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ATAI vs. CMPS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ATAI and CMPS is 0.48, 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.


-0.50.00.51.00.5

Performance

ATAI vs. CMPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Atai Life Sciences N.V. (ATAI) and COMPASS Pathways plc (CMPS). The values are adjusted to include any dividend payments, if applicable.

-95.00%-90.00%-85.00%-80.00%JulyAugustSeptemberOctoberNovemberDecember
-93.88%
-89.08%
ATAI
CMPS

Key characteristics

Sharpe Ratio

ATAI:

-0.11

CMPS:

-0.66

Sortino Ratio

ATAI:

0.52

CMPS:

-0.73

Omega Ratio

ATAI:

1.05

CMPS:

0.91

Calmar Ratio

ATAI:

-0.10

CMPS:

-0.51

Martin Ratio

ATAI:

-0.25

CMPS:

-1.16

Ulcer Index

ATAI:

38.91%

CMPS:

40.64%

Daily Std Dev

ATAI:

88.50%

CMPS:

72.09%

Max Drawdown

ATAI:

-94.77%

CMPS:

-93.38%

Current Drawdown

ATAI:

-94.02%

CMPS:

-93.29%

Fundamentals

Market Cap

ATAI:

$223.18M

CMPS:

$287.37M

EPS

ATAI:

-$0.80

CMPS:

-$2.18

Total Revenue (TTM)

ATAI:

$331.00K

CMPS:

$3.68M

Gross Profit (TTM)

ATAI:

$65.00K

CMPS:

$1.72M

EBITDA (TTM)

ATAI:

-$124.71M

CMPS:

-$148.06M

Returns By Period

In the year-to-date period, ATAI achieves a -15.60% return, which is significantly higher than CMPS's -54.63% return.


ATAI

YTD

-15.60%

1M

-25.16%

6M

-11.19%

1Y

-8.46%

5Y*

N/A

10Y*

N/A

CMPS

YTD

-54.63%

1M

-14.81%

6M

-36.38%

1Y

-50.50%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

ATAI vs. CMPS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Atai Life Sciences N.V. (ATAI) and COMPASS Pathways plc (CMPS). 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 ATAI, currently valued at -0.11, compared to the broader market-4.00-2.000.002.00-0.11-0.66
The chart of Sortino ratio for ATAI, currently valued at 0.52, compared to the broader market-4.00-2.000.002.004.000.52-0.73
The chart of Omega ratio for ATAI, currently valued at 1.05, compared to the broader market0.501.001.502.001.050.91
The chart of Calmar ratio for ATAI, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.10-0.51
The chart of Martin ratio for ATAI, currently valued at -0.25, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.25-1.16
ATAI
CMPS

The current ATAI Sharpe Ratio is -0.11, which is higher than the CMPS Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of ATAI and CMPS, 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-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.11
-0.66
ATAI
CMPS

Dividends

ATAI vs. CMPS - Dividend Comparison

Neither ATAI nor CMPS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ATAI vs. CMPS - Drawdown Comparison

The maximum ATAI drawdown since its inception was -94.77%, roughly equal to the maximum CMPS drawdown of -93.38%. Use the drawdown chart below to compare losses from any high point for ATAI and CMPS. For additional features, visit the drawdowns tool.


-94.00%-92.00%-90.00%-88.00%-86.00%-84.00%JulyAugustSeptemberOctoberNovemberDecember
-94.02%
-91.89%
ATAI
CMPS

Volatility

ATAI vs. CMPS - Volatility Comparison

Atai Life Sciences N.V. (ATAI) and COMPASS Pathways plc (CMPS) have volatilities of 19.61% and 19.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
19.61%
19.69%
ATAI
CMPS

Financials

ATAI vs. CMPS - Financials Comparison

This section allows you to compare key financial metrics between Atai Life Sciences N.V. and COMPASS Pathways plc. 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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