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

Correlation

The correlation between CMPS and ATAI is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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.

Loading data...

Key characteristics

Sharpe Ratio

CMPS:

-0.60

ATAI:

0.42

Sortino Ratio

CMPS:

-0.58

ATAI:

1.32

Omega Ratio

CMPS:

0.93

ATAI:

1.15

Calmar Ratio

CMPS:

-0.46

ATAI:

0.41

Martin Ratio

CMPS:

-1.10

ATAI:

1.39

Ulcer Index

CMPS:

39.92%

ATAI:

28.10%

Daily Std Dev

CMPS:

73.36%

ATAI:

90.17%

Max Drawdown

CMPS:

-95.51%

ATAI:

-94.77%

Current Drawdown

CMPS:

-92.97%

ATAI:

-88.39%

Fundamentals

Market Cap

CMPS:

$389.22M

ATAI:

$465.79M

EPS

CMPS:

-$1.99

ATAI:

-$0.91

PS Ratio

CMPS:

0.00

ATAI:

250.02

PB Ratio

CMPS:

1.99

ATAI:

3.04

Total Revenue (TTM)

CMPS:

$0.00

ATAI:

$1.86M

Gross Profit (TTM)

CMPS:

-$63.07K

ATAI:

$1.64M

EBITDA (TTM)

CMPS:

-$171.93M

ATAI:

-$145.32M

Returns By Period

In the year-to-date period, CMPS achieves a 10.05% return, which is significantly lower than ATAI's 73.68% return.


CMPS

YTD

10.05%

1M

1.46%

6M

-9.47%

1Y

-43.63%

3Y*

-22.94%

5Y*

N/A

10Y*

N/A

ATAI

YTD

73.68%

1M

57.14%

6M

29.78%

1Y

47.13%

3Y*

-16.59%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


COMPASS Pathways plc

Atai Life Sciences N.V.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 2020
Overall Rank
The Sharpe Ratio Rank of CMPS is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of CMPS is 2020
Sortino Ratio Rank
The Omega Ratio Rank of CMPS is 2121
Omega Ratio Rank
The Calmar Ratio Rank of CMPS is 2121
Calmar Ratio Rank
The Martin Ratio Rank of CMPS is 2222
Martin Ratio Rank

ATAI
The Risk-Adjusted Performance Rank of ATAI is 6868
Overall Rank
The Sharpe Ratio Rank of ATAI is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ATAI is 7373
Sortino Ratio Rank
The Omega Ratio Rank of ATAI is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ATAI is 6969
Calmar Ratio Rank
The Martin Ratio Rank of ATAI is 6767
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.


The current CMPS Sharpe Ratio is -0.60, which is lower than the ATAI Sharpe Ratio of 0.42. 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.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 -95.51%, 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.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CMPS vs. ATAI - Volatility Comparison

The current volatility for COMPASS Pathways plc (CMPS) is 19.21%, while Atai Life Sciences N.V. (ATAI) has a volatility of 23.96%. 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.


Loading data...

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


0.005.00M10.00M15.00M20.00M202120222023202420250
1.56M
(CMPS) Total Revenue
(ATAI) Total Revenue
Values in USD except per share items