PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CMPS vs. ATAI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CMPS and ATAI is 0.48, 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.

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-36.40%
-11.18%
CMPS
ATAI

Key characteristics

Sharpe Ratio

CMPS:

-0.66

ATAI:

-0.11

Sortino Ratio

CMPS:

-0.73

ATAI:

0.52

Omega Ratio

CMPS:

0.91

ATAI:

1.05

Calmar Ratio

CMPS:

-0.51

ATAI:

-0.10

Martin Ratio

CMPS:

-1.16

ATAI:

-0.25

Ulcer Index

CMPS:

40.64%

ATAI:

38.91%

Daily Std Dev

CMPS:

72.09%

ATAI:

88.50%

Max Drawdown

CMPS:

-93.38%

ATAI:

-94.77%

Current Drawdown

CMPS:

-93.29%

ATAI:

-94.02%

Fundamentals

Market Cap

CMPS:

$287.37M

ATAI:

$223.18M

EPS

CMPS:

-$2.18

ATAI:

-$0.80

Total Revenue (TTM)

CMPS:

$3.68M

ATAI:

$331.00K

Gross Profit (TTM)

CMPS:

$1.72M

ATAI:

$65.00K

EBITDA (TTM)

CMPS:

-$148.06M

ATAI:

-$124.71M

Returns By Period

In the year-to-date period, CMPS achieves a -54.63% return, which is significantly lower than ATAI's -15.60% return.


CMPS

YTD

-54.63%

1M

-14.81%

6M

-36.38%

1Y

-50.50%

5Y*

N/A

10Y*

N/A

ATAI

YTD

-15.60%

1M

-25.16%

6M

-11.19%

1Y

-8.46%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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 -0.66, compared to the broader market-4.00-2.000.002.00-0.66-0.11
The chart of Sortino ratio for CMPS, currently valued at -0.73, compared to the broader market-4.00-2.000.002.004.00-0.730.52
The chart of Omega ratio for CMPS, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.05
The chart of Calmar ratio for CMPS, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.51-0.10
The chart of Martin ratio for CMPS, currently valued at -1.16, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.16-0.25
CMPS
ATAI

The current CMPS Sharpe Ratio is -0.66, which is lower than the ATAI Sharpe Ratio of -0.11. 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-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.66
-0.11
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 -93.38%, 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%JulyAugustSeptemberOctoberNovemberDecember
-91.89%
-94.02%
CMPS
ATAI

Volatility

CMPS vs. ATAI - Volatility Comparison

COMPASS Pathways plc (CMPS) and Atai Life Sciences N.V. (ATAI) have volatilities of 19.69% and 19.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
19.69%
19.61%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab