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

Correlation

The correlation between CMPS and MNMD is 0.39, 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.


-0.50.00.51.00.4

Performance

CMPS vs. MNMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in COMPASS Pathways plc (CMPS) and Mind Medicine (MindMed) Inc. (MNMD). The values are adjusted to include any dividend payments, if applicable.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-50.00%
-25.64%
CMPS
MNMD

Key characteristics

Sharpe Ratio

CMPS:

-0.74

MNMD:

1.00

Sortino Ratio

CMPS:

-0.95

MNMD:

2.08

Omega Ratio

CMPS:

0.88

MNMD:

1.24

Calmar Ratio

CMPS:

-0.57

MNMD:

1.00

Martin Ratio

CMPS:

-1.20

MNMD:

2.78

Ulcer Index

CMPS:

44.71%

MNMD:

34.17%

Daily Std Dev

CMPS:

72.15%

MNMD:

94.70%

Max Drawdown

CMPS:

-94.32%

MNMD:

-96.96%

Current Drawdown

CMPS:

-93.70%

MNMD:

-90.04%

Fundamentals

Market Cap

CMPS:

$344.78M

MNMD:

$513.69M

EPS

CMPS:

-$2.18

MNMD:

-$1.67

Total Revenue (TTM)

CMPS:

$0.00

MNMD:

$0.00

Gross Profit (TTM)

CMPS:

-$124.04K

MNMD:

-$527.00K

EBITDA (TTM)

CMPS:

-$116.60M

MNMD:

-$71.78M

Returns By Period

In the year-to-date period, CMPS achieves a -1.32% return, which is significantly lower than MNMD's 0.65% return.


CMPS

YTD

-1.32%

1M

-7.90%

6M

-46.25%

1Y

-57.47%

5Y*

N/A

10Y*

N/A

MNMD

YTD

0.65%

1M

-1.06%

6M

-19.67%

1Y

86.30%

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.


Risk-Adjusted Performance

CMPS vs. MNMD — 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 1212
Overall Rank
The Sharpe Ratio Rank of CMPS is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of CMPS is 1111
Sortino Ratio Rank
The Omega Ratio Rank of CMPS is 1212
Omega Ratio Rank
The Calmar Ratio Rank of CMPS is 1313
Calmar Ratio Rank
The Martin Ratio Rank of CMPS is 1515
Martin Ratio Rank

MNMD
The Risk-Adjusted Performance Rank of MNMD is 7777
Overall Rank
The Sharpe Ratio Rank of MNMD is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of MNMD is 8181
Sortino Ratio Rank
The Omega Ratio Rank of MNMD is 7676
Omega Ratio Rank
The Calmar Ratio Rank of MNMD is 7979
Calmar Ratio Rank
The Martin Ratio Rank of MNMD is 7171
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. MNMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for COMPASS Pathways plc (CMPS) and Mind Medicine (MindMed) Inc. (MNMD). 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 -0.74, compared to the broader market-2.000.002.004.00-0.741.00
The chart of Sortino ratio for CMPS, currently valued at -0.95, compared to the broader market-4.00-2.000.002.004.006.00-0.952.08
The chart of Omega ratio for CMPS, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.24
The chart of Calmar ratio for CMPS, currently valued at -0.57, compared to the broader market0.002.004.006.00-0.571.00
The chart of Martin ratio for CMPS, currently valued at -1.20, compared to the broader market0.0010.0020.0030.00-1.202.78
CMPS
MNMD

The current CMPS Sharpe Ratio is -0.74, which is lower than the MNMD Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of CMPS and MNMD, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.74
1.00
CMPS
MNMD

Dividends

CMPS vs. MNMD - Dividend Comparison

Neither CMPS nor MNMD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CMPS vs. MNMD - Drawdown Comparison

The maximum CMPS drawdown since its inception was -94.32%, roughly equal to the maximum MNMD drawdown of -96.96%. Use the drawdown chart below to compare losses from any high point for CMPS and MNMD. For additional features, visit the drawdowns tool.


-94.00%-92.00%-90.00%-88.00%-86.00%AugustSeptemberOctoberNovemberDecember2025
-93.70%
-90.04%
CMPS
MNMD

Volatility

CMPS vs. MNMD - Volatility Comparison

COMPASS Pathways plc (CMPS) and Mind Medicine (MindMed) Inc. (MNMD) have volatilities of 26.55% and 27.51%, 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%AugustSeptemberOctoberNovemberDecember2025
26.55%
27.51%
CMPS
MNMD

Financials

CMPS vs. MNMD - Financials Comparison

This section allows you to compare key financial metrics between COMPASS Pathways plc and Mind Medicine (MindMed) 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.


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 © 2025 PortfoliosLab