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

Correlation

The correlation between TLRY and OGI is 0.35, 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. 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.

-98.00%-96.00%-94.00%-92.00%-90.00%-88.00%-86.00%NovemberDecember2025FebruaryMarchApril
-97.82%
-91.39%
TLRY
OGI

Key characteristics

Sharpe Ratio

TLRY:

-0.94

OGI:

-0.64

Sortino Ratio

TLRY:

-1.98

OGI:

-0.76

Omega Ratio

TLRY:

0.77

OGI:

0.91

Calmar Ratio

TLRY:

-0.74

OGI:

-0.42

Martin Ratio

TLRY:

-1.59

OGI:

-1.38

Ulcer Index

TLRY:

46.20%

OGI:

29.33%

Daily Std Dev

TLRY:

78.65%

OGI:

63.34%

Max Drawdown

TLRY:

-99.79%

OGI:

-97.37%

Current Drawdown

TLRY:

-99.77%

OGI:

-96.53%

Fundamentals

Market Cap

TLRY:

$485.58M

OGI:

$155.18M

EPS

TLRY:

-$1.10

OGI:

-$0.35

PS Ratio

TLRY:

0.59

OGI:

0.93

PB Ratio

TLRY:

0.18

OGI:

0.67

Total Revenue (TTM)

TLRY:

$826.66M

OGI:

$128.49M

Gross Profit (TTM)

TLRY:

$236.24M

OGI:

$45.04M

EBITDA (TTM)

TLRY:

-$648.68M

OGI:

$9.77M

Returns By Period

In the year-to-date period, TLRY achieves a -63.38% return, which is significantly lower than OGI's -27.95% return.


TLRY

YTD

-63.38%

1M

-31.78%

6M

-71.18%

1Y

-72.63%

5Y*

-43.52%

10Y*

N/A

OGI

YTD

-27.95%

1M

9.43%

6M

-37.30%

1Y

-37.63%

5Y*

-29.79%

10Y*

-3.89%

*Annualized

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Risk-Adjusted Performance

TLRY vs. OGI — 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

OGI
The Risk-Adjusted Performance Rank of OGI is 1919
Overall Rank
The Sharpe Ratio Rank of OGI is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of OGI is 1818
Sortino Ratio Rank
The Omega Ratio Rank of OGI is 2020
Omega Ratio Rank
The Calmar Ratio Rank of OGI is 2626
Calmar Ratio Rank
The Martin Ratio Rank of OGI is 1212
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. OGI - Risk-Adjusted Performance 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.


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
OGI: -0.64
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
OGI: -0.76
The chart of Omega ratio for TLRY, currently valued at 0.77, compared to the broader market0.501.001.502.00
TLRY: 0.77
OGI: 0.91
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
OGI: -0.42
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
OGI: -1.38

The current TLRY Sharpe Ratio is -0.94, which is lower than the OGI Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of TLRY and OGI, 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.94
-0.64
TLRY
OGI

Dividends

TLRY vs. OGI - Dividend Comparison

Neither TLRY nor OGI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TLRY vs. OGI - Drawdown Comparison

The maximum TLRY drawdown since its inception was -99.79%, 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. For additional features, visit the drawdowns tool.


-100.00%-99.00%-98.00%-97.00%-96.00%-95.00%-94.00%NovemberDecember2025FebruaryMarchApril
-99.77%
-96.53%
TLRY
OGI

Volatility

TLRY vs. OGI - Volatility Comparison

Tilray, Inc. (TLRY) has a higher volatility of 34.84% compared to OrganiGram Holdings Inc. (OGI) at 18.79%. 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.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
34.84%
18.79%
TLRY
OGI

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


Values in USD except per share items