CMPS vs. SGVT

Last updated Jun 16, 2026

CMPS (COMPASS Pathways plc) is a stock, while SGVT (Schwab Government Money Market ETF) is Money Market fund actively managed by Charles Schwab. Over the past year, CMPS returned 168.56% vs 3.74% for SGVT. At a correlation of -0.00, they often move in opposite directions.

Performance

CMPS vs. SGVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in COMPASS Pathways plc (CMPS) and Schwab Government Money Market ETF (SGVT). 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 SGVT's 1.51% return.

CMPS

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

SGVT

• 1D: -0.01%
• 1M: 0.26%
• YTD: 1.51%
• 6M: 1.68%
• 1Y: 3.74%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CMPS vs. SGVT - Yearly Performance Comparison

	2026 (YTD)	2025
CMPS COMPASS Pathways plc	70.87%	50.33%
SGVT Schwab Government Money Market ETF	1.51%	2.22%

Correlation

The correlation between CMPS and SGVT is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.00
Correlation (All Time) Calculated using the full available price history since Jun 12, 2025	-0.00

Return for Risk

CMPS vs. SGVT — 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

SGVT

SGVT Risk / Return Rank: 100
SGVT Sharpe Ratio Rank: 100
SGVT Sortino Ratio Rank: 100
SGVT Omega Ratio Rank: 100
SGVT Calmar Ratio Rank: 100
SGVT Martin Ratio Rank: 100

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. SGVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for COMPASS Pathways plc (CMPS) and Schwab Government Money Market ETF (SGVT). 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	SGVT	Difference
Sharpe ratio: Return per unit of total volatility	1.64	18.33	-16.69
Sortino ratio: Return per unit of downside risk	2.36	100.91	-98.55
Omega ratio: Gain probability vs. loss probability	1.36	36.10	-34.75
Calmar ratio: Return relative to maximum drawdown	3.32	138.97	-135.65
Martin ratio: Return relative to average drawdown	9.89	1,477.41	-1,467.52

CMPS vs. SGVT - Sharpe Ratio Comparison

The current CMPS Sharpe Ratio is 1.64, which is lower than the SGVT Sharpe Ratio of 18.33. The chart below compares the historical Sharpe Ratios of CMPS and SGVT, 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. SGVT - Drawdown Comparison

The maximum CMPS drawdown since its inception was -96.03%, which is greater than SGVT's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for CMPS and SGVT.

Drawdown Indicators

	CMPS	SGVT	Difference
Max Drawdown Largest peak-to-trough decline	-96.03%	-0.03%	-96.00%
Max Drawdown (1Y) Largest decline over 1 year	-51.04%	-0.03%	-51.01%
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%	-0.01%	-80.07%
Average Drawdown Average peak-to-trough decline	-74.10%	-0.00%	-74.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.11%	0.00%	+17.11%

Volatility

CMPS vs. SGVT - Volatility Comparison

COMPASS Pathways plc (CMPS) has a higher volatility of 23.18% compared to Schwab Government Money Market ETF (SGVT) at 0.07%. This indicates that CMPS's price experiences larger fluctuations and is considered to be riskier than SGVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CMPS	SGVT	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.18%	0.07%	+23.11%
Volatility (6M) Calculated over the trailing 6-month period	68.01%	0.13%	+67.88%
Volatility (1Y) Calculated over the trailing 1-year period	103.69%	0.21%	+103.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	79.98%	0.21%	+79.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	82.30%	0.21%	+82.09%

Dividends

CMPS vs. SGVT - Dividend Comparison

CMPS has not paid dividends to shareholders, while SGVT's dividend yield for the trailing twelve months is around 3.12%.

Position	TTM	2025
CMPS COMPASS Pathways plc	0.00%	0.00%
SGVT Schwab Government Money Market ETF	3.12%	1.73%

Frequently Asked Questions

Can I hold both CMPS and SGVT in my portfolio?

CMPS and SGVT have a correlation of -0.00, 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 SGVT?

CMPS has higher volatility (23.18%) compared to SGVT (0.07%). In terms of maximum drawdown, CMPS dropped -96.03% vs SGVT's -0.03%.

Which has better risk-adjusted returns?

SGVT currently has the higher Sharpe Ratio (18.33 vs 1.64), 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.