CMPX vs. TSHA

Last updated Jun 4, 2026

CMPX (Compass Therapeutics Inc.) and TSHA (Taysha Gene Therapies, Inc.) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. Over the past 5 years, CMPX returned -17.21%/yr vs -24.30%/yr for TSHA. At a 0.23 correlation, their price movements are largely independent.

Performance

CMPX vs. TSHA - Performance Comparison

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

Returns By Period

In the year-to-date period, CMPX achieves a -60.89% return, which is significantly lower than TSHA's 0.91% return.

CMPX

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

TSHA

• 1D: -2.46%
• 1M: -16.42%
• YTD: 0.91%
• 6M: 23.61%
• 1Y: 99.64%
• 3Y*: 91.52%
• 5Y*: -24.30%
• 10Y*: —

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

CMPX vs. TSHA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
CMPX Compass Therapeutics Inc.	-60.89%	270.34%	-7.05%	-68.99%	58.68%	-62.71%
TSHA Taysha Gene Therapies, Inc.	0.91%	217.92%	-2.26%	-21.68%	-80.60%	-41.72%

Correlation

The correlation between CMPX and TSHA is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.29
Correlation (5Y) Calculated over the trailing 5-year period	0.24
Correlation (All Time) Calculated using the full available price history since Apr 6, 2021	0.23

The correlation between CMPX and TSHA shifts across timeframes, from 0.23 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap CMPX : $391.44M TSHA : $2.03B
EPS CMPX : -$0.42 TSHA : -$0.39
PB Ratio CMPX : 2.10 TSHA : 9.60
Total Revenue (TTM) CMPX : $0.00 TSHA : $7.47M
Gross Profit (TTM) CMPX : -$370.00K TSHA : $6.89M
EBITDA (TTM) CMPX : -$72.86M TSHA : -$130.51M

Return for Risk

CMPX vs. TSHA — Risk / Return Rank

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

CMPX

CMPX Risk / Return Rank: 45
CMPX Sharpe Ratio Rank: 41
CMPX Sortino Ratio Rank: 49
CMPX Omega Ratio Rank: 57
CMPX Calmar Ratio Rank: 40
CMPX Martin Ratio Rank: 39

TSHA

TSHA Risk / Return Rank: 79
TSHA Sharpe Ratio Rank: 75
TSHA Sortino Ratio Rank: 81
TSHA Omega Ratio Rank: 76
TSHA Calmar Ratio Rank: 83
TSHA Martin Ratio Rank: 80

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. TSHA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Compass Therapeutics Inc. (CMPX) and Taysha Gene Therapies, Inc. (TSHA). 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.

	CMPX	TSHA	Difference
Sharpe ratio Return per unit of total volatility	-0.02	1.15	-1.17
Sortino ratio Return per unit of downside risk	0.79	2.43	-1.64
Omega ratio Gain probability vs. loss probability	1.15	1.27	-0.13
Calmar ratio Return relative to maximum drawdown	-0.03	3.22	-3.24
Martin ratio Return relative to average drawdown	-0.07	6.60	-6.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CMPX vs. TSHA - Sharpe Ratio Comparison

The current CMPX Sharpe Ratio is -0.02, which is lower than the TSHA Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of CMPX and TSHA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CMPX	TSHA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.02	1.15	-1.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.20	-0.18	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	-0.27	-0.17	-0.09

Drawdowns

CMPX vs. TSHA - Drawdown Comparison

The maximum CMPX drawdown since its inception was -90.91%, smaller than the maximum TSHA drawdown of -98.14%. Use the drawdown chart below to compare losses from any high point for CMPX and TSHA.

Drawdown Indicators

	CMPX	TSHA	Difference
Max Drawdown Largest peak-to-trough decline	-90.91%	-98.14%	+7.23%
Max Drawdown (1Y) Largest decline over 1 year	-75.04%	-31.13%	-43.91%
Max Drawdown (3Y) Largest decline over 3 years	-76.47%	-72.90%	-3.57%
Max Drawdown (5Y) Largest decline over 5 years	-85.53%	-97.76%	+12.23%
Current Drawdown Current decline from peak	-76.14%	-82.52%	+6.38%
Average Drawdown Average peak-to-trough decline	-65.74%	-76.86%	+11.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.45%	15.15%	+10.30%

Volatility

CMPX vs. TSHA - Volatility Comparison

Compass Therapeutics Inc. (CMPX) has a higher volatility of 19.17% compared to Taysha Gene Therapies, Inc. (TSHA) at 17.53%. This indicates that CMPX's price experiences larger fluctuations and is considered to be riskier than TSHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CMPX	TSHA	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.17%	17.53%	+1.64%
Volatility (6M) Calculated over the trailing 6-month period	112.72%	52.15%	+60.57%
Volatility (1Y) Calculated over the trailing 1-year period	94.04%	87.12%	+6.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	87.05%	136.60%	-49.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	88.40%	130.72%	-42.32%

Dividends

CMPX vs. TSHA - Dividend Comparison

Neither CMPX nor TSHA has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both CMPX and TSHA in my portfolio?

CMPX and TSHA have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CMPX or TSHA?

CMPX has higher volatility (19.17%) compared to TSHA (17.53%). In terms of maximum drawdown, CMPX dropped -90.91% vs TSHA's -98.14%.

Which has better risk-adjusted returns?

TSHA currently has the higher Sharpe Ratio (1.15 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.