TLRY.TO vs. VPMAX
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TLRY.TO or VPMAX.
Key characteristics
| TLRY.TO | VPMAX | |
|---|---|---|
| YTD Return | -28.10% | 16.23% |
| 1Y Return | -12.35% | 29.86% |
| 3Y Return (Ann) | -45.91% | 9.01% |
| Sharpe Ratio | -0.21 | 1.66 |
| Sortino Ratio | 0.23 | 2.33 |
| Omega Ratio | 1.03 | 1.34 |
| Calmar Ratio | -0.17 | 2.29 |
| Martin Ratio | -0.57 | 7.91 |
| Ulcer Index | 28.37% | 3.57% |
| Daily Std Dev | 77.37% | 16.99% |
| Max Drawdown | -92.35% | -48.32% |
| Current Drawdown | -91.54% | -2.45% |
Correlation
The correlation between TLRY.TO and VPMAX is 0.48, 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
TLRY.TO vs. VPMAX - Performance Comparison
In the year-to-date period, TLRY.TO achieves a -28.10% return, which is significantly lower than VPMAX's 16.23% 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
TLRY.TO vs. VPMAX - Risk-Adjusted Performance 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.
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 6.23%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 6.23% | 7.24% | 9.94% | 10.18% | 9.82% | 7.23% | 8.43% | 5.61% | 5.13% | 5.99% | 6.87% | 5.11% |
Drawdowns
TLRY.TO vs. VPMAX - Drawdown Comparison
The maximum TLRY.TO drawdown since its inception was -92.35%, which is greater than VPMAX's maximum drawdown of -48.32%. Use the drawdown chart below to compare losses from any high point for TLRY.TO and VPMAX. For additional features, visit the drawdowns tool.
Volatility
TLRY.TO vs. VPMAX - Volatility Comparison
Tilray Brands, Inc. (TLRY.TO) has a higher volatility of 7.53% compared to Vanguard PRIMECAP Fund Admiral Shares (VPMAX) at 3.44%. 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.