CMPS vs. ATAI

Last updated Apr 2, 2026

Compare and contrast key facts about COMPASS Pathways plc (CMPS) and Atai Life Sciences N.V. (ATAI).

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.

CMPS vs. ATAI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
CMPS COMPASS Pathways plc	-18.55%	82.54%	-56.80%	8.97%	-63.67%	-39.19%
ATAI Atai Life Sciences N.V.	-9.54%	207.52%	-5.67%	-46.99%	-65.14%	-60.77%

Fundamentals

Market Cap CMPS : $526.24M ATAI : $1.16B
EPS CMPS : -$3.06 ATAI : -$2.72
Total Revenue (TTM) CMPS : $0.00 ATAI : $4.09M
Gross Profit (TTM) CMPS : $0.00 ATAI : $3.08M
EBITDA (TTM) CMPS : -$236.09M ATAI : -$113.05M

Returns By Period

In the year-to-date period, CMPS achieves a -18.55% return, which is significantly lower than ATAI's -9.54% return.

CMPS

• 1D: 1.63%
• 1M: -19.94%
• YTD: -18.55%
• 6M: -2.60%
• 1Y: 101.43%
• 3Y*: -17.28%
• 5Y*: -31.59%
• 10Y*: —

ATAI

• 1D: 4.52%
• 1M: 0.54%
• YTD: -9.54%
• 6M: -28.85%
• 1Y: 198.39%
• 3Y*: 26.91%
• 5Y*: —
• 10Y*: —

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

Return for Risk

CMPS vs. ATAI — Risk / Return Rank

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

CMPS

CMPS Risk / Return Rank: 77
CMPS Sharpe Ratio Rank: 76
CMPS Sortino Ratio Rank: 73
CMPS Omega Ratio Rank: 79
CMPS Calmar Ratio Rank: 75
CMPS Martin Ratio Rank: 80

ATAI

ATAI Risk / Return Rank: 88
ATAI Sharpe Ratio Rank: 93
ATAI Sortino Ratio Rank: 91
ATAI Omega Ratio Rank: 87
ATAI Calmar Ratio Rank: 88
ATAI Martin Ratio Rank: 82

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.

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.

	CMPS	ATAI	Difference
Sharpe ratio Return per unit of total volatility	1.09	2.35	-1.26
Sortino ratio Return per unit of downside risk	1.81	2.97	-1.16
Omega ratio Gain probability vs. loss probability	1.28	1.36	-0.08
Calmar ratio Return relative to maximum drawdown	1.89	3.58	-1.69
Martin ratio Return relative to average drawdown	6.13	6.67	-0.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CMPS vs. ATAI - Sharpe Ratio Comparison

The current CMPS Sharpe Ratio is 1.09, which is lower than the ATAI Sharpe Ratio of 2.35. 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.

Sharpe Ratios by Period

	CMPS	ATAI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.09	2.35	-1.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.41	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.32	-0.35	+0.03

Correlation

The correlation between CMPS and ATAI is 0.51, 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.

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 -96.03%, 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.

Drawdown Indicators

	CMPS	ATAI	Difference
Max Drawdown Largest peak-to-trough decline	-96.03%	-94.77%	-1.26%
Max Drawdown (1Y) Largest decline over 1 year	-51.04%	-48.06%	-2.98%
Max Drawdown (5Y) Largest decline over 5 years	-95.20%	—	—
Current Drawdown Current decline from peak	-90.51%	-81.40%	-9.11%
Average Drawdown Average peak-to-trough decline	-73.80%	-79.80%	+6.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.75%	25.79%	-10.04%

Volatility

CMPS vs. ATAI - Volatility Comparison

The current volatility for COMPASS Pathways plc (CMPS) is 19.59%, while Atai Life Sciences N.V. (ATAI) has a volatility of 21.20%. 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	19.59%	21.20%	-1.61%
Volatility (6M) Calculated over the trailing 6-month period	58.45%	53.28%	+5.17%
Volatility (1Y) Calculated over the trailing 1-year period	93.48%	85.32%	+8.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	76.89%	84.10%	-7.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	79.71%	84.10%	-4.39%

Financials