COMP vs. GFI

Last updated Jun 9, 2026

COMP (Compass, Inc.) and GFI (Gold Fields Limited) are both stocks. COMP operates in Software - Application (Technology), while GFI operates in Gold (Basic Materials). Over the past 5 years, COMP returned -12.67%/yr vs 31.29%/yr for GFI. At a 0.11 correlation, their price movements are largely independent.

Performance

COMP vs. GFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Compass, Inc. (COMP) and Gold Fields Limited (GFI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, COMP achieves a -28.29% return, which is significantly lower than GFI's -15.43% return.

COMP

• 1D: -1.69%
• 1M: -13.07%
• YTD: -28.29%
• 6M: -27.26%
• 1Y: 20.51%
• 3Y*: 29.13%
• 5Y*: -12.67%
• 10Y*: —

GFI

• 1D: -2.02%
• 1M: -20.02%
• YTD: -15.43%
• 6M: -10.31%
• 1Y: 51.45%
• 3Y*: 36.70%
• 5Y*: 31.29%
• 10Y*: 26.67%

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

COMP vs. GFI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
COMP Compass, Inc.	-28.29%	80.68%	55.59%	61.37%	-74.37%	-57.22%
GFI Gold Fields Limited	-15.43%	240.42%	-6.27%	44.90%	-2.61%	17.65%

Correlation

The correlation between COMP and GFI is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (5Y) Calculated over the trailing 5-year period	0.12
Correlation (All Time) Calculated using the full available price history since Apr 1, 2021	0.11

Fundamentals

Market Cap COMP : $6.24B GFI : $32.09B
EPS COMP : $0.02 GFI : $5.39
PE Ratio COMP : 340.65 GFI : 6.66
PS Ratio COMP : 0.58 GFI : 2.30
PB Ratio COMP : 2.21 GFI : 3.81
Total Revenue (TTM) COMP : $8.31B GFI : $13.98B
Gross Profit (TTM) COMP : $893.40M GFI : $7.34B
EBITDA (TTM) COMP : -$177.70M GFI : $8.04B

Return for Risk

COMP vs. GFI — Risk / Return Rank

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

COMP

COMP Risk / Return Rank: 53
COMP Sharpe Ratio Rank: 54
COMP Sortino Ratio Rank: 54
COMP Omega Ratio Rank: 54
COMP Calmar Ratio Rank: 52
COMP Martin Ratio Rank: 52

GFI

GFI Risk / Return Rank: 67
GFI Sharpe Ratio Rank: 69
GFI Sortino Ratio Rank: 65
GFI Omega Ratio Rank: 65
GFI Calmar Ratio Rank: 67
GFI Martin Ratio Rank: 69

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.

COMP vs. GFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Compass, Inc. (COMP) and Gold Fields Limited (GFI). 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	GFI	Difference
Sharpe ratio: Return per unit of total volatility	0.33	0.87	-0.55
Sortino ratio: Return per unit of downside risk	0.97	1.43	-0.46
Omega ratio: Gain probability vs. loss probability	1.12	1.19	-0.06
Calmar ratio: Return relative to maximum drawdown	0.41	1.29	-0.89
Martin ratio: Return relative to average drawdown	0.86	3.29	-2.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COMP vs. GFI - Sharpe Ratio Comparison

The current COMP Sharpe Ratio is 0.33, which is lower than the GFI Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of COMP and GFI, 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

	COMP	GFI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.33	0.87	-0.55
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.16	0.60	-0.76
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.49	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.22	0.12	-0.34

Drawdowns

COMP vs. GFI - Drawdown Comparison

The maximum COMP drawdown since its inception was -90.82%, roughly equal to the maximum GFI drawdown of -88.05%. Use the drawdown chart below to compare losses from any high point for COMP and GFI.

Drawdown Indicators

	COMP	GFI	Difference
Max Drawdown Largest peak-to-trough decline	-90.82%	-88.05%	-2.77%
Max Drawdown (1Y) Largest decline over 1 year	-50.81%	-39.97%	-10.84%
Max Drawdown (3Y) Largest decline over 3 years	-57.24%	-39.97%	-17.27%
Max Drawdown (5Y) Largest decline over 5 years	-89.25%	-56.22%	-33.03%
Max Drawdown (10Y) Largest decline over 10 years	—	-63.09%	—
Current Drawdown Current decline from peak	-62.38%	-39.97%	-22.41%
Average Drawdown Average peak-to-trough decline	-66.53%	-44.26%	-22.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.81%	15.69%	+8.12%

Volatility

COMP vs. GFI - Volatility Comparison

Compass, Inc. (COMP) has a higher volatility of 19.24% compared to Gold Fields Limited (GFI) at 15.34%. This indicates that COMP's price experiences larger fluctuations and is considered to be riskier than GFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COMP	GFI	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.24%	15.34%	+3.90%
Volatility (6M) Calculated over the trailing 6-month period	50.82%	45.82%	+5.00%
Volatility (1Y) Calculated over the trailing 1-year period	63.40%	59.39%	+4.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	79.89%	52.26%	+27.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	79.07%	54.86%	+24.21%

Dividends

COMP vs. GFI - Dividend Comparison

COMP has not paid dividends to shareholders, while GFI's dividend yield for the trailing twelve months is around 5.13%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COMP Compass, 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%
GFI Gold Fields Limited	5.13%	1.77%	2.94%	2.87%	3.40%	3.24%	1.72%	0.81%	1.61%	1.41%	1.35%	0.60%

Financials

COMP vs. GFI - Profitability Comparison

The chart below illustrates the profitability comparison between Compass, Inc. and Gold Fields Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

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%.

GFI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Gold Fields Limited reported a gross profit of 3.00B and revenue of 5.29B. Therefore, the gross margin over that period was 56.7%.

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%.

GFI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Gold Fields Limited reported an operating income of 2.71B and revenue of 5.29B, resulting in an operating margin of 51.3%.

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%.

GFI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Gold Fields Limited reported a net income of 2.55B and revenue of 5.29B, resulting in a net margin of 48.2%.

Frequently Asked Questions

Can I hold both COMP and GFI in my portfolio?

COMP and GFI have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, COMP or GFI?

COMP has higher volatility (19.24%) compared to GFI (15.34%). In terms of maximum drawdown, COMP dropped -90.82% vs GFI's -88.05%.

Which has better risk-adjusted returns?

GFI currently has the higher Sharpe Ratio (0.87 vs 0.33), 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.