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CMP vs. MOS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CMP and MOS is 0.47, 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

CMP vs. MOS - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
30.16%
-8.26%
CMP
MOS

Key characteristics

Sharpe Ratio

CMP:

-0.71

MOS:

-0.37

Sortino Ratio

CMP:

-0.98

MOS:

-0.31

Omega Ratio

CMP:

0.89

MOS:

0.96

Calmar Ratio

CMP:

-0.52

MOS:

-0.16

Martin Ratio

CMP:

-1.00

MOS:

-0.80

Ulcer Index

CMP:

46.18%

MOS:

15.81%

Daily Std Dev

CMP:

64.85%

MOS:

34.36%

Max Drawdown

CMP:

-89.12%

MOS:

-94.70%

Current Drawdown

CMP:

-83.14%

MOS:

-78.85%

Fundamentals

Market Cap

CMP:

$499.71M

MOS:

$8.18B

EPS

CMP:

-$3.73

MOS:

$1.13

PEG Ratio

CMP:

0.34

MOS:

1.95

Total Revenue (TTM)

CMP:

$1.08B

MOS:

$8.31B

Gross Profit (TTM)

CMP:

$158.20M

MOS:

$1.24B

Returns By Period

In the year-to-date period, CMP achieves a 7.02% return, which is significantly higher than MOS's 4.80% return. Over the past 10 years, CMP has underperformed MOS with an annualized return of -15.52%, while MOS has yielded a comparatively higher -5.23% annualized return.


CMP

YTD

7.02%

1M

-11.99%

6M

30.16%

1Y

-42.63%

5Y*

-26.36%

10Y*

-15.52%

MOS

YTD

4.80%

1M

-7.34%

6M

-8.26%

1Y

-17.65%

5Y*

7.92%

10Y*

-5.23%

*Annualized

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Risk-Adjusted Performance

CMP vs. MOS — Risk-Adjusted Performance Rank

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

CMP
The Risk-Adjusted Performance Rank of CMP is 1515
Overall Rank
The Sharpe Ratio Rank of CMP is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of CMP is 1111
Sortino Ratio Rank
The Omega Ratio Rank of CMP is 1414
Omega Ratio Rank
The Calmar Ratio Rank of CMP is 1616
Calmar Ratio Rank
The Martin Ratio Rank of CMP is 2323
Martin Ratio Rank

MOS
The Risk-Adjusted Performance Rank of MOS is 2929
Overall Rank
The Sharpe Ratio Rank of MOS is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of MOS is 2525
Sortino Ratio Rank
The Omega Ratio Rank of MOS is 2525
Omega Ratio Rank
The Calmar Ratio Rank of MOS is 3838
Calmar Ratio Rank
The Martin Ratio Rank of MOS is 2929
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.

CMP vs. MOS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Compass Minerals International, Inc. (CMP) and The Mosaic Company (MOS). 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 CMP, currently valued at -0.71, compared to the broader market-2.000.002.00-0.71-0.37
The chart of Sortino ratio for CMP, currently valued at -0.98, compared to the broader market-4.00-2.000.002.004.006.00-0.98-0.31
The chart of Omega ratio for CMP, currently valued at 0.89, compared to the broader market0.501.001.502.000.890.96
The chart of Calmar ratio for CMP, currently valued at -0.52, compared to the broader market0.002.004.006.00-0.52-0.16
The chart of Martin ratio for CMP, currently valued at -1.00, compared to the broader market-10.000.0010.0020.0030.00-1.00-0.80
CMP
MOS

The current CMP Sharpe Ratio is -0.71, which is lower than the MOS Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of CMP and MOS, 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-1.40-1.20-1.00-0.80-0.60-0.40-0.20SeptemberOctoberNovemberDecember2025February
-0.71
-0.37
CMP
MOS

Dividends

CMP vs. MOS - Dividend Comparison

CMP's dividend yield for the trailing twelve months is around 1.25%, less than MOS's 3.26% yield.


TTM20242023202220212020201920182017201620152014
CMP
Compass Minerals International, Inc.
1.25%1.33%2.37%1.46%4.52%4.67%4.72%6.91%3.99%3.55%3.51%2.76%
MOS
The Mosaic Company
3.26%3.42%2.94%1.28%0.70%0.87%0.81%0.34%2.34%3.75%3.90%2.19%

Drawdowns

CMP vs. MOS - Drawdown Comparison

The maximum CMP drawdown since its inception was -89.12%, smaller than the maximum MOS drawdown of -94.70%. Use the drawdown chart below to compare losses from any high point for CMP and MOS. For additional features, visit the drawdowns tool.


-90.00%-88.00%-86.00%-84.00%-82.00%-80.00%-78.00%-76.00%SeptemberOctoberNovemberDecember2025February
-83.14%
-78.85%
CMP
MOS

Volatility

CMP vs. MOS - Volatility Comparison

Compass Minerals International, Inc. (CMP) has a higher volatility of 13.77% compared to The Mosaic Company (MOS) at 11.03%. This indicates that CMP's price experiences larger fluctuations and is considered to be riskier than MOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
13.77%
11.03%
CMP
MOS

Financials

CMP vs. MOS - Financials Comparison

This section allows you to compare key financial metrics between Compass Minerals International, Inc. and The Mosaic Company. 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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