CMPS vs. FMED
CMPS (COMPASS Pathways plc) is a stock, while FMED (Fidelity Disruptive Medicine ETF) is Health & Biotech Equities fund actively managed by Fidelity. Over the past 3 years, CMPS returned 17.13%/yr vs 1.62%/yr for FMED. At a 0.41 correlation, their price movements are largely independent.
Performance
CMPS vs. FMED - 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 FMED's -3.44% return.
CMPS
- 1D
- 0.80%
- 1M
- 6.94%
- YTD
- 83.04%
- 6M
- 93.42%
- 1Y
- 172.79%
- 3Y*
- 17.13%
- 5Y*
- -17.69%
- 10Y*
- —
FMED
- 1D
- 0.07%
- 1M
- 5.53%
- YTD
- -3.44%
- 6M
- -5.57%
- 1Y
- 12.20%
- 3Y*
- 1.62%
- 5Y*
- —
- 10Y*
- —
CMPS vs. FMED - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CMPS COMPASS Pathways plc | 83.04% | 82.54% | -56.80% | 11.61% |
FMED Fidelity Disruptive Medicine ETF | -3.44% | 9.69% | 2.29% | -3.59% |
Correlation
The correlation between CMPS and FMED is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2023 | 0.41 |
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Return for Risk
CMPS vs. FMED — Risk / Return Rank
CMPS
FMED
CMPS vs. FMED - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for COMPASS Pathways plc (CMPS) and Fidelity Disruptive Medicine ETF (FMED). 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 | FMED | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.05 | ||
| Sortino ratioReturn per unit of downside risk | +1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.12 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 4.55 | 0.67 | +3.88 |
| Martin ratioReturn relative to average drawdown | 12.02 | 1.46 | +10.56 |
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Drawdowns
CMPS vs. FMED - Drawdown Comparison
The maximum CMPS drawdown since its inception was -96.03%, which is greater than FMED's maximum drawdown of -21.84%. Use the drawdown chart below to compare losses from any high point for CMPS and FMED.
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Drawdown Indicators
| CMPS | FMED | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.03% | -21.84% | -74.19% |
Max Drawdown (1Y)Largest decline over 1 year | -38.22% | -18.33% | -19.89% |
Max Drawdown (3Y)Largest decline over 3 years | -81.00% | -21.84% | -59.16% |
Max Drawdown (5Y)Largest decline over 5 years | -95.20% | — | — |
Current DrawdownCurrent decline from peak | -78.67% | -9.41% | -69.26% |
Average DrawdownAverage peak-to-trough decline | -74.12% | -7.10% | -67.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.74% | 8.36% | +8.38% |
Volatility
CMPS vs. FMED - Volatility Comparison
COMPASS Pathways plc (CMPS) has a higher volatility of 22.02% compared to Fidelity Disruptive Medicine ETF (FMED) at 6.55%. This indicates that CMPS's price experiences larger fluctuations and is considered to be riskier than FMED based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMPS | FMED | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.02% | 6.55% | +15.47% |
Volatility (6M)Calculated over the trailing 6-month period | 67.98% | 15.01% | +52.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 103.39% | 19.29% | +84.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 80.05% | 18.54% | +61.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.24% | 18.54% | +63.70% |
Dividends
CMPS vs. FMED - Dividend Comparison
Neither CMPS nor FMED has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CMPS COMPASS Pathways plc | 0.00% | 0.00% | 0.00% |
FMED Fidelity Disruptive Medicine ETF | 0.00% | 0.00% | 0.46% |
Frequently Asked Questions
CMPS and FMED have a correlation of 0.39, 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 FMED (6.55%). In terms of maximum drawdown, CMPS dropped -96.03% vs FMED's -21.84%.
CMPS currently has the higher Sharpe Ratio (1.69 vs 0.64), 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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