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CMP vs. CRML
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CMP vs. CRML - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Compass Minerals International, Inc. (CMP) and Critical Metals Corp (CRML). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CMP achieves a 47.00% return, which is significantly lower than CRML's 50.58% return.


CMP

1D
-5.59%
1M
-5.62%
YTD
47.00%
6M
43.85%
1Y
52.99%
3Y*
-4.23%
5Y*
-12.51%
10Y*
-6.81%

CRML

1D
2.96%
1M
-4.83%
YTD
50.58%
6M
29.98%
1Y
319.68%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMP vs. CRML - Yearly Performance Comparison


2026 (YTD)20252024
CMP
Compass Minerals International, Inc.
47.00%74.58%-48.02%
CRML
Critical Metals Corp
50.58%2.21%-24.64%

Correlation

The correlation between CMP and CRML is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2024

0.25

Fundamentals

EPS

CMP:

$0.17

CRML:

-$0.53

PS Ratio

CMP:

0.94

CRML:

1.82K

Total Revenue (TTM)

CMP:

$1.29B

CRML:

$560.62K

Gross Profit (TTM)

CMP:

$225.80M

CRML:

$560.62K

EBITDA (TTM)

CMP:

$147.00M

CRML:

-$47.47M

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Return for Risk

CMP vs. CRML — Risk / Return Rank

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

CMP
CMP Risk / Return Rank: 7272
Overall Rank
CMP Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CMP Sortino Ratio Rank: 6868
Sortino Ratio Rank
CMP Omega Ratio Rank: 6969
Omega Ratio Rank
CMP Calmar Ratio Rank: 7676
Calmar Ratio Rank
CMP Martin Ratio Rank: 7474
Martin Ratio Rank

CRML
CRML Risk / Return Rank: 8686
Overall Rank
CRML Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CRML Sortino Ratio Rank: 9090
Sortino Ratio Rank
CRML Omega Ratio Rank: 8585
Omega Ratio Rank
CRML Calmar Ratio Rank: 8989
Calmar Ratio Rank
CRML Martin Ratio Rank: 8080
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.

CMP vs. CRML - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Compass Minerals International, Inc. (CMP) and Critical Metals Corp (CRML). 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.


CMPCRMLDifference
Sharpe ratioReturn per unit of total volatility

-0.88

Sortino ratioReturn per unit of downside risk

-1.54

Omega ratioGain probability vs. loss probability

1.21

1.35

-0.14

Calmar ratioReturn relative to maximum drawdown

2.03

4.14

-2.12

Martin ratioReturn relative to average drawdown

4.25

6.02

-1.77

CMP vs. CRML - Sharpe Ratio Comparison

The current CMP Sharpe Ratio is 1.07, which is lower than the CRML Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of CMP and CRML, 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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Drawdowns

CMP vs. CRML - Drawdown Comparison

The maximum CMP drawdown since its inception was -89.12%, smaller than the maximum CRML drawdown of -93.91%. Use the drawdown chart below to compare losses from any high point for CMP and CRML.


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Drawdown Indicators


CMPCRMLDifference

Max Drawdown

Largest peak-to-trough decline

-89.12%

-93.91%

+4.79%

Max Drawdown (1Y)

Largest decline over 1 year

-26.29%

-77.74%

+51.45%

Max Drawdown (3Y)

Largest decline over 3 years

-79.73%

Max Drawdown (5Y)

Largest decline over 5 years

-89.12%

Max Drawdown (10Y)

Largest decline over 10 years

-89.12%

Current Drawdown

Current decline from peak

-59.57%

-65.13%

+5.56%

Average Drawdown

Average peak-to-trough decline

-24.84%

-68.09%

+43.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.51%

53.36%

-40.85%

Volatility

CMP vs. CRML - Volatility Comparison

The current volatility for Compass Minerals International, Inc. (CMP) is 13.70%, while Critical Metals Corp (CRML) has a volatility of 25.64%. This indicates that CMP experiences smaller price fluctuations and is considered to be less risky than CRML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMPCRMLDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.70%

25.64%

-11.94%

Volatility (6M)

Calculated over the trailing 6-month period

38.15%

99.75%

-61.60%

Volatility (1Y)

Calculated over the trailing 1-year period

49.65%

165.32%

-115.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.63%

184.50%

-131.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.03%

184.50%

-139.47%

Dividends

CMP vs. CRML - Dividend Comparison

Neither CMP nor CRML has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CMP
Compass Minerals International, Inc.
0.00%0.00%1.33%2.37%1.46%4.52%4.67%4.72%6.91%3.99%3.55%3.51%
CRML
Critical Metals Corp
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

CMP vs. CRML - Financials Comparison

This section allows you to compare key financial metrics between Compass Minerals International, Inc. and Critical Metals Corp. 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


-200.00M0.00200.00M400.00M20222023202420252026
453.20M
100.38K
(CMP) Total Revenue
(CRML) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CMP and CRML have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRML has higher volatility (25.64%) compared to CMP (13.70%). In terms of maximum drawdown, CMP dropped -89.12% vs CRML's -93.91%.

CRML currently has the higher Sharpe Ratio (1.95 vs 1.07), 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

Find the right allocation for CMP and CRML

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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