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TLRY vs. OGI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TLRY vs. OGI - Performance Comparison

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

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Returns By Period

In the year-to-date period, TLRY achieves a -49.17% return, which is significantly lower than OGI's -42.86% return.


TLRY

1D
-2.96%
1M
-13.23%
YTD
-49.17%
6M
-55.95%
1Y
27.50%
3Y*
-32.91%
5Y*
-51.78%
10Y*

OGI

1D
-0.49%
1M
-14.29%
YTD
-42.86%
6M
-50.00%
1Y
-25.58%
3Y*
-15.66%
5Y*
-39.54%
10Y*
-11.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLRY vs. OGI - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TLRY
Tilray, Inc.
-49.17%-32.11%-42.17%-14.50%-61.74%-14.89%-51.78%-75.72%206.03%
OGI
OrganiGram Holdings Inc.
-42.86%4.35%22.90%-59.06%-54.29%31.58%-45.71%-31.34%0.23%

Correlation

The correlation between TLRY and OGI is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2018

0.62

The correlation between TLRY and OGI has been stable across timeframes, ranging from 0.58 to 0.68 - a consistent structural relationship.

Fundamentals

EPS

TLRY:

-$25.09

OGI:

-CA$0.19

PS Ratio

TLRY:

0.30

OGI:

0.67

Total Revenue (TTM)

TLRY:

$1.11B

OGI:

CA$274.29M

Gross Profit (TTM)

TLRY:

$307.02M

OGI:

CA$72.27M

EBITDA (TTM)

TLRY:

-$1.84B

OGI:

-CA$17.68M

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Return for Risk

TLRY vs. OGI — Risk / Return Rank

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

TLRY
TLRY Risk / Return Rank: 5656
Overall Rank
TLRY Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
TLRY Sortino Ratio Rank: 6868
Sortino Ratio Rank
TLRY Omega Ratio Rank: 6363
Omega Ratio Rank
TLRY Calmar Ratio Rank: 5151
Calmar Ratio Rank
TLRY Martin Ratio Rank: 4949
Martin Ratio Rank

OGI
OGI Risk / Return Rank: 2424
Overall Rank
OGI Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
OGI Sortino Ratio Rank: 2525
Sortino Ratio Rank
OGI Omega Ratio Rank: 2525
Omega Ratio Rank
OGI Calmar Ratio Rank: 2626
Calmar Ratio Rank
OGI Martin Ratio Rank: 2222
Martin Ratio Rank
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 vs. OGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tilray, Inc. (TLRY) and OrganiGram Holdings Inc. (OGI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TLRYOGIDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+1.87

Omega ratioGain probability vs. loss probability

1.17

0.97

+0.21

Calmar ratioReturn relative to maximum drawdown

0.35

-0.47

+0.82

Martin ratioReturn relative to average drawdown

0.53

-0.97

+1.50

TLRY vs. OGI - Sharpe Ratio Comparison

The current TLRY Sharpe Ratio is 0.21, which is higher than the OGI Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of TLRY and OGI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TLRY vs. OGI - Drawdown Comparison

The maximum TLRY drawdown since its inception was -99.83%, roughly equal to the maximum OGI drawdown of -97.37%. Use the drawdown chart below to compare losses from any high point for TLRY and OGI.


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Drawdown Indicators


TLRYOGIDifference

Max Drawdown

Largest peak-to-trough decline

-99.83%

-97.37%

-2.46%

Max Drawdown (1Y)

Largest decline over 1 year

-78.14%

-54.50%

-23.64%

Max Drawdown (3Y)

Largest decline over 3 years

-89.12%

-67.65%

-21.47%

Max Drawdown (5Y)

Largest decline over 5 years

-98.07%

-92.83%

-5.24%

Max Drawdown (10Y)

Largest decline over 10 years

-97.37%

Current Drawdown

Current decline from peak

-99.79%

-97.13%

-2.66%

Average Drawdown

Average peak-to-trough decline

-91.41%

-67.04%

-24.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.73%

26.42%

+25.31%

Volatility

TLRY vs. OGI - Volatility Comparison

Tilray, Inc. (TLRY) has a higher volatility of 11.77% compared to OrganiGram Holdings Inc. (OGI) at 10.07%. This indicates that TLRY's price experiences larger fluctuations and is considered to be riskier than OGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLRYOGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.77%

10.07%

+1.70%

Volatility (6M)

Calculated over the trailing 6-month period

41.98%

40.55%

+1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

131.04%

61.01%

+70.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.88%

68.67%

+26.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.73%

80.19%

+31.54%

Dividends

TLRY vs. OGI - Dividend Comparison

Neither TLRY nor OGI has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

TLRY vs. OGI - Financials Comparison

This section allows you to compare key financial metrics between Tilray, Inc. and OrganiGram Holdings 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


50.00M100.00M150.00M200.00M250.00M300.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
206.73M
59.95M
(TLRY) Total Revenue
(OGI) Total Revenue
Please note, different currencies. TLRY values in USD, OGI values in CAD

TLRY vs. OGI - Profitability Comparison

The chart below illustrates the profitability comparison between Tilray, Inc. and OrganiGram Holdings Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
26.6%
-15.1%
Portfolio components
TLRY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tilray, Inc. reported a gross profit of 54.95M and revenue of 206.73M. Therefore, the gross margin over that period was 26.6%.

OGI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, OrganiGram Holdings Inc. reported a gross profit of -9.03M and revenue of 59.95M. Therefore, the gross margin over that period was -15.1%.

TLRY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tilray, Inc. reported an operating income of -26.39M and revenue of 206.73M, resulting in an operating margin of -12.8%.

OGI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, OrganiGram Holdings Inc. reported an operating income of -33.13M and revenue of 59.95M, resulting in an operating margin of -55.3%.

TLRY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tilray, Inc. reported a net income of 0.00 and revenue of 206.73M, resulting in a net margin of 0.0%.

OGI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, OrganiGram Holdings Inc. reported a net income of -923.38K and revenue of 59.95M, resulting in a net margin of -1.5%.


Frequently Asked Questions


TLRY and OGI have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLRY has higher volatility (11.77%) compared to OGI (10.07%). In terms of maximum drawdown, TLRY dropped -99.83% vs OGI's -97.37%.

TLRY currently has the higher Sharpe Ratio (0.21 vs -0.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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