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

Correlation

The correlation between ATAI and CMPS is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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.

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Key characteristics

Sharpe Ratio

ATAI:

0.42

CMPS:

-0.60

Sortino Ratio

ATAI:

1.32

CMPS:

-0.58

Omega Ratio

ATAI:

1.15

CMPS:

0.93

Calmar Ratio

ATAI:

0.41

CMPS:

-0.46

Martin Ratio

ATAI:

1.39

CMPS:

-1.10

Ulcer Index

ATAI:

28.10%

CMPS:

39.92%

Daily Std Dev

ATAI:

90.17%

CMPS:

73.36%

Max Drawdown

ATAI:

-94.77%

CMPS:

-95.51%

Current Drawdown

ATAI:

-88.39%

CMPS:

-92.97%

Fundamentals

Market Cap

ATAI:

$464.78M

CMPS:

$389.22M

EPS

ATAI:

-$0.91

CMPS:

-$1.99

PS Ratio

ATAI:

249.48

CMPS:

0.00

PB Ratio

ATAI:

3.06

CMPS:

1.98

Total Revenue (TTM)

ATAI:

$1.86M

CMPS:

$0.00

Gross Profit (TTM)

ATAI:

$1.64M

CMPS:

-$63.07K

EBITDA (TTM)

ATAI:

-$145.32M

CMPS:

-$171.93M

Returns By Period

In the year-to-date period, ATAI achieves a 73.68% return, which is significantly higher than CMPS's 10.05% return.


ATAI

YTD

73.68%

1M

54.00%

6M

29.78%

1Y

37.50%

3Y*

-16.59%

5Y*

N/A

10Y*

N/A

CMPS

YTD

10.05%

1M

4.52%

6M

-9.47%

1Y

-43.94%

3Y*

-22.94%

5Y*

N/A

10Y*

N/A

*Annualized

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Atai Life Sciences N.V.

COMPASS Pathways plc

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ATAI vs. CMPS — Risk-Adjusted Performance Rank

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

ATAI
The Risk-Adjusted Performance Rank of ATAI is 6868
Overall Rank
The Sharpe Ratio Rank of ATAI is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of ATAI is 7373
Sortino Ratio Rank
The Omega Ratio Rank of ATAI is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ATAI is 6969
Calmar Ratio Rank
The Martin Ratio Rank of ATAI is 6868
Martin Ratio Rank

CMPS
The Risk-Adjusted Performance Rank of CMPS is 2020
Overall Rank
The Sharpe Ratio Rank of CMPS is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of CMPS is 2020
Sortino Ratio Rank
The Omega Ratio Rank of CMPS is 2121
Omega Ratio Rank
The Calmar Ratio Rank of CMPS is 2121
Calmar Ratio Rank
The Martin Ratio Rank of CMPS is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current ATAI Sharpe Ratio is 0.42, which is higher than the CMPS Sharpe Ratio of -0.60. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 -95.51%. Use the drawdown chart below to compare losses from any high point for ATAI and CMPS.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ATAI vs. CMPS - Volatility Comparison

Atai Life Sciences N.V. (ATAI) has a higher volatility of 23.96% compared to COMPASS Pathways plc (CMPS) at 19.21%. This indicates that ATAI's price experiences larger fluctuations and is considered to be riskier than CMPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


0.005.00M10.00M15.00M20.00M20212022202320242025
1.56M
0
(ATAI) Total Revenue
(CMPS) Total Revenue
Values in USD except per share items