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APPN vs. COMP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

APPN vs. COMP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Appian Corporation (APPN) and Compass, Inc. (COMP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, APPN achieves a -32.04% return, which is significantly lower than COMP's -28.00% return.


APPN

1D
-9.82%
1M
6.60%
YTD
-32.04%
6M
-38.91%
1Y
-24.40%
3Y*
-19.21%
5Y*
-23.35%
10Y*

COMP

1D
-11.82%
1M
7.79%
YTD
-28.00%
6M
-27.52%
1Y
25.58%
3Y*
24.96%
5Y*
-11.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

APPN vs. COMP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
APPN
Appian Corporation
-32.04%7.40%-12.43%15.66%-50.07%-52.50%
COMP
Compass, Inc.
-28.00%80.68%55.59%61.37%-74.37%-54.89%

Correlation

The correlation between APPN and COMP is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.35

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

0.43

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2021

0.44

Over the past year, the correlation between APPN and COMP has dropped to 0.22 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

APPN:

$1.78B

COMP:

$6.27B

EPS

APPN:

$0.01

COMP:

$0.02

PE Ratio

APPN:

2.02K

COMP:

342.00

PS Ratio

APPN:

2.34

COMP:

0.58

Total Revenue (TTM)

APPN:

$762.69M

COMP:

$8.31B

Gross Profit (TTM)

APPN:

$563.17M

COMP:

$893.40M

EBITDA (TTM)

APPN:

$32.83M

COMP:

-$177.70M

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Return for Risk

APPN vs. COMP — Risk / Return Rank

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

APPN
APPN Risk / Return Rank: 2525
Overall Rank
APPN Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
APPN Sortino Ratio Rank: 2323
Sortino Ratio Rank
APPN Omega Ratio Rank: 2424
Omega Ratio Rank
APPN Calmar Ratio Rank: 2727
Calmar Ratio Rank
APPN Martin Ratio Rank: 2626
Martin Ratio Rank

COMP
COMP Risk / Return Rank: 5454
Overall Rank
COMP Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
COMP Sortino Ratio Rank: 5555
Sortino Ratio Rank
COMP Omega Ratio Rank: 5454
Omega Ratio Rank
COMP Calmar Ratio Rank: 5252
Calmar Ratio Rank
COMP Martin Ratio Rank: 5353
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.

APPN vs. COMP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Appian Corporation (APPN) and Compass, Inc. (COMP). 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.


APPNCOMPDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-1.36

Omega ratioGain probability vs. loss probability

0.97

1.13

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.42

0.51

-0.92

Martin ratioReturn relative to average drawdown

-0.80

1.10

-1.89

APPN vs. COMP - Sharpe Ratio Comparison

The current APPN Sharpe Ratio is -0.41, which is lower than the COMP Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of APPN and COMP, 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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Sharpe Ratios by Period


APPNCOMPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.41

0.41

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.38

-0.14

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

-0.22

+0.30

Drawdowns

APPN vs. COMP - Drawdown Comparison

The maximum APPN drawdown since its inception was -92.04%, roughly equal to the maximum COMP drawdown of -90.82%. Use the drawdown chart below to compare losses from any high point for APPN and COMP.


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Drawdown Indicators


APPNCOMPDifference

Max Drawdown

Largest peak-to-trough decline

-92.04%

-90.82%

-1.22%

Max Drawdown (1Y)

Largest decline over 1 year

-58.98%

-50.81%

-8.17%

Max Drawdown (3Y)

Largest decline over 3 years

-65.27%

-57.24%

-8.03%

Max Drawdown (5Y)

Largest decline over 5 years

-87.45%

-89.25%

+1.80%

Current Drawdown

Current decline from peak

-89.77%

-62.23%

-27.54%

Average Drawdown

Average peak-to-trough decline

-54.33%

-66.54%

+12.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.72%

23.34%

+7.38%

Volatility

APPN vs. COMP - Volatility Comparison

The current volatility for Appian Corporation (APPN) is 27.87%, while Compass, Inc. (COMP) has a volatility of 31.75%. This indicates that APPN experiences smaller price fluctuations and is considered to be less risky than COMP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


APPNCOMPDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.87%

31.75%

-3.88%

Volatility (6M)

Calculated over the trailing 6-month period

42.41%

50.63%

-8.22%

Volatility (1Y)

Calculated over the trailing 1-year period

60.21%

63.27%

-3.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.12%

79.91%

-17.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.11%

79.14%

-13.03%

Dividends

APPN vs. COMP - Dividend Comparison

Neither APPN nor COMP has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

APPN vs. COMP - Financials Comparison

This section allows you to compare key financial metrics between Appian Corporation and Compass, 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


0.00500.00M1.00B1.50B2.00B2.50B20222023202420252026
202.18M
2.70B
(APPN) Total Revenue
(COMP) Total Revenue
Values in USD except per share items

APPN vs. COMP - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
73.1%
0
Portfolio components
APPN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Appian Corporation reported a gross profit of 147.77M and revenue of 202.18M. Therefore, the gross margin over that period was 73.1%.

COMP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Compass, Inc. reported a gross profit of 0.00 and revenue of 2.70B. Therefore, the gross margin over that period was 0.0%.

APPN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Appian Corporation reported an operating income of 3.16M and revenue of 202.18M, resulting in an operating margin of 1.6%.

COMP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Compass, Inc. reported an operating income of -351.00M and revenue of 2.70B, resulting in an operating margin of -13.0%.

APPN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Appian Corporation reported a net income of -1.53M and revenue of 202.18M, resulting in a net margin of -0.8%.

COMP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Compass, Inc. reported a net income of 22.00M and revenue of 2.70B, resulting in a net margin of 0.8%.


Frequently Asked Questions


APPN and COMP have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COMP has higher volatility (31.75%) compared to APPN (27.87%). In terms of maximum drawdown, APPN dropped -92.04% vs COMP's -90.82%.

COMP currently has the higher Sharpe Ratio (0.41 vs -0.41), 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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