SNDL vs. TLRY
Compare and contrast key facts about Sundial Growers Inc. (SNDL) and Tilray, Inc. (TLRY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SNDL or TLRY.
Key characteristics
| SNDL | TLRY | |
|---|---|---|
| YTD Return | 18.90% | -40.00% |
| 1Y Return | 30.00% | -24.18% |
| 3Y Return (Ann) | -38.37% | -52.78% |
| 5Y Return (Ann) | -42.68% | -41.45% |
| Sharpe Ratio | 0.40 | -0.25 |
| Sortino Ratio | 1.18 | 0.16 |
| Omega Ratio | 1.14 | 1.02 |
| Calmar Ratio | 0.28 | -0.20 |
| Martin Ratio | 1.50 | -0.64 |
| Ulcer Index | 18.27% | 31.62% |
| Daily Std Dev | 69.16% | 79.49% |
| Max Drawdown | -99.04% | -99.36% |
| Current Drawdown | -98.50% | -99.36% |
Fundamentals
| SNDL | TLRY | |
|---|---|---|
| Market Cap | $531.12M | $1.33B |
| EPS | -$0.31 | -$0.28 |
| Total Revenue (TTM) | $674.33M | $812.04M |
| Gross Profit (TTM) | $165.90M | $198.25M |
| EBITDA (TTM) | $17.94M | $14.36M |
Correlation
The correlation between SNDL and TLRY is 0.64, 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.
Performance
SNDL vs. TLRY - Performance Comparison
In the year-to-date period, SNDL achieves a 18.90% return, which is significantly higher than TLRY's -40.00% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SNDL vs. TLRY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sundial Growers Inc. (SNDL) 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.
Dividends
SNDL vs. TLRY - Dividend Comparison
Neither SNDL nor TLRY has paid dividends to shareholders.
Drawdowns
SNDL vs. TLRY - Drawdown Comparison
The maximum SNDL drawdown since its inception was -99.04%, roughly equal to the maximum TLRY drawdown of -99.36%. Use the drawdown chart below to compare losses from any high point for SNDL and TLRY. For additional features, visit the drawdowns tool.
Volatility
SNDL vs. TLRY - Volatility Comparison
Sundial Growers Inc. (SNDL) and Tilray, Inc. (TLRY) have volatilities of 21.37% and 21.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SNDL vs. TLRY - Financials Comparison
This section allows you to compare key financial metrics between Sundial Growers 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.
Total Revenue: Total amount of money received from sales and other business activities