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

Correlation

The correlation between TLRY and SNDL 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.


-0.50.00.51.00.6

Performance

TLRY vs. SNDL - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-27.25%
-0.93%
TLRY
SNDL

Key characteristics

Sharpe Ratio

TLRY:

-0.51

SNDL:

0.40

Sortino Ratio

TLRY:

-0.46

SNDL:

1.18

Omega Ratio

TLRY:

0.94

SNDL:

1.14

Calmar Ratio

TLRY:

-0.40

SNDL:

0.27

Martin Ratio

TLRY:

-1.11

SNDL:

1.33

Ulcer Index

TLRY:

36.01%

SNDL:

20.40%

Daily Std Dev

TLRY:

78.00%

SNDL:

68.43%

Max Drawdown

TLRY:

-99.46%

SNDL:

-99.04%

Current Drawdown

TLRY:

-99.44%

SNDL:

-98.61%

Fundamentals

Market Cap

TLRY:

$1.12B

SNDL:

$464.73M

EPS

TLRY:

-$0.27

SNDL:

-$0.30

Total Revenue (TTM)

TLRY:

$618.27M

SNDL:

$911.22M

Gross Profit (TTM)

TLRY:

$150.84M

SNDL:

$228.87M

EBITDA (TTM)

TLRY:

-$63.20M

SNDL:

-$51.34M

Returns By Period

In the year-to-date period, TLRY achieves a -47.61% return, which is significantly lower than SNDL's 10.06% return.


TLRY

YTD

-47.61%

1M

-8.02%

6M

-28.70%

1Y

-39.90%

5Y*

-41.36%

10Y*

N/A

SNDL

YTD

10.06%

1M

-8.84%

6M

-4.50%

1Y

27.11%

5Y*

-40.04%

10Y*

N/A

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Risk-Adjusted Performance

TLRY vs. SNDL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tilray, Inc. (TLRY) and Sundial Growers Inc. (SNDL). 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.


Sharpe ratio
The chart of Sharpe ratio for TLRY, currently valued at -0.51, compared to the broader market-4.00-2.000.002.00-0.510.40
The chart of Sortino ratio for TLRY, currently valued at -0.46, compared to the broader market-4.00-2.000.002.004.00-0.461.18
The chart of Omega ratio for TLRY, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.14
The chart of Calmar ratio for TLRY, currently valued at -0.41, compared to the broader market0.002.004.006.00-0.410.27
The chart of Martin ratio for TLRY, currently valued at -1.11, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.111.33
TLRY
SNDL

The current TLRY Sharpe Ratio is -0.51, which is lower than the SNDL Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of TLRY and SNDL, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.51
0.40
TLRY
SNDL

Dividends

TLRY vs. SNDL - Dividend Comparison

Neither TLRY nor SNDL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TLRY vs. SNDL - Drawdown Comparison

The maximum TLRY drawdown since its inception was -99.46%, roughly equal to the maximum SNDL drawdown of -99.04%. Use the drawdown chart below to compare losses from any high point for TLRY and SNDL. For additional features, visit the drawdowns tool.


-98.50%-98.00%-97.50%-97.00%JulyAugustSeptemberOctoberNovemberDecember
-98.11%
-98.61%
TLRY
SNDL

Volatility

TLRY vs. SNDL - Volatility Comparison

Tilray, Inc. (TLRY) has a higher volatility of 13.83% compared to Sundial Growers Inc. (SNDL) at 10.63%. This indicates that TLRY's price experiences larger fluctuations and is considered to be riskier than SNDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.83%
10.63%
TLRY
SNDL

Financials

TLRY vs. SNDL - Financials Comparison

This section allows you to compare key financial metrics between Tilray, Inc. and Sundial Growers 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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