CMPS vs. ENVB
CMPS (COMPASS Pathways plc) and ENVB (Enveric Biosciences Inc) are both stocks. Both are in the Healthcare sector — CMPS in Medical Care Facilities, ENVB in Biotechnology. Over the past 5 years, CMPS returned -17.69%/yr vs -85.35%/yr for ENVB. At a 0.19 correlation, their price movements are largely independent.
Performance
CMPS vs. ENVB - Performance Comparison
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Returns By Period
In the year-to-date period, CMPS achieves a 83.04% return, which is significantly higher than ENVB's -63.36% return.
CMPS
- 1D
- 0.80%
- 1M
- 6.94%
- YTD
- 83.04%
- 6M
- 93.42%
- 1Y
- 172.79%
- 3Y*
- 17.13%
- 5Y*
- -17.69%
- 10Y*
- —
ENVB
- 1D
- 3.91%
- 1M
- -39.82%
- YTD
- -63.36%
- 6M
- -74.62%
- 1Y
- -91.27%
- 3Y*
- -87.49%
- 5Y*
- -85.35%
- 10Y*
- -75.12%
CMPS vs. ENVB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CMPS COMPASS Pathways plc | 83.04% | 82.54% | -56.80% | 8.97% | -63.67% | -53.61% | 103.59% |
ENVB Enveric Biosciences Inc | -63.36% | -94.37% | -72.43% | -37.50% | -95.53% | -37.16% | 25.42% |
Correlation
The correlation between CMPS and ENVB is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2020 | 0.19 |
Fundamentals
CMPS:
$1.65B
ENVB:
$2.01M
CMPS:
-$1.73
ENVB:
-$10.60
CMPS:
5.04
ENVB:
0.40
CMPS:
$0.00
ENVB:
$0.00
CMPS:
$0.00
ENVB:
-$119.83K
CMPS:
-$312.16M
ENVB:
-$8.06M
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Return for Risk
CMPS vs. ENVB — Risk / Return Rank
CMPS
ENVB
CMPS vs. ENVB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for COMPASS Pathways plc (CMPS) and Enveric Biosciences Inc (ENVB). 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 | ENVB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.21 | ||
| Sortino ratioReturn per unit of downside risk | +3.55 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.85 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 4.55 | -0.99 | +5.53 |
| Martin ratioReturn relative to average drawdown | 12.02 | -1.35 | +13.37 |
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Drawdowns
CMPS vs. ENVB - Drawdown Comparison
The maximum CMPS drawdown since its inception was -96.03%, roughly equal to the maximum ENVB drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for CMPS and ENVB.
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Drawdown Indicators
| CMPS | ENVB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.03% | -100.00% | +3.97% |
Max Drawdown (1Y)Largest decline over 1 year | -38.22% | -92.64% | +54.42% |
Max Drawdown (3Y)Largest decline over 3 years | -81.00% | -99.81% | +18.81% |
Max Drawdown (5Y)Largest decline over 5 years | -95.20% | -100.00% | +4.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -100.00% | — |
Current DrawdownCurrent decline from peak | -78.67% | -100.00% | +21.33% |
Average DrawdownAverage peak-to-trough decline | -74.12% | -86.09% | +11.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.74% | 67.74% | -51.00% |
Volatility
CMPS vs. ENVB - Volatility Comparison
COMPASS Pathways plc (CMPS) and Enveric Biosciences Inc (ENVB) have volatilities of 22.02% and 21.79%, 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.
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Volatility by Period
| CMPS | ENVB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.02% | 21.79% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 67.98% | 105.79% | -37.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 103.39% | 175.18% | -71.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 80.05% | 156.06% | -76.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.24% | 164.57% | -82.33% |
Dividends
CMPS vs. ENVB - Dividend Comparison
Neither CMPS nor ENVB has paid dividends to shareholders.
Financials
CMPS vs. ENVB - Financials Comparison
This section allows you to compare key financial metrics between COMPASS Pathways plc and Enveric Biosciences Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CMPS and ENVB have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMPS has higher volatility (22.02%) compared to ENVB (21.79%). In terms of maximum drawdown, CMPS dropped -96.03% vs ENVB's -100.00%.
CMPS currently has the higher Sharpe Ratio (1.69 vs -0.52), 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.
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