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CMPS vs. MSTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMPS vs. MSTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in COMPASS Pathways plc (CMPS) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CMPS achieves a 70.87% return, which is significantly higher than MSTY's -12.23% return.


CMPS

1D
-2.40%
1M
13.69%
YTD
70.87%
6M
78.91%
1Y
168.56%
3Y*
15.31%
5Y*
-20.57%
10Y*

MSTY

1D
4.50%
1M
-23.91%
YTD
-12.23%
6M
-15.80%
1Y
-60.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMPS vs. MSTY - Yearly Performance Comparison


2026 (YTD)20252024
CMPS
COMPASS Pathways plc
70.87%82.54%-61.90%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-12.23%-42.71%212.16%

Correlation

The correlation between CMPS and MSTY is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2024

0.27

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Return for Risk

CMPS vs. MSTY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CMPS
CMPS Risk / Return Rank: 8585
Overall Rank
CMPS Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
CMPS Sortino Ratio Rank: 8282
Sortino Ratio Rank
CMPS Omega Ratio Rank: 8787
Omega Ratio Rank
CMPS Calmar Ratio Rank: 8585
Calmar Ratio Rank
CMPS Martin Ratio Rank: 8888
Martin Ratio Rank

MSTY
MSTY Risk / Return Rank: 22
Overall Rank
MSTY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MSTY Sortino Ratio Rank: 11
Sortino Ratio Rank
MSTY Omega Ratio Rank: 11
Omega Ratio Rank
MSTY Calmar Ratio Rank: 22
Calmar Ratio Rank
MSTY Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CMPS vs. MSTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for COMPASS Pathways plc (CMPS) and YieldMax™ MSTR Option Income Strategy ETF (MSTY). 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.


CMPSMSTYDifference
Sharpe ratioReturn per unit of total volatility

+2.63

Sortino ratioReturn per unit of downside risk

+4.00

Omega ratioGain probability vs. loss probability

1.36

0.82

+0.54

Calmar ratioReturn relative to maximum drawdown

3.32

-0.84

+4.17

Martin ratioReturn relative to average drawdown

9.89

-1.25

+11.14

CMPS vs. MSTY - Sharpe Ratio Comparison

The current CMPS Sharpe Ratio is 1.64, which is higher than the MSTY Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of CMPS and MSTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CMPS vs. MSTY - Drawdown Comparison

The maximum CMPS drawdown since its inception was -96.03%, which is greater than MSTY's maximum drawdown of -71.79%. Use the drawdown chart below to compare losses from any high point for CMPS and MSTY.


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Drawdown Indicators


CMPSMSTYDifference

Max Drawdown

Largest peak-to-trough decline

-96.03%

-71.79%

-24.24%

Max Drawdown (1Y)

Largest decline over 1 year

-51.04%

-71.79%

+20.75%

Max Drawdown (3Y)

Largest decline over 3 years

-81.00%

Max Drawdown (5Y)

Largest decline over 5 years

-95.20%

Current Drawdown

Current decline from peak

-80.08%

-65.49%

-14.59%

Average Drawdown

Average peak-to-trough decline

-74.10%

-26.61%

-47.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.11%

48.38%

-31.27%

Volatility

CMPS vs. MSTY - Volatility Comparison

COMPASS Pathways plc (CMPS) has a higher volatility of 23.18% compared to YieldMax™ MSTR Option Income Strategy ETF (MSTY) at 19.30%. This indicates that CMPS's price experiences larger fluctuations and is considered to be riskier than MSTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMPSMSTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.18%

19.30%

+3.88%

Volatility (6M)

Calculated over the trailing 6-month period

68.01%

49.85%

+18.16%

Volatility (1Y)

Calculated over the trailing 1-year period

103.69%

61.63%

+42.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.98%

71.87%

+8.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.30%

71.87%

+10.43%

Dividends

CMPS vs. MSTY - Dividend Comparison

CMPS has not paid dividends to shareholders, while MSTY's dividend yield for the trailing twelve months is around 230.78%.


PositionTTM20252024
CMPS
COMPASS Pathways plc
0.00%0.00%0.00%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
230.78%294.61%104.56%

Frequently Asked Questions


CMPS and MSTY have a correlation of 0.22, 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 MSTY (19.30%). In terms of maximum drawdown, CMPS dropped -96.03% vs MSTY's -71.79%.

CMPS currently has the higher Sharpe Ratio (1.64 vs -0.99), 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.

Portfolio Optimizer

Find the right allocation for CMPS and MSTY

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