CMPS vs. PSILX

Last updated Jun 16, 2026

CMPS (COMPASS Pathways plc) is a stock, while PSILX (T. Rowe Price Spectrum International Equity Fund) is Foreign Large Cap Equities fund managed by T. Rowe Price. Over the past 5 years, CMPS returned -20.57%/yr vs 6.27%/yr for PSILX. At a 0.33 correlation, their price movements are largely independent.

Performance

CMPS vs. PSILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in COMPASS Pathways plc (CMPS) and T. Rowe Price Spectrum International Equity Fund (PSILX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CMPS achieves a 70.87% return, which is significantly higher than PSILX's 12.26% return.

CMPS

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

PSILX

• 1D: 0.46%
• 1M: 3.76%
• YTD: 12.26%
• 6M: 14.02%
• 1Y: 27.05%
• 3Y*: 16.34%
• 5Y*: 6.27%
• 10Y*: 8.88%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CMPS vs. PSILX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
CMPS COMPASS Pathways plc	70.87%	82.54%	-56.80%	8.97%	-63.67%	-53.61%	103.59%
PSILX T. Rowe Price Spectrum International Equity Fund	12.26%	30.30%	4.28%	13.83%	-18.04%	5.00%	14.19%

Correlation

The correlation between CMPS and PSILX is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (All Time) Calculated using the full available price history since Sep 18, 2020	0.33

Return for Risk

CMPS vs. PSILX — Risk / Return Rank

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

CMPS

CMPS Risk / Return Rank: 85
CMPS Sharpe Ratio Rank: 85
CMPS Sortino Ratio Rank: 82
CMPS Omega Ratio Rank: 87
CMPS Calmar Ratio Rank: 85
CMPS Martin Ratio Rank: 88

PSILX

PSILX Risk / Return Rank: 40
PSILX Sharpe Ratio Rank: 40
PSILX Sortino Ratio Rank: 39
PSILX Omega Ratio Rank: 43
PSILX Calmar Ratio Rank: 37
PSILX Martin Ratio Rank: 40

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. PSILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for COMPASS Pathways plc (CMPS) and T. Rowe Price Spectrum International Equity Fund (PSILX). 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	PSILX	Difference
Sharpe ratio: Return per unit of total volatility	1.64	1.59	+0.05
Sortino ratio: Return per unit of downside risk	2.36	2.25	+0.12
Omega ratio: Gain probability vs. loss probability	1.36	1.30	+0.05
Calmar ratio: Return relative to maximum drawdown	3.32	2.04	+1.28
Martin ratio: Return relative to average drawdown	9.89	7.72	+2.18

CMPS vs. PSILX - Sharpe Ratio Comparison

The current CMPS Sharpe Ratio is 1.64, which is comparable to the PSILX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of CMPS and PSILX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CMPS vs. PSILX - Drawdown Comparison

The maximum CMPS drawdown since its inception was -96.03%, which is greater than PSILX's maximum drawdown of -61.38%. Use the drawdown chart below to compare losses from any high point for CMPS and PSILX.

Drawdown Indicators

	CMPS	PSILX	Difference
Max Drawdown Largest peak-to-trough decline	-96.03%	-61.38%	-34.65%
Max Drawdown (1Y) Largest decline over 1 year	-51.04%	-12.72%	-38.32%
Max Drawdown (3Y) Largest decline over 3 years	-81.00%	-13.70%	-67.30%
Max Drawdown (5Y) Largest decline over 5 years	-95.20%	-33.13%	-62.07%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.33%	—
Current Drawdown Current decline from peak	-80.08%	-1.66%	-78.42%
Average Drawdown Average peak-to-trough decline	-74.10%	-14.05%	-60.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.11%	3.32%	+13.79%

Volatility

CMPS vs. PSILX - Volatility Comparison

COMPASS Pathways plc (CMPS) has a higher volatility of 23.18% compared to T. Rowe Price Spectrum International Equity Fund (PSILX) at 6.70%. This indicates that CMPS's price experiences larger fluctuations and is considered to be riskier than PSILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CMPS	PSILX	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.18%	6.70%	+16.48%
Volatility (6M) Calculated over the trailing 6-month period	68.01%	14.03%	+53.98%
Volatility (1Y) Calculated over the trailing 1-year period	103.69%	16.33%	+87.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	79.98%	15.94%	+64.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	82.30%	16.28%	+66.02%

Dividends

CMPS vs. PSILX - Dividend Comparison

CMPS has not paid dividends to shareholders, while PSILX's dividend yield for the trailing twelve months is around 4.83%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CMPS COMPASS Pathways plc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PSILX T. Rowe Price Spectrum International Equity Fund	4.83%	5.42%	2.04%	1.88%	6.67%	3.49%	0.88%	3.49%	6.69%	0.58%	0.17%	0.08%

Frequently Asked Questions

Can I hold both CMPS and PSILX in my portfolio?

CMPS and PSILX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CMPS or PSILX?

CMPS has higher volatility (23.18%) compared to PSILX (6.70%). In terms of maximum drawdown, CMPS dropped -96.03% vs PSILX's -61.38%.

Which has better risk-adjusted returns?

CMPS currently has the higher Sharpe Ratio (1.64 vs 1.59), 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.