COMP vs. CPAY
COMP (Compass, Inc.) and CPAY (Corpay, Inc.) are both stocks. Both are in the Technology sector — COMP in Software - Application, CPAY in Software - Infrastructure. Over the past 5 years, COMP returned -12.67%/yr vs 5.17%/yr for CPAY. At a 0.40 correlation, their price movements are largely independent.
Performance
COMP vs. CPAY - Performance Comparison
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Returns By Period
In the year-to-date period, COMP achieves a -28.29% return, which is significantly lower than CPAY's 15.98% return.
COMP
- 1D
- -1.69%
- 1M
- -13.07%
- YTD
- -28.29%
- 6M
- -27.26%
- 1Y
- 20.51%
- 3Y*
- 29.13%
- 5Y*
- -12.67%
- 10Y*
- —
CPAY
- 1D
- 0.45%
- 1M
- 1.46%
- YTD
- 15.98%
- 6M
- 14.92%
- 1Y
- 3.42%
- 3Y*
- 13.39%
- 5Y*
- 5.17%
- 10Y*
- 9.01%
COMP vs. CPAY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
COMP Compass, Inc. | -28.29% | 80.68% | 55.59% | 61.37% | -74.37% | -54.89% |
CPAY Corpay, Inc. | 15.98% | -11.08% | 19.75% | 53.86% | -17.94% | -19.91% |
Correlation
The correlation between COMP and CPAY is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2021 | 0.40 |
Fundamentals
COMP:
$6.24B
CPAY:
$23.89B
COMP:
$0.02
CPAY:
$16.74
COMP:
340.65
CPAY:
20.85
COMP:
0.58
CPAY:
5.13
COMP:
2.21
CPAY:
6.81
COMP:
$8.31B
CPAY:
$4.78B
COMP:
$893.40M
CPAY:
$2.57B
COMP:
-$177.70M
CPAY:
$2.55B
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Return for Risk
COMP vs. CPAY — Risk / Return Rank
COMP
CPAY
COMP vs. CPAY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Compass, Inc. (COMP) and Corpay, Inc. (CPAY). 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.
| COMP | CPAY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.05 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 0.13 | +0.28 |
| Martin ratioReturn relative to average drawdown | 0.86 | 0.28 | +0.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COMP | CPAY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 0.09 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | 0.16 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.27 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.22 | 0.57 | -0.79 |
Drawdowns
COMP vs. CPAY - Drawdown Comparison
The maximum COMP drawdown since its inception was -90.82%, which is greater than CPAY's maximum drawdown of -50.13%. Use the drawdown chart below to compare losses from any high point for COMP and CPAY.
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Drawdown Indicators
| COMP | CPAY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.82% | -50.13% | -40.69% |
Max Drawdown (1Y)Largest decline over 1 year | -50.81% | -27.27% | -23.54% |
Max Drawdown (3Y)Largest decline over 3 years | -57.24% | -34.54% | -22.70% |
Max Drawdown (5Y)Largest decline over 5 years | -89.25% | -41.63% | -47.62% |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.13% | — |
Current DrawdownCurrent decline from peak | -62.38% | -10.41% | -51.97% |
Average DrawdownAverage peak-to-trough decline | -66.53% | -13.33% | -53.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.81% | 12.42% | +11.39% |
Volatility
COMP vs. CPAY - Volatility Comparison
Compass, Inc. (COMP) has a higher volatility of 19.24% compared to Corpay, Inc. (CPAY) at 14.65%. This indicates that COMP's price experiences larger fluctuations and is considered to be riskier than CPAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMP | CPAY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.24% | 14.65% | +4.59% |
Volatility (6M)Calculated over the trailing 6-month period | 50.82% | 29.92% | +20.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.40% | 37.68% | +25.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 79.89% | 32.40% | +47.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.07% | 32.93% | +46.14% |
Dividends
COMP vs. CPAY - Dividend Comparison
Neither COMP nor CPAY has paid dividends to shareholders.
Financials
COMP vs. CPAY - Financials Comparison
This section allows you to compare key financial metrics between Compass, Inc. and Corpay, 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
COMP vs. CPAY - Profitability Comparison
COMP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Compass, Inc. reported a gross profit of 0.00 and revenue of 2.70B. Therefore, the gross margin over that period was 0.0%.
CPAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Corpay, Inc. reported a gross profit of 0.00 and revenue of 1.26B. Therefore, the gross margin over that period was 0.0%.
COMP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Compass, Inc. reported an operating income of -351.00M and revenue of 2.70B, resulting in an operating margin of -13.0%.
CPAY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Corpay, Inc. reported an operating income of 636.17M and revenue of 1.26B, resulting in an operating margin of 50.5%.
COMP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Compass, Inc. reported a net income of 22.00M and revenue of 2.70B, resulting in a net margin of 0.8%.
CPAY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Corpay, Inc. reported a net income of 350.07M and revenue of 1.26B, resulting in a net margin of 27.8%.
Frequently Asked Questions
COMP and CPAY have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMP has higher volatility (19.24%) compared to CPAY (14.65%). In terms of maximum drawdown, COMP dropped -90.82% vs CPAY's -50.13%.
COMP currently has the higher Sharpe Ratio (0.33 vs 0.09), 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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