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CMPS vs. ATAI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CMPS and ATAI is 0.49, 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

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.

-60.00%-40.00%-20.00%0.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-53.06%
-1.96%
CMPS
ATAI

Key characteristics

Sharpe Ratio

CMPS:

-0.79

ATAI:

-0.23

Sortino Ratio

CMPS:

-1.11

ATAI:

0.24

Omega Ratio

CMPS:

0.86

ATAI:

1.03

Calmar Ratio

CMPS:

-0.61

ATAI:

-0.20

Martin Ratio

CMPS:

-1.30

ATAI:

-0.47

Ulcer Index

CMPS:

44.27%

ATAI:

40.18%

Daily Std Dev

CMPS:

72.39%

ATAI:

83.09%

Max Drawdown

CMPS:

-94.32%

ATAI:

-94.77%

Current Drawdown

CMPS:

-94.10%

ATAI:

-92.66%

Fundamentals

Market Cap

CMPS:

$322.60M

ATAI:

$244.99M

EPS

CMPS:

-$2.18

ATAI:

-$0.80

Total Revenue (TTM)

CMPS:

$0.00

ATAI:

$313.00K

Gross Profit (TTM)

CMPS:

-$124.04K

ATAI:

$148.00K

EBITDA (TTM)

CMPS:

-$116.60M

ATAI:

-$104.19M

Returns By Period

In the year-to-date period, CMPS achieves a -7.67% return, which is significantly lower than ATAI's 9.77% return.


CMPS

YTD

-7.67%

1M

-12.09%

6M

-53.03%

1Y

-56.54%

5Y*

N/A

10Y*

N/A

ATAI

YTD

9.77%

1M

22.69%

6M

-2.01%

1Y

-14.12%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CMPS vs. ATAI — Risk-Adjusted Performance Rank

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

CMPS
The Risk-Adjusted Performance Rank of CMPS is 1010
Overall Rank
The Sharpe Ratio Rank of CMPS is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of CMPS is 99
Sortino Ratio Rank
The Omega Ratio Rank of CMPS is 1010
Omega Ratio Rank
The Calmar Ratio Rank of CMPS is 1212
Calmar Ratio Rank
The Martin Ratio Rank of CMPS is 1111
Martin Ratio Rank

ATAI
The Risk-Adjusted Performance Rank of ATAI is 3636
Overall Rank
The Sharpe Ratio Rank of ATAI is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of ATAI is 3838
Sortino Ratio Rank
The Omega Ratio Rank of ATAI is 3737
Omega Ratio Rank
The Calmar Ratio Rank of ATAI is 3333
Calmar Ratio Rank
The Martin Ratio Rank of ATAI is 3636
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.

CMPS vs. ATAI - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for CMPS, currently valued at -0.79, compared to the broader market-2.000.002.004.00-0.79-0.23
The chart of Sortino ratio for CMPS, currently valued at -1.11, compared to the broader market-4.00-2.000.002.004.00-1.110.24
The chart of Omega ratio for CMPS, currently valued at 0.86, compared to the broader market0.501.001.502.000.861.03
The chart of Calmar ratio for CMPS, currently valued at -0.62, compared to the broader market0.002.004.006.00-0.62-0.20
The chart of Martin ratio for CMPS, currently valued at -1.30, compared to the broader market-10.000.0010.0020.0030.00-1.30-0.47
CMPS
ATAI

The current CMPS Sharpe Ratio is -0.79, which is lower than the ATAI Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of CMPS and ATAI, 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-1.00-0.500.000.50AugustSeptemberOctoberNovemberDecember2025
-0.79
-0.23
CMPS
ATAI

Dividends

CMPS vs. ATAI - Dividend Comparison

Neither CMPS nor ATAI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CMPS vs. ATAI - Drawdown Comparison

The maximum CMPS drawdown since its inception was -94.32%, roughly equal to the maximum ATAI drawdown of -94.77%. Use the drawdown chart below to compare losses from any high point for CMPS and ATAI. For additional features, visit the drawdowns tool.


-94.00%-92.00%-90.00%-88.00%-86.00%-84.00%AugustSeptemberOctoberNovemberDecember2025
-92.87%
-92.66%
CMPS
ATAI

Volatility

CMPS vs. ATAI - Volatility Comparison

The current volatility for COMPASS Pathways plc (CMPS) is 26.73%, while Atai Life Sciences N.V. (ATAI) has a volatility of 30.86%. 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.


10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
26.73%
30.86%
CMPS
ATAI

Financials

CMPS vs. ATAI - Financials Comparison

This section allows you to compare key financial metrics between COMPASS Pathways plc and Atai Life Sciences N.V.. 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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