.78%

+1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

68.50%

69.86%

-1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.37%

89.78%

-18.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

114.47%

97.80%

+16.67%

Dividends

SNDL vs. ACB - Dividend Comparison

Neither SNDL nor ACB has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SNDL vs. ACB - Financials Comparison

This section allows you to compare key financial metrics between Sundial Growers Inc. and Aurora Cannabis 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


0.0050.00M100.00M150.00M200.00M250.00M20222023202420252026
199.17M
94.19M
(SNDL) Total Revenue
(ACB) Total Revenue
Values in USD except per share items

SNDL vs. ACB - Profitability Comparison

The chart below illustrates the profitability comparison between Sundial Growers Inc. and Aurora Cannabis Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-40.0%-20.0%0.0%20.0%40.0%60.0%80.0%20222023202420252026
20.4%
49.5%
Portfolio components
SNDL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sundial Growers Inc. reported a gross profit of 40.62M and revenue of 199.17M. Therefore, the gross margin over that period was 20.4%.

ACB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Aurora Cannabis Inc. reported a gross profit of 46.62M and revenue of 94.19M. Therefore, the gross margin over that period was 49.5%.

SNDL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sundial Growers Inc. reported an operating income of -11.47M and revenue of 199.17M, resulting in an operating margin of -5.8%.

ACB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Aurora Cannabis Inc. reported an operating income of 4.81M and revenue of 94.19M, resulting in an operating margin of 5.1%.

SNDL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sundial Growers Inc. reported a net income of -10.08M and revenue of 199.17M, resulting in a net margin of -5.1%.

ACB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Aurora Cannabis Inc. reported a net income of 1.82M and revenue of 94.19M, resulting in a net margin of 1.9%.


Frequently Asked Questions


SNDL and ACB have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACB has higher volatility (11.12%) compared to SNDL (8.37%). In terms of maximum drawdown, SNDL dropped -99.07% vs ACB's -99.80%.

SNDL currently has the higher Sharpe Ratio (0.20 vs -0.47), 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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