ATAI vs. CMPS

Last updated Jun 3, 2026

ATAI (Atai Life Sciences N.V.) and CMPS (COMPASS Pathways plc) are both stocks. Both are in the Healthcare sector — ATAI in Biotechnology, CMPS in Medical Care Facilities. Over the past 3 years, ATAI returned 39.81%/yr vs 19.15%/yr for CMPS. A 0.51 correlation means they provide meaningful diversification when combined.

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.

Returns By Period

In the year-to-date period, ATAI achieves a 17.60% return, which is significantly lower than CMPS's 93.19% return.

ATAI

• 1D: -0.21%
• 1M: 16.18%
• YTD: 17.60%
• 6M: 24.29%
• 1Y: 93.17%
• 3Y*: 39.81%
• 5Y*: —
• 10Y*: —

CMPS

• 1D: -6.06%
• 1M: 47.95%
• YTD: 93.19%
• 6M: 169.84%
• 1Y: 205.03%
• 3Y*: 19.15%
• 5Y*: -16.86%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ATAI vs. CMPS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
ATAI Atai Life Sciences N.V.	17.60%	207.52%	-5.67%	-46.99%	-65.14%	-60.77%
CMPS COMPASS Pathways plc	93.19%	82.54%	-56.80%	8.97%	-63.67%	-39.19%

Correlation

The correlation between ATAI and CMPS is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.54
Correlation (All Time) Calculated using the full available price history since Jun 21, 2021	0.51

The correlation between ATAI and CMPS has been stable across timeframes, ranging from 0.51 to 0.54 - a consistent structural relationship.

Fundamentals

Market Cap ATAI : $1.72B CMPS : $1.74B
EPS ATAI : -$2.67 CMPS : -$1.73
PB Ratio ATAI : 8.65 CMPS : 5.32
Total Revenue (TTM) ATAI : $3.49M CMPS : $0.00
Gross Profit (TTM) ATAI : $3.49M CMPS : $0.00
EBITDA (TTM) ATAI : -$663.38M CMPS : -$312.16M

Return for Risk

ATAI vs. CMPS — Risk / Return Rank

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

ATAI

ATAI Risk / Return Rank: 74
ATAI Sharpe Ratio Rank: 75
ATAI Sortino Ratio Rank: 76
ATAI Omega Ratio Rank: 73
ATAI Calmar Ratio Rank: 76
ATAI Martin Ratio Rank: 70

CMPS

CMPS Risk / Return Rank: 87
CMPS Sharpe Ratio Rank: 87
CMPS Sortino Ratio Rank: 83
CMPS Omega Ratio Rank: 87
CMPS Calmar Ratio Rank: 88
CMPS Martin Ratio Rank: 91

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.

ATAI vs. CMPS - Risk-Adjusted Trends 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.

	ATAI	CMPS	Difference
Sharpe ratio Return per unit of total volatility	1.17	2.00	-0.84
Sortino ratio Return per unit of downside risk	2.07	2.57	-0.50
Omega ratio Gain probability vs. loss probability	1.25	1.39	-0.14
Calmar ratio Return relative to maximum drawdown	2.25	4.32	-2.07
Martin ratio Return relative to average drawdown	3.68	13.09	-9.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ATAI vs. CMPS - Sharpe Ratio Comparison

The current ATAI Sharpe Ratio is 1.17, which is lower than the CMPS Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of ATAI and CMPS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ATAI	CMPS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.17	2.00	-0.84
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.21	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.29	-0.16	-0.14

Drawdowns

ATAI vs. CMPS - Drawdown Comparison

The maximum ATAI drawdown since its inception was -94.77%, roughly equal to the maximum CMPS drawdown of -96.03%. Use the drawdown chart below to compare losses from any high point for ATAI and CMPS.

Drawdown Indicators

	ATAI	CMPS	Difference
Max Drawdown Largest peak-to-trough decline	-94.77%	-96.03%	+1.26%
Max Drawdown (1Y) Largest decline over 1 year	-48.06%	-51.04%	+2.98%
Max Drawdown (3Y) Largest decline over 3 years	-59.23%	-81.00%	+21.77%
Max Drawdown (5Y) Largest decline over 5 years	—	-95.20%	—
Current Drawdown Current decline from peak	-75.82%	-77.48%	+1.66%
Average Drawdown Average peak-to-trough decline	-79.77%	-74.12%	-5.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	29.40%	16.84%	+12.56%

Volatility

ATAI vs. CMPS - Volatility Comparison

The current volatility for Atai Life Sciences N.V. (ATAI) is 14.87%, while COMPASS Pathways plc (CMPS) has a volatility of 26.05%. This indicates that ATAI experiences smaller price fluctuations and is considered to be less risky than CMPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ATAI	CMPS	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.87%	26.05%	-11.18%
Volatility (6M) Calculated over the trailing 6-month period	48.76%	68.74%	-19.98%
Volatility (1Y) Calculated over the trailing 1-year period	80.75%	103.17%	-22.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	83.68%	79.91%	+3.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	83.68%	81.80%	+1.88%

Dividends

ATAI vs. CMPS - Dividend Comparison

Neither ATAI nor CMPS has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both ATAI and CMPS in my portfolio?

ATAI and CMPS have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ATAI or CMPS?

CMPS has higher volatility (26.05%) compared to ATAI (14.87%). In terms of maximum drawdown, ATAI dropped -94.77% vs CMPS's -96.03%.

Which has better risk-adjusted returns?

CMPS currently has the higher Sharpe Ratio (2.00 vs 1.17), 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.