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

Correlation

The correlation between SNDL and TLRY is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

SNDL vs. TLRY - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SNDL:

-0.90

TLRY:

-1.16

Sortino Ratio

SNDL:

-1.52

TLRY:

-2.49

Omega Ratio

SNDL:

0.83

TLRY:

0.72

Calmar Ratio

SNDL:

-0.47

TLRY:

-0.77

Martin Ratio

SNDL:

-1.52

TLRY:

-1.79

Ulcer Index

SNDL:

30.52%

TLRY:

42.68%

Daily Std Dev

SNDL:

47.46%

TLRY:

66.06%

Max Drawdown

SNDL:

-99.04%

TLRY:

-99.80%

Current Drawdown

SNDL:

-98.98%

TLRY:

-99.79%

Fundamentals

Market Cap

SNDL:

$331.91M

TLRY:

$434.61M

EPS

SNDL:

-$0.30

TLRY:

-$1.10

PS Ratio

SNDL:

0.36

TLRY:

0.53

PB Ratio

SNDL:

0.42

TLRY:

0.16

Total Revenue (TTM)

SNDL:

$927.61M

TLRY:

$826.66M

Gross Profit (TTM)

SNDL:

$246.57M

TLRY:

$236.24M

EBITDA (TTM)

SNDL:

-$48.77M

TLRY:

-$648.68M

Returns By Period

In the year-to-date period, SNDL achieves a -26.26% return, which is significantly higher than TLRY's -65.47% return.


SNDL

YTD

-26.26%

1M

-2.94%

6M

-33.67%

1Y

-42.61%

5Y*

-19.55%

10Y*

N/A

TLRY

YTD

-65.47%

1M

-5.77%

6M

-67.19%

1Y

-76.20%

5Y*

-42.44%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SNDL vs. TLRY — Risk-Adjusted Performance Rank

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

SNDL
The Risk-Adjusted Performance Rank of SNDL is 99
Overall Rank
The Sharpe Ratio Rank of SNDL is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of SNDL is 55
Sortino Ratio Rank
The Omega Ratio Rank of SNDL is 88
Omega Ratio Rank
The Calmar Ratio Rank of SNDL is 1818
Calmar Ratio Rank
The Martin Ratio Rank of SNDL is 66
Martin Ratio Rank

TLRY
The Risk-Adjusted Performance Rank of TLRY is 22
Overall Rank
The Sharpe Ratio Rank of TLRY is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of TLRY is 11
Sortino Ratio Rank
The Omega Ratio Rank of TLRY is 22
Omega Ratio Rank
The Calmar Ratio Rank of TLRY is 44
Calmar Ratio Rank
The Martin Ratio Rank of TLRY is 22
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.

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.


The current SNDL Sharpe Ratio is -0.90, which is comparable to the TLRY Sharpe Ratio of -1.16. The chart below compares the historical Sharpe Ratios of SNDL 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.


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Dividends

SNDL vs. TLRY - Dividend Comparison

Neither SNDL nor TLRY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SNDL vs. TLRY - Drawdown Comparison

The maximum SNDL drawdown since its inception was -99.04%, roughly equal to the maximum TLRY drawdown of -99.80%. Use the drawdown chart below to compare losses from any high point for SNDL and TLRY. For additional features, visit the drawdowns tool.


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Volatility

SNDL vs. TLRY - Volatility Comparison

The current volatility for Sundial Growers Inc. (SNDL) is 11.10%, while Tilray, Inc. (TLRY) has a volatility of 19.28%. This indicates that SNDL 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.


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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00M100.00M150.00M200.00M250.00M20212022202320242025
204.91M
185.78M
(SNDL) Total Revenue
(TLRY) Total Revenue
Values in USD except per share items