CMPS vs. MRNY
CMPS (COMPASS Pathways plc) is a stock, while MRNY (YieldMax MRNA Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, CMPS returned 168.56% vs 53.54% for MRNY. At a 0.32 correlation, their price movements are largely independent.
Performance
CMPS vs. MRNY - Performance Comparison
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Returns By Period
In the year-to-date period, CMPS achieves a 70.87% return, which is significantly higher than MRNY's 56.58% return.
CMPS
- 1D
- -2.40%
- 1M
- 13.69%
- YTD
- 70.87%
- 6M
- 78.91%
- 1Y
- 168.56%
- 3Y*
- 15.31%
- 5Y*
- -20.57%
- 10Y*
- —
MRNY
- 1D
- 2.91%
- 1M
- 5.64%
- YTD
- 56.58%
- 6M
- 51.42%
- 1Y
- 53.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CMPS vs. MRNY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CMPS COMPASS Pathways plc | 70.87% | 82.54% | -56.80% | 57.94% |
MRNY YieldMax MRNA Option Income Strategy ETF | 56.58% | -35.72% | -59.32% | 18.27% |
Correlation
The correlation between CMPS and MRNY is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2023 | 0.32 |
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Return for Risk
CMPS vs. MRNY — Risk / Return Rank
CMPS
MRNY
CMPS vs. MRNY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for COMPASS Pathways plc (CMPS) and YieldMax MRNA Option Income Strategy ETF (MRNY). 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 | MRNY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.21 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.32 | 1.71 | +1.62 |
| Martin ratioReturn relative to average drawdown | 9.89 | 3.30 | +6.59 |
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Drawdowns
CMPS vs. MRNY - Drawdown Comparison
The maximum CMPS drawdown since its inception was -96.03%, which is greater than MRNY's maximum drawdown of -82.15%. Use the drawdown chart below to compare losses from any high point for CMPS and MRNY.
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Drawdown Indicators
| CMPS | MRNY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.03% | -82.15% | -13.88% |
Max Drawdown (1Y)Largest decline over 1 year | -51.04% | -31.53% | -19.51% |
Max Drawdown (3Y)Largest decline over 3 years | -81.00% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -95.20% | — | — |
Current DrawdownCurrent decline from peak | -80.08% | -67.04% | -13.04% |
Average DrawdownAverage peak-to-trough decline | -74.10% | -52.78% | -21.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.11% | 16.25% | +0.86% |
Volatility
CMPS vs. MRNY - Volatility Comparison
COMPASS Pathways plc (CMPS) has a higher volatility of 23.18% compared to YieldMax MRNA Option Income Strategy ETF (MRNY) at 12.97%. This indicates that CMPS's price experiences larger fluctuations and is considered to be riskier than MRNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMPS | MRNY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.18% | 12.97% | +10.21% |
Volatility (6M)Calculated over the trailing 6-month period | 68.01% | 37.72% | +30.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 103.69% | 49.94% | +53.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 79.98% | 50.72% | +29.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.30% | 50.72% | +31.58% |
Dividends
CMPS vs. MRNY - Dividend Comparison
CMPS has not paid dividends to shareholders, while MRNY's dividend yield for the trailing twelve months is around 102.17%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CMPS COMPASS Pathways plc | 0.00% | 0.00% | 0.00% | 0.00% |
MRNY YieldMax MRNA Option Income Strategy ETF | 102.17% | 145.98% | 178.49% | 1.75% |
Frequently Asked Questions
CMPS and MRNY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMPS has higher volatility (23.18%) compared to MRNY (12.97%). In terms of maximum drawdown, CMPS dropped -96.03% vs MRNY's -82.15%.
CMPS currently has the higher Sharpe Ratio (1.64 vs 1.08), 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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