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WEED vs. TLRY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WEED vs. TLRY - Performance Comparison

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

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Returns By Period

In the year-to-date period, WEED achieves a -4.55% return, which is significantly higher than TLRY's -49.72% return.


WEED

1D
1.12%
1M
-11.61%
6M
11.61%
YTD
-4.55%
1Y
46.71%
3Y*
-6.56%
5Y*
10Y*
ALL TIME*
-27.97%

TLRY

1D
8.10%
1M
-1.73%
6M
-39.14%
YTD
-49.72%
1Y
-20.17%
3Y*
-42.43%
5Y*
-50.06%
10Y*
ALL TIME*
-38.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$22.99M$19.43M$19.08M
$134.43K$200.90K$425.04K

WEED vs. TLRY - Yearly Performance Comparison


2026 (YTD)2025202420232022
WEED
Roundhill Cannabis ETF
-4.55%19.40%-44.93%0.87%-61.19%
TLRY
Tilray Brands, Inc.
-49.72%-32.11%-42.17%-14.50%-53.86%

Correlation

The correlation between WEED and TLRY is 0.60, 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.

0.60

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

0.51

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2022

0.54

The correlation between WEED and TLRY has been stable across timeframes, ranging from 0.51 to 0.60 - a consistent structural relationship.

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Return for Risk

WEED vs. TLRY — Risk / Return Rank

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

WEED
WEED Risk / Return Rank: 3434
Overall Rank
WEED Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
WEED Sortino Ratio Rank: 4646
Sortino Ratio Rank
WEED Omega Ratio Rank: 4343
Omega Ratio Rank
WEED Calmar Ratio Rank: 3232
Calmar Ratio Rank
WEED Martin Ratio Rank: 2424
Martin Ratio Rank

TLRY
TLRY Risk / Return Rank: 4242
Overall Rank
TLRY Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
TLRY Sortino Ratio Rank: 5252
Sortino Ratio Rank
TLRY Omega Ratio Rank: 4949
Omega Ratio Rank
TLRY Calmar Ratio Rank: 3636
Calmar Ratio Rank
TLRY Martin Ratio Rank: 3737
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.

WEED vs. TLRY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Cannabis ETF (WEED) 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.


WEEDTLRYDifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+0.98

Omega ratioGain probability vs. loss probability

1.20

1.08

+0.12

Calmar ratioReturn relative to maximum drawdown

1.09

-0.27

+1.36

Martin ratioReturn relative to average drawdown

1.90

-0.38

+2.28

WEED vs. TLRY - Sharpe Ratio Comparison

The current WEED Sharpe Ratio is 0.53, which is higher than the TLRY Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of WEED 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

WEED vs. TLRY - Drawdown Comparison

The maximum WEED drawdown since its inception was -88.37%, smaller than the maximum TLRY drawdown of -99.83%. Use the drawdown chart below to compare losses from any high point for WEED and TLRY.


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Drawdown Indicators


WEEDTLRYDifference

Max Drawdown

Largest peak-to-trough decline

-88.37%

-99.83%

+11.46%

Max Drawdown (1Y)

Largest decline over 1 year

-54.01%

-81.52%

+27.51%

Max Drawdown (3Y)

Largest decline over 3 years

-81.50%

-89.12%

+7.62%

Max Drawdown (5Y)

Largest decline over 5 years

-97.57%

Current Drawdown

Current decline from peak

-75.43%

-99.79%

+24.36%

Average Drawdown

Average peak-to-trough decline

-63.95%

-91.53%

+27.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.02%

57.91%

-26.89%

Volatility

WEED vs. TLRY - Volatility Comparison

The current volatility for Roundhill Cannabis ETF (WEED) is 12.78%, while Tilray Brands, Inc. (TLRY) has a volatility of 14.15%. This indicates that WEED 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


WEEDTLRYDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.78%

14.15%

-1.37%

Volatility (6M)

Calculated over the trailing 6-month period

55.58%

39.06%

+16.52%

Volatility (1Y)

Calculated over the trailing 1-year period

111.46%

123.40%

-11.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.80%

94.05%

-12.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.80%

111.08%

-29.28%

Dividends

WEED vs. TLRY - Dividend Comparison

Neither WEED nor TLRY has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WEED and TLRY have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLRY has higher volatility (14.15%) compared to WEED (12.78%). In terms of maximum drawdown, WEED dropped -88.37% vs TLRY's -99.83%.

WEED currently has the higher Sharpe Ratio (0.53 vs -0.18), 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 WEED 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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