CMPX vs. VGT
CMPX (Compass Therapeutics Inc.) is a stock, while VGT (Vanguard Information Technology ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 5 years, CMPX returned -17.53%/yr vs 19.51%/yr for VGT. At a 0.19 correlation, their price movements are largely independent.
Performance
CMPX vs. VGT - Performance Comparison
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Returns By Period
In the year-to-date period, CMPX achieves a -61.64% return, which is significantly lower than VGT's 23.32% return.
CMPX
- 1D
- -1.90%
- 1M
- -0.48%
- YTD
- -61.64%
- 6M
- -59.92%
- 1Y
- -18.90%
- 3Y*
- -13.20%
- 5Y*
- -17.53%
- 10Y*
- —
VGT
- 1D
- -3.68%
- 1M
- 0.28%
- YTD
- 23.32%
- 6M
- 21.50%
- 1Y
- 46.82%
- 3Y*
- 30.13%
- 5Y*
- 19.51%
- 10Y*
- 25.49%
CMPX vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CMPX Compass Therapeutics Inc. | -61.64% | 270.34% | -7.05% | -68.99% | 58.68% | -62.71% |
VGT Vanguard Information Technology ETF | 23.32% | 21.77% | 29.30% | 52.66% | -29.70% | 25.88% |
Correlation
The correlation between CMPX and VGT 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 | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2021 | 0.19 |
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Return for Risk
CMPX vs. VGT — Risk / Return Rank
CMPX
VGT
CMPX vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Compass Therapeutics Inc. (CMPX) and Vanguard Information Technology ETF (VGT). 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.
| CMPX | VGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.28 | ||
| Sortino ratioReturn per unit of downside risk | -2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.35 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 2.87 | -3.12 |
| Martin ratioReturn relative to average drawdown | -0.63 | 8.76 | -9.39 |
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Drawdowns
CMPX vs. VGT - Drawdown Comparison
The maximum CMPX drawdown since its inception was -90.91%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for CMPX and VGT.
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Drawdown Indicators
| CMPX | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.91% | -54.63% | -36.28% |
Max Drawdown (1Y)Largest decline over 1 year | -75.04% | -16.40% | -58.64% |
Max Drawdown (3Y)Largest decline over 3 years | -75.38% | -27.23% | -48.15% |
Max Drawdown (5Y)Largest decline over 5 years | -85.40% | -35.07% | -50.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.07% | — |
Current DrawdownCurrent decline from peak | -76.59% | -7.71% | -68.88% |
Average DrawdownAverage peak-to-trough decline | -65.80% | -7.95% | -57.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.92% | 5.36% | +24.56% |
Volatility
CMPX vs. VGT - Volatility Comparison
Compass Therapeutics Inc. (CMPX) has a higher volatility of 19.69% compared to Vanguard Information Technology ETF (VGT) at 11.39%. This indicates that CMPX's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMPX | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.69% | 11.39% | +8.30% |
Volatility (6M)Calculated over the trailing 6-month period | 112.75% | 18.58% | +94.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 93.37% | 22.72% | +70.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.99% | 25.55% | +61.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 88.09% | 24.77% | +63.32% |
Dividends
CMPX vs. VGT - Dividend Comparison
CMPX has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.33%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMPX Compass Therapeutics Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.33% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Frequently Asked Questions
CMPX and VGT 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 (19.69%) compared to VGT (11.39%). In terms of maximum drawdown, CMPX dropped -90.91% vs VGT's -54.63%.
VGT currently has the higher Sharpe Ratio (2.07 vs -0.20), 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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