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

Performance

VFF vs. TLRY - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with VFF having a -46.85% return and TLRY slightly lower at -48.62%.


VFF

1D
1.04%
1M
-0.51%
6M
-40.67%
YTD
-46.85%
1Y
25.97%
3Y*
51.28%
5Y*
-26.96%
10Y*
4.17%
ALL TIME*
3.65%

TLRY

1D
2.20%
1M
0.43%
6M
-37.63%
YTD
-48.62%
1Y
-18.41%
3Y*
-41.35%
5Y*
-49.38%
10Y*
ALL TIME*
-38.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$24.53M$19.54M$18.65M
$1.47M$1.40M$2.34M

VFF vs. TLRY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VFF
Village Farms International, Inc.
-46.85%373.41%1.31%-43.21%-79.13%-36.69%62.76%92.28%-25.17%
TLRY
Tilray Brands, Inc.
-48.62%-32.11%-42.17%-14.50%-61.74%-14.89%-51.78%-75.72%206.03%

Correlation

The correlation between VFF and TLRY is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.51

Correlation (3Y)
Balances recent behavior with more history.

0.50

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.58

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

0.54

The correlation between VFF and TLRY has been stable across timeframes, ranging from 0.50 to 0.58 - a consistent structural relationship.

Fundamentals

Market Cap

VFF:

$236.31M

TLRY:

$556.81M

EPS

VFF:

$0.56

TLRY:

-$0.95

PS Ratio

VFF:

0.69

TLRY:

0.56

Total Revenue (TTM)

VFF:

$226.50M

TLRY:

$915.45M

Gross Profit (TTM)

VFF:

$94.49M

TLRY:

$260.44M

EBITDA (TTM)

VFF:

$48.63M

TLRY:

-$41.47M

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Return for Risk

VFF vs. TLRY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VFF
VFF Risk / Return Rank: 5858
Overall Rank
VFF Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VFF Sortino Ratio Rank: 6262
Sortino Ratio Rank
VFF Omega Ratio Rank: 6060
Omega Ratio Rank
VFF Calmar Ratio Rank: 5555
Calmar Ratio Rank
VFF Martin Ratio Rank: 5555
Martin Ratio Rank

TLRY
TLRY Risk / Return Rank: 4343
Overall Rank
TLRY Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
TLRY Sortino Ratio Rank: 5353
Sortino Ratio Rank
TLRY Omega Ratio Rank: 5050
Omega Ratio Rank
TLRY Calmar Ratio Rank: 3737
Calmar Ratio Rank
TLRY Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VFF vs. TLRY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Village Farms International, Inc. (VFF) and Tilray Brands, Inc. (TLRY). 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.


VFFTLRYDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.14

1.09

+0.05

Calmar ratioReturn relative to maximum drawdown

0.47

-0.23

+0.69

Martin ratioReturn relative to average drawdown

0.89

-0.32

+1.21

VFF vs. TLRY - Sharpe Ratio Comparison

The current VFF Sharpe Ratio is 0.32, which is higher than the TLRY Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of VFF and TLRY, 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

VFF vs. TLRY - Drawdown Comparison

The maximum VFF drawdown since its inception was -97.52%, roughly equal to the maximum TLRY drawdown of -99.83%. Use the drawdown chart below to compare losses from any high point for VFF and TLRY.


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Drawdown Indicators


VFFTLRYDifference

Max Drawdown

Largest peak-to-trough decline

-97.52%

-99.83%

+2.31%

Max Drawdown (1Y)

Largest decline over 1 year

-55.98%

-81.52%

+25.54%

Max Drawdown (3Y)

Largest decline over 3 years

-68.56%

-89.12%

+20.56%

Max Drawdown (5Y)

Largest decline over 5 years

-95.16%

-97.57%

+2.41%

Max Drawdown (10Y)

Largest decline over 10 years

-97.52%

Current Drawdown

Current decline from peak

-89.98%

-99.78%

+9.80%

Average Drawdown

Average peak-to-trough decline

-51.86%

-91.53%

+39.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.29%

58.12%

-28.83%

Volatility

VFF vs. TLRY - Volatility Comparison

The current volatility for Village Farms International, Inc. (VFF) is 10.80%, while Tilray Brands, Inc. (TLRY) has a volatility of 13.68%. This indicates that VFF experiences smaller price fluctuations and is considered to be less risky than TLRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VFFTLRYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.80%

13.68%

-2.88%

Volatility (6M)

Calculated over the trailing 6-month period

40.66%

39.10%

+1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

82.89%

123.53%

-40.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.25%

94.08%

-16.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.69%

111.06%

-31.37%

Dividends

VFF vs. TLRY - Dividend Comparison

Neither VFF nor TLRY has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

VFF vs. TLRY - Financials Comparison

This section allows you to compare key financial metrics between Village Farms International, Inc. and Tilray Brands, 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

Frequently Asked Questions


VFF and TLRY have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLRY has higher volatility (13.68%) compared to VFF (10.80%). In terms of maximum drawdown, VFF dropped -97.52% vs TLRY's -99.83%.

VFF currently has the higher Sharpe Ratio (0.32 vs -0.15), 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

Find the right allocation for VFF and TLRY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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