BL vs. COMP
BL (BlackLine, Inc.) and COMP (Compass, Inc.) are both stocks. Both are in the Technology sector — BL in Software - Infrastructure, COMP in Software - Application. Over the past 5 years, BL returned -22.78%/yr vs -3.57%/yr for COMP. Their 0.43 correlation means their historical movements had little consistent relationship.
Performance
BL vs. COMP - Performance Comparison
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Returns By Period
In the year-to-date period, BL achieves a -43.21% return, which is significantly lower than COMP's 7.76% return.
BL
- 1D
- 2.41%
- 1M
- 5.09%
- 6M
- -32.43%
- YTD
- -43.21%
- 1Y
- -40.68%
- 3Y*
- -18.75%
- 5Y*
- -22.78%
- 10Y*
- —
- ALL TIME*
- 2.57%
COMP
- 1D
- -0.61%
- 1M
- -9.75%
- 6M
- -9.03%
- YTD
- 7.76%
- 1Y
- 45.65%
- 3Y*
- 40.12%
- 5Y*
- -3.57%
- 10Y*
- —
- ALL TIME*
- -11.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $27.88M | $26.97M | $36.68M | |
COMP Compass, Inc. | $125.32M | $146.19M | $139.60M |
BL vs. COMP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BL BlackLine, Inc. | -43.21% | -9.00% | -2.69% | -7.18% | -35.03% | -4.48% |
COMP Compass, Inc. | 7.76% | 80.68% | 55.59% | 61.37% | -74.37% | -57.22% |
Correlation
The correlation between BL and COMP is 0.23, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.23 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.43 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2021 | 0.43 |
The correlation between BL and COMP shifts across timeframes, from 0.23 (1 year) to 0.43 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
BL:
$1.84B
COMP:
$6.93B
BL:
$0.39
COMP:
$0.02
BL:
80.87
COMP:
524.39
BL:
3.00
COMP:
0.90
BL:
7.17
COMP:
3.33
BL:
$716.65M
COMP:
$8.31B
BL:
$539.92M
COMP:
$893.40M
BL:
$87.84M
COMP:
-$177.70M
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Return for Risk
BL vs. COMP — Risk / Return Rank
BL
COMP
BL vs. COMP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackLine, Inc. (BL) 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.
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.
| BL | COMP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.51 | ||
| Sortino ratioReturn per unit of downside risk | -2.53 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.17 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 0.86 | -1.59 |
| Martin ratioReturn relative to average drawdown | -1.29 | 1.73 | -3.03 |
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Drawdowns
BL vs. COMP - Drawdown Comparison
The maximum BL drawdown since its inception was -83.22%, smaller than the maximum COMP drawdown of -91.29%. Use the drawdown chart below to compare losses from any high point for BL and COMP.
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Drawdown Indicators
| BL | COMP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.22% | -91.29% | +8.07% |
Max Drawdown (1Y)Largest decline over 1 year | -57.11% | -50.81% | -6.30% |
Max Drawdown (3Y)Largest decline over 3 years | -63.25% | -53.45% | -9.80% |
Max Drawdown (5Y)Largest decline over 5 years | -80.80% | -89.25% | +8.45% |
Current DrawdownCurrent decline from peak | -79.12% | -46.40% | -32.72% |
Average DrawdownAverage peak-to-trough decline | -35.78% | -67.66% | +31.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.24% | 25.14% | +7.10% |
Volatility
BL vs. COMP - Volatility Comparison
The current volatility for BlackLine, Inc. (BL) is 14.52%, while Compass, Inc. (COMP) has a volatility of 18.10%. This indicates that BL 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
| BL | COMP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.52% | 18.10% | -3.58% |
Volatility (6M)Calculated over the trailing 6-month period | 43.16% | 54.25% | -11.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.32% | 66.46% | -17.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.34% | 80.39% | -35.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.92% | 78.76% | -33.84% |
Dividends
BL vs. COMP - Dividend Comparison
Neither BL nor COMP has paid dividends to shareholders.
Financials
BL vs. COMP - Financials Comparison
This section allows you to compare key financial metrics between BlackLine, Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities
BL vs. COMP - Profitability Comparison
BL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, BlackLine, Inc. reported a gross profit of 139.15M and revenue of 183.16M. Therefore, the gross margin over that period was 76.0%.
COMP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.
BL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, BlackLine, Inc. reported an operating income of 6.24M and revenue of 183.16M, resulting in an operating margin of 3.4%.
COMP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Compass, Inc. reported an operating income of -351.00M and revenue of 2.70B, resulting in an operating margin of -13.0%.
BL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, BlackLine, Inc. reported a net income of 8.13M and revenue of 183.16M, resulting in a net margin of 4.4%.
COMP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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
BL and COMP have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMP has higher volatility (18.10%) compared to BL (14.52%). In terms of maximum drawdown, BL dropped -83.22% vs COMP's -91.29%.
COMP currently has the higher Sharpe Ratio (0.66 vs -0.85), 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.
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