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

Correlation

The correlation between TLRY and META 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.


-0.50.00.51.0
Correlation: 0.6

Performance

TLRY vs. META - Performance Comparison

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

-100.00%0.00%100.00%200.00%300.00%December2025FebruaryMarchAprilMay
-98.04%
189.34%
TLRY
META

Key characteristics

Sharpe Ratio

TLRY:

-1.20

META:

1.02

Sortino Ratio

TLRY:

-2.67

META:

1.58

Omega Ratio

TLRY:

0.70

META:

1.21

Calmar Ratio

TLRY:

-0.78

META:

1.08

Martin Ratio

TLRY:

-1.90

META:

3.47

Ulcer Index

TLRY:

41.20%

META:

10.65%

Daily Std Dev

TLRY:

65.44%

META:

36.25%

Max Drawdown

TLRY:

-99.79%

META:

-76.74%

Current Drawdown

TLRY:

-99.79%

META:

-18.58%

Fundamentals

Market Cap

TLRY:

$462.34M

META:

$1.51T

EPS

TLRY:

-$1.10

META:

$25.55

PS Ratio

TLRY:

0.56

META:

8.48

PB Ratio

TLRY:

0.17

META:

7.81

Total Revenue (TTM)

TLRY:

$826.66M

META:

$170.36B

Gross Profit (TTM)

TLRY:

$236.24M

META:

$139.27B

EBITDA (TTM)

TLRY:

-$648.68M

META:

$86.47B

Returns By Period

In the year-to-date period, TLRY achieves a -66.96% return, which is significantly lower than META's 2.44% return.


TLRY

YTD

-66.96%

1M

-25.80%

6M

-74.60%

1Y

-79.08%

5Y*

-43.29%

10Y*

N/A

META

YTD

2.44%

1M

18.73%

6M

7.06%

1Y

33.08%

5Y*

23.73%

10Y*

22.67%

*Annualized

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Risk-Adjusted Performance

TLRY vs. META — 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 22
Overall Rank
The Sharpe Ratio Rank of TLRY is 11
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 66
Calmar Ratio Rank
The Martin Ratio Rank of TLRY is 11
Martin Ratio Rank

META
The Risk-Adjusted Performance Rank of META is 8080
Overall Rank
The Sharpe Ratio Rank of META is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of META is 7878
Sortino Ratio Rank
The Omega Ratio Rank of META is 7676
Omega Ratio Rank
The Calmar Ratio Rank of META is 8484
Calmar Ratio Rank
The Martin Ratio Rank of META is 8080
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. META - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tilray, Inc. (TLRY) and Meta Platforms, Inc. (META). 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 -1.20, compared to the broader market-2.00-1.000.001.002.003.00
TLRY: -1.20
META: 1.02
The chart of Sortino ratio for TLRY, currently valued at -2.67, compared to the broader market-6.00-4.00-2.000.002.004.00
TLRY: -2.67
META: 1.58
The chart of Omega ratio for TLRY, currently valued at 0.70, compared to the broader market0.501.001.502.00
TLRY: 0.70
META: 1.21
The chart of Calmar ratio for TLRY, currently valued at -0.78, compared to the broader market0.001.002.003.004.005.00
TLRY: -0.78
META: 1.08
The chart of Martin ratio for TLRY, currently valued at -1.90, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
TLRY: -1.90
META: 3.47

The current TLRY Sharpe Ratio is -1.20, which is lower than the META Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of TLRY and META, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-1.20
1.02
TLRY
META

Dividends

TLRY vs. META - Dividend Comparison

TLRY has not paid dividends to shareholders, while META's dividend yield for the trailing twelve months is around 0.34%.


TTM2024
TLRY
Tilray, Inc.
0.00%0.00%
META
Meta Platforms, Inc.
0.34%0.34%

Drawdowns

TLRY vs. META - Drawdown Comparison

The maximum TLRY drawdown since its inception was -99.79%, which is greater than META's maximum drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for TLRY and META. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-99.79%
-18.58%
TLRY
META

Volatility

TLRY vs. META - Volatility Comparison

Tilray, Inc. (TLRY) has a higher volatility of 33.22% compared to Meta Platforms, Inc. (META) at 19.83%. This indicates that TLRY's price experiences larger fluctuations and is considered to be riskier than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%December2025FebruaryMarchAprilMay
33.22%
19.83%
TLRY
META

Financials

TLRY vs. META - Financials Comparison

This section allows you to compare key financial metrics between Tilray, Inc. and Meta Platforms, 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


0.0010.00B20.00B30.00B40.00B50.00B20212022202320242025
185.78M
42.31B
(TLRY) Total Revenue
(META) Total Revenue
Values in USD except per share items