TLRY.TO vs. VPMAX

Last updated Apr 1, 2026

Compare and contrast key facts about Tilray Brands, Inc. (TLRY.TO) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX).

VPMAX is managed by Vanguard. It was launched on Nov 12, 2001.

Performance

TLRY.TO vs. VPMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Tilray Brands, Inc. (TLRY.TO) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX). The values are adjusted to include any dividend payments, if applicable.

TLRY.TO vs. VPMAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
TLRY.TO Tilray Brands, Inc.	-27.72%	553.16%	-37.91%	-16.62%	-58.86%	-53.93%
VPMAX Vanguard PRIMECAP Fund Admiral Shares	-4.48%	47.04%	23.04%	25.43%	-9.11%	11.05%

Different Trading Currencies

TLRY.TO is traded in CAD, while VPMAX is traded in USD. To make them comparable, the VPMAX values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TLRY.TO achieves a -27.72% return, which is significantly lower than VPMAX's -4.48% return.

TLRY.TO

• 1D: 7.43%
• 1M: -16.40%
• YTD: -27.72%
• 6M: 273.75%
• 1Y: 854.26%
• 3Y*: 37.77%
• 5Y*: —
• 10Y*: —

VPMAX

• 1D: -0.96%
• 1M: -8.56%
• YTD: -4.48%
• 6M: 22.87%
• 1Y: 41.86%
• 3Y*: 26.62%
• 5Y*: 17.00%
• 10Y*: 17.33%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TLRY.TO vs. VPMAX — Risk / Return Rank

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

TLRY.TO

TLRY.TO Risk / Return Rank: 94
TLRY.TO Sharpe Ratio Rank: 74
TLRY.TO Sortino Ratio Rank: 100
TLRY.TO Omega Ratio Rank: 99
TLRY.TO Calmar Ratio Rank: 99
TLRY.TO Martin Ratio Rank: 98

VPMAX

VPMAX Risk / Return Rank: 93
VPMAX Sharpe Ratio Rank: 85
VPMAX Sortino Ratio Rank: 95
VPMAX Omega Ratio Rank: 93
VPMAX Calmar Ratio Rank: 95
VPMAX Martin Ratio Rank: 96

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.

TLRY.TO vs. VPMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tilray Brands, Inc. (TLRY.TO) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX). 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.

	TLRY.TO	VPMAX	Difference
Sharpe ratio Return per unit of total volatility	1.00	1.51	-0.51
Sortino ratio Return per unit of downside risk	14.24	2.80	+11.45
Omega ratio Gain probability vs. loss probability	2.53	1.41	+1.12
Calmar ratio Return relative to maximum drawdown	13.87	2.83	+11.03
Martin ratio Return relative to average drawdown	25.24	10.92	+14.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TLRY.TO vs. VPMAX - Sharpe Ratio Comparison

The current TLRY.TO Sharpe Ratio is 1.00, which is lower than the VPMAX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of TLRY.TO and VPMAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TLRY.TO	VPMAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.00	1.51	-0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.93	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.94	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.04	1.05	-1.09

Correlation

The correlation between TLRY.TO and VPMAX is 0.37, 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.

Dividends

TLRY.TO vs. VPMAX - Dividend Comparison

TLRY.TO has not paid dividends to shareholders, while VPMAX's dividend yield for the trailing twelve months is around 33.83%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TLRY.TO Tilray Brands, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VPMAX Vanguard PRIMECAP Fund Admiral Shares	33.83%	31.85%	6.71%	7.24%	9.94%	10.18%	9.82%	7.23%	8.43%	4.52%	5.13%	5.99%

Drawdowns

TLRY.TO vs. VPMAX - Drawdown Comparison

The maximum TLRY.TO drawdown since its inception was -98.08%, which is greater than VPMAX's maximum drawdown of -26.33%. Use the drawdown chart below to compare losses from any high point for TLRY.TO and VPMAX.

Drawdown Indicators

	TLRY.TO	VPMAX	Difference
Max Drawdown Largest peak-to-trough decline	-98.08%	-48.32%	-49.76%
Max Drawdown (1Y) Largest decline over 1 year	-60.88%	-13.75%	-47.13%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.21%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-32.65%	—
Current Drawdown Current decline from peak	-65.50%	-11.72%	-53.78%
Average Drawdown Average peak-to-trough decline	-78.43%	-6.61%	-71.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	33.45%	3.15%	+30.30%

Volatility

TLRY.TO vs. VPMAX - Volatility Comparison

Tilray Brands, Inc. (TLRY.TO) has a higher volatility of 16.20% compared to Vanguard PRIMECAP Fund Admiral Shares (VPMAX) at 5.71%. This indicates that TLRY.TO's price experiences larger fluctuations and is considered to be riskier than VPMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TLRY.TO	VPMAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.20%	5.71%	+10.49%
Volatility (6M) Calculated over the trailing 6-month period	238.10%	21.87%	+216.23%
Volatility (1Y) Calculated over the trailing 1-year period	866.55%	28.65%	+837.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	399.01%	18.41%	+380.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	399.01%	18.46%	+380.55%