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

Correlation

The correlation between TLRY and CGC is 0.39, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

TLRY vs. CGC - Performance Comparison

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

-100.00%-98.00%-96.00%-94.00%-92.00%NovemberDecember2025FebruaryMarchApril
-97.82%
-99.45%
TLRY
CGC

Key characteristics

Sharpe Ratio

TLRY:

-0.94

CGC:

-0.69

Sortino Ratio

TLRY:

-1.98

CGC:

-1.72

Omega Ratio

TLRY:

0.77

CGC:

0.80

Calmar Ratio

TLRY:

-0.74

CGC:

-0.85

Martin Ratio

TLRY:

-1.59

CGC:

-1.19

Ulcer Index

TLRY:

46.20%

CGC:

71.16%

Daily Std Dev

TLRY:

78.65%

CGC:

122.03%

Max Drawdown

TLRY:

-99.79%

CGC:

-99.85%

Current Drawdown

TLRY:

-99.77%

CGC:

-99.75%

Fundamentals

Market Cap

TLRY:

$490.76M

CGC:

$272.29M

EPS

TLRY:

-$1.23

CGC:

-$3.66

PS Ratio

TLRY:

0.59

CGC:

0.98

PB Ratio

TLRY:

0.18

CGC:

0.45

Total Revenue (TTM)

TLRY:

$826.66M

CGC:

$215.45M

Gross Profit (TTM)

TLRY:

$236.24M

CGC:

$68.97M

EBITDA (TTM)

TLRY:

-$648.68M

CGC:

-$284.99M

Returns By Period

In the year-to-date period, TLRY achieves a -63.38% return, which is significantly lower than CGC's -48.54% return.


TLRY

YTD

-63.38%

1M

-25.66%

6M

-71.18%

1Y

-72.17%

5Y*

-43.04%

10Y*

N/A

CGC

YTD

-48.54%

1M

34.29%

6M

-74.08%

1Y

-83.79%

5Y*

-61.07%

10Y*

-21.86%

*Annualized

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Risk-Adjusted Performance

TLRY vs. CGC — Risk-Adjusted Performance Rank

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

TLRY
The Risk-Adjusted Performance Rank of TLRY is 55
Overall Rank
The Sharpe Ratio Rank of TLRY is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of TLRY is 33
Sortino Ratio Rank
The Omega Ratio Rank of TLRY is 44
Omega Ratio Rank
The Calmar Ratio Rank of TLRY is 88
Calmar Ratio Rank
The Martin Ratio Rank of TLRY is 66
Martin Ratio Rank

CGC
The Risk-Adjusted Performance Rank of CGC is 1010
Overall Rank
The Sharpe Ratio Rank of CGC is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of CGC is 44
Sortino Ratio Rank
The Omega Ratio Rank of CGC is 77
Omega Ratio Rank
The Calmar Ratio Rank of CGC is 44
Calmar Ratio Rank
The Martin Ratio Rank of CGC is 2121
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.

TLRY vs. CGC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tilray, Inc. (TLRY) and Canopy Growth Corporation (CGC). 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 chart of Sharpe ratio for TLRY, currently valued at -0.94, compared to the broader market-2.00-1.000.001.002.003.00
TLRY: -0.94
CGC: -0.69
The chart of Sortino ratio for TLRY, currently valued at -1.98, compared to the broader market-6.00-4.00-2.000.002.004.00
TLRY: -1.98
CGC: -1.72
The chart of Omega ratio for TLRY, currently valued at 0.77, compared to the broader market0.501.001.502.00
TLRY: 0.77
CGC: 0.80
The chart of Calmar ratio for TLRY, currently valued at -0.74, compared to the broader market0.001.002.003.004.005.00
TLRY: -0.74
CGC: -0.85
The chart of Martin ratio for TLRY, currently valued at -1.59, compared to the broader market-5.000.005.0010.0015.0020.00
TLRY: -1.59
CGC: -1.19

The current TLRY Sharpe Ratio is -0.94, which is lower than the CGC Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of TLRY and CGC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.80-0.60-0.40-0.200.00NovemberDecember2025FebruaryMarchApril
-0.94
-0.69
TLRY
CGC

Dividends

TLRY vs. CGC - Dividend Comparison

Neither TLRY nor CGC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TLRY vs. CGC - Drawdown Comparison

The maximum TLRY drawdown since its inception was -99.79%, roughly equal to the maximum CGC drawdown of -99.85%. Use the drawdown chart below to compare losses from any high point for TLRY and CGC. For additional features, visit the drawdowns tool.


-99.80%-99.60%-99.40%-99.20%-99.00%NovemberDecember2025FebruaryMarchApril
-99.77%
-99.75%
TLRY
CGC

Volatility

TLRY vs. CGC - Volatility Comparison

The current volatility for Tilray, Inc. (TLRY) is 34.84%, while Canopy Growth Corporation (CGC) has a volatility of 39.87%. This indicates that TLRY experiences smaller price fluctuations and is considered to be less risky than CGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%NovemberDecember2025FebruaryMarchApril
34.84%
39.87%
TLRY
CGC

Financials

TLRY vs. CGC - Financials Comparison

This section allows you to compare key financial metrics between Tilray, Inc. and Canopy Growth Corporation. 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


Values in USD except per share items