CMPS vs. VYGR
CMPS (COMPASS Pathways plc) and VYGR (Voyager Therapeutics, Inc.) are both stocks. Both are in the Healthcare sector — CMPS in Medical Care Facilities, VYGR in Biotechnology. Over the past 5 years, CMPS returned -20.57%/yr vs -5.51%/yr for VYGR. At a 0.37 correlation, their price movements are largely independent.
Performance
CMPS vs. VYGR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CMPS achieves a 70.87% return, which is significantly higher than VYGR's -7.63% return.
CMPS
- 1D
- -2.40%
- 1M
- 13.69%
- YTD
- 70.87%
- 6M
- 78.91%
- 1Y
- 168.56%
- 3Y*
- 15.31%
- 5Y*
- -20.57%
- 10Y*
- —
VYGR
- 1D
- 3.71%
- 1M
- -3.59%
- YTD
- -7.63%
- 6M
- -16.74%
- 1Y
- 10.00%
- 3Y*
- -34.59%
- 5Y*
- -5.51%
- 10Y*
- -12.79%
CMPS vs. VYGR - 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% |
VYGR Voyager Therapeutics, Inc. | -7.63% | -30.69% | -32.82% | 38.36% | 125.09% | -62.10% | -33.30% |
Correlation
The correlation between CMPS and VYGR is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2020 | 0.37 |
Fundamentals
CMPS:
$1.54B
VYGR:
$215.97M
CMPS:
-$1.73
VYGR:
-$1.98
CMPS:
4.70
VYGR:
1.24
CMPS:
$0.00
VYGR:
$36.49M
CMPS:
$0.00
VYGR:
$33.90M
CMPS:
-$312.16M
VYGR:
-$91.32M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CMPS vs. VYGR — Risk / Return Rank
CMPS
VYGR
CMPS vs. VYGR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for COMPASS Pathways plc (CMPS) and Voyager Therapeutics, Inc. (VYGR). 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 | VYGR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.48 | ||
| Sortino ratioReturn per unit of downside risk | +1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.08 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 3.32 | 0.27 | +3.06 |
| Martin ratioReturn relative to average drawdown | 9.89 | 0.48 | +9.42 |
Loading charts...
Drawdowns
CMPS vs. VYGR - Drawdown Comparison
The maximum CMPS drawdown since its inception was -96.03%, roughly equal to the maximum VYGR drawdown of -92.11%. Use the drawdown chart below to compare losses from any high point for CMPS and VYGR.
Loading charts...
Drawdown Indicators
| CMPS | VYGR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.03% | -92.11% | -3.92% |
Max Drawdown (1Y)Largest decline over 1 year | -51.04% | -37.71% | -13.33% |
Max Drawdown (3Y)Largest decline over 3 years | -81.00% | -80.49% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -95.20% | -80.49% | -14.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -92.11% | — |
Current DrawdownCurrent decline from peak | -80.08% | -88.41% | +8.33% |
Average DrawdownAverage peak-to-trough decline | -74.10% | -66.91% | -7.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.11% | 21.10% | -3.99% |
Volatility
CMPS vs. VYGR - Volatility Comparison
COMPASS Pathways plc (CMPS) has a higher volatility of 23.18% compared to Voyager Therapeutics, Inc. (VYGR) at 19.66%. This indicates that CMPS's price experiences larger fluctuations and is considered to be riskier than VYGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CMPS | VYGR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.18% | 19.66% | +3.52% |
Volatility (6M)Calculated over the trailing 6-month period | 68.01% | 43.72% | +24.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 103.69% | 65.19% | +38.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 79.98% | 80.85% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.30% | 75.87% | +6.43% |
Dividends
CMPS vs. VYGR - Dividend Comparison
Neither CMPS nor VYGR has paid dividends to shareholders.
Financials
CMPS vs. VYGR - Financials Comparison
This section allows you to compare key financial metrics between COMPASS Pathways plc and Voyager Therapeutics, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CMPS and VYGR have a correlation of 0.31, 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 VYGR (19.66%). In terms of maximum drawdown, CMPS dropped -96.03% vs VYGR's -92.11%.
CMPS currently has the higher Sharpe Ratio (1.64 vs 0.15), 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.
Find the right allocation for CMPS and VYGR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer