CMPS vs. ATAI

Last updated Aug 1, 2026

CMPS (COMPASS Pathways plc) and ATAI (Atai Life Sciences N.V.) are both stocks. Both are in the Healthcare sector — CMPS in Medical Care Facilities, ATAI in Biotechnology. Over the past 5 years, CMPS returned -20.38%/yr vs -14.26%/yr for ATAI. Their 0.51 correlation means they have sometimes moved together and sometimes differently.

Performance

CMPS vs. ATAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in COMPASS Pathways plc (CMPS) and Atai Life Sciences N.V. (ATAI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CMPS achieves a 64.49% return, which is significantly lower than ATAI's 75.55% return.

CMPS

• 1D: -1.90%
• 1M: -16.67%
• 6M: 69.66%
• YTD: 64.49%
• 1Y: 161.52%
• 3Y*: 8.24%
• 5Y*: -20.38%
• 10Y*: —
• ALL TIME*: -11.61%

ATAI

• 1D: 0.00%
• 1M: 38.34%
• 6M: 90.96%
• YTD: 75.55%
• 1Y: 72.18%
• 3Y*: 51.86%
• 5Y*: -14.26%
• 10Y*: —
• ALL TIME*: -18.92%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ATAI Atai Life Sciences N.V.	$95.05M	$137.83M	$67.37M
CMPS COMPASS Pathways plc	$32.10M	$55.49M	$49.07M

CMPS vs. ATAI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
CMPS COMPASS Pathways plc	64.49%	82.54%	-56.80%	8.97%	-63.67%	-39.57%
ATAI Atai Life Sciences N.V.	75.55%	207.52%	-5.67%	-46.99%	-65.14%	-63.67%

Correlation

The correlation between CMPS and ATAI is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.53
Correlation (3Y) Balances recent behavior with more history.	0.52
Correlation (5Y) Shows whether the relationship held over a longer period.	0.51
Correlation (All Time) Calculated using the full available price history since Jun 18, 2021	0.51

The correlation between CMPS and ATAI has been stable across timeframes, ranging from 0.51 to 0.53 - a consistent structural relationship.

Fundamentals

Market Cap CMPS : $1.53B ATAI : $2.66B
EPS CMPS : -$1.68 ATAI : -$2.50
PB Ratio CMPS : 4.53 ATAI : 12.92
Total Revenue (TTM) CMPS : $0.00 ATAI : $3.49M
Gross Profit (TTM) CMPS : $0.00 ATAI : $3.49M
EBITDA (TTM) CMPS : -$312.16M ATAI : -$663.38M

Return for Risk

CMPS vs. ATAI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CMPS

CMPS Risk / Return Rank: 91
CMPS Sharpe Ratio Rank: 90
CMPS Sortino Ratio Rank: 92
CMPS Omega Ratio Rank: 87
CMPS Calmar Ratio Rank: 93
CMPS Martin Ratio Rank: 91

ATAI

ATAI Risk / Return Rank: 74
ATAI Sharpe Ratio Rank: 74
ATAI Sortino Ratio Rank: 79
ATAI Omega Ratio Rank: 76
ATAI Calmar Ratio Rank: 74
ATAI Martin Ratio Rank: 68

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CMPS vs. ATAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for COMPASS Pathways plc (CMPS) and Atai Life Sciences N.V. (ATAI). 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.

	CMPS	ATAI	Difference
Sharpe ratio: Return per unit of total volatility	1.83	0.94	+0.90
Sortino ratio: Return per unit of downside risk	2.94	1.95	+1.00
Omega ratio: Gain probability vs. loss probability	1.33	1.23	+0.09
Calmar ratio: Return relative to maximum drawdown	4.24	1.57	+2.66
Martin ratio: Return relative to average drawdown	10.47	2.43	+8.04

CMPS vs. ATAI - Sharpe Ratio Comparison

The current CMPS Sharpe Ratio is 1.83, which is higher than the ATAI Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of CMPS and ATAI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CMPS vs. ATAI - Drawdown Comparison

The maximum CMPS drawdown since its inception was -96.03%, roughly equal to the maximum ATAI drawdown of -95.05%. Use the drawdown chart below to compare losses from any high point for CMPS and ATAI.

Drawdown Indicators

	CMPS	ATAI	Difference
Max Drawdown Largest peak-to-trough decline	-96.03%	-95.05%	-0.98%
Max Drawdown (1Y) Largest decline over 1 year	-38.22%	-48.06%	+9.84%
Max Drawdown (3Y) Largest decline over 3 years	-81.00%	-59.23%	-21.77%
Max Drawdown (5Y) Largest decline over 5 years	-95.20%	-94.17%	-1.03%
Current Drawdown Current decline from peak	-80.83%	-65.81%	-15.02%
Average Drawdown Average peak-to-trough decline	-74.20%	-80.58%	+6.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.43%	30.99%	-15.56%

Volatility

CMPS vs. ATAI - Volatility Comparison

The current volatility for COMPASS Pathways plc (CMPS) is 17.10%, while Atai Life Sciences N.V. (ATAI) has a volatility of 33.68%. This indicates that CMPS experiences smaller price fluctuations and is considered to be less risky than ATAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CMPS	ATAI	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.10%	33.68%	-16.58%
Volatility (6M) Calculated over the trailing 6-month period	68.90%	61.09%	+7.81%
Volatility (1Y) Calculated over the trailing 1-year period	88.92%	82.57%	+6.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	80.16%	85.28%	-5.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	81.99%	84.88%	-2.89%

Dividends

CMPS vs. ATAI - Dividend Comparison

Neither CMPS nor ATAI has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both CMPS and ATAI in my portfolio?

CMPS and ATAI 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, CMPS or ATAI?

ATAI has higher volatility (33.68%) compared to CMPS (17.10%). In terms of maximum drawdown, CMPS dropped -96.03% vs ATAI's -95.05%.

Which has better risk-adjusted returns?

CMPS currently has the higher Sharpe Ratio (1.83 vs 0.94), 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.