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CMPX vs. CTMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CMPX vs. CTMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Compass Therapeutics Inc. (CMPX) and CytomX Therapeutics, Inc. (CTMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CMPX achieves a -60.89% return, which is significantly lower than CTMX's -24.41% return.


CMPX

1D
0.96%
1M
8.25%
YTD
-60.89%
6M
-60.23%
1Y
-1.87%
3Y*
-10.66%
5Y*
-17.21%
10Y*

CTMX

1D
1.90%
1M
-22.97%
YTD
-24.41%
6M
-19.50%
1Y
21.51%
3Y*
23.01%
5Y*
-13.81%
10Y*
-11.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMPX vs. CTMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CMPX
Compass Therapeutics Inc.
-60.89%270.34%-7.05%-68.99%58.68%-62.71%
CTMX
CytomX Therapeutics, Inc.
-24.41%313.59%-33.55%-3.13%-63.05%-48.33%

Correlation

The correlation between CMPX and CTMX is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2021

0.20

Fundamentals

Market Cap

CMPX:

$391.44M

CTMX:

$570.82M

EPS

CMPX:

-$0.42

CTMX:

-$0.37

PB Ratio

CMPX:

2.10

CTMX:

1.78

Total Revenue (TTM)

CMPX:

$0.00

CTMX:

$35.54M

Gross Profit (TTM)

CMPX:

-$370.00K

CTMX:

$24.77M

EBITDA (TTM)

CMPX:

-$72.86M

CTMX:

-$62.07M

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Return for Risk

CMPX vs. CTMX — Risk / Return Rank

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

CMPX
CMPX Risk / Return Rank: 4545
Overall Rank
CMPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
CMPX Sortino Ratio Rank: 4949
Sortino Ratio Rank
CMPX Omega Ratio Rank: 5757
Omega Ratio Rank
CMPX Calmar Ratio Rank: 4040
Calmar Ratio Rank
CMPX Martin Ratio Rank: 3939
Martin Ratio Rank

CTMX
CTMX Risk / Return Rank: 5252
Overall Rank
CTMX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
CTMX Sortino Ratio Rank: 5656
Sortino Ratio Rank
CTMX Omega Ratio Rank: 5555
Omega Ratio Rank
CTMX Calmar Ratio Rank: 5050
Calmar Ratio Rank
CTMX Martin Ratio Rank: 5151
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.

CMPX vs. CTMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Compass Therapeutics Inc. (CMPX) and CytomX Therapeutics, Inc. (CTMX). 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.


CMPXCTMXDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.15

1.14

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.03

0.41

-0.43

Martin ratioReturn relative to average drawdown

-0.07

0.91

-0.98

CMPX vs. CTMX - Sharpe Ratio Comparison

The current CMPX Sharpe Ratio is -0.02, which is lower than the CTMX Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of CMPX and CTMX, 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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Sharpe Ratios by Period


CMPXCTMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

0.22

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

-0.10

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.27

-0.11

-0.16

Drawdowns

CMPX vs. CTMX - Drawdown Comparison

The maximum CMPX drawdown since its inception was -90.91%, smaller than the maximum CTMX drawdown of -98.74%. Use the drawdown chart below to compare losses from any high point for CMPX and CTMX.


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Drawdown Indicators


CMPXCTMXDifference

Max Drawdown

Largest peak-to-trough decline

-90.91%

-98.74%

+7.83%

Max Drawdown (1Y)

Largest decline over 1 year

-75.04%

-53.19%

-21.85%

Max Drawdown (3Y)

Largest decline over 3 years

-76.47%

-91.59%

+15.12%

Max Drawdown (5Y)

Largest decline over 5 years

-85.53%

-94.16%

+8.63%

Max Drawdown (10Y)

Largest decline over 10 years

-98.74%

Current Drawdown

Current decline from peak

-76.14%

-90.59%

+14.45%

Average Drawdown

Average peak-to-trough decline

-65.74%

-70.69%

+4.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.45%

23.71%

+1.74%

Volatility

CMPX vs. CTMX - Volatility Comparison

Compass Therapeutics Inc. (CMPX) has a higher volatility of 19.17% compared to CytomX Therapeutics, Inc. (CTMX) at 13.80%. This indicates that CMPX's price experiences larger fluctuations and is considered to be riskier than CTMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMPXCTMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.17%

13.80%

+5.37%

Volatility (6M)

Calculated over the trailing 6-month period

112.72%

68.42%

+44.30%

Volatility (1Y)

Calculated over the trailing 1-year period

94.04%

96.69%

-2.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

87.05%

141.79%

-54.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

88.40%

111.36%

-22.96%

Dividends

CMPX vs. CTMX - Dividend Comparison

Neither CMPX nor CTMX has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

CMPX vs. CTMX - Financials Comparison

This section allows you to compare key financial metrics between Compass Therapeutics Inc. and CytomX 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00M20.00M30.00M40.00M50.00M202220232024202520260
10.26M
(CMPX) Total Revenue
(CTMX) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CMPX and CTMX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CMPX has higher volatility (19.17%) compared to CTMX (13.80%). In terms of maximum drawdown, CMPX dropped -90.91% vs CTMX's -98.74%.

CTMX currently has the higher Sharpe Ratio (0.22 vs -0.02), 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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