COMP vs. LMND
COMP (Compass, Inc.) and LMND (Lemonade, Inc.) are both stocks. COMP operates in Software - Application (Technology), while LMND operates in Insurance - Property & Casualty (Financial Services). Over the past 5 years, COMP returned -12.67%/yr vs -12.81%/yr for LMND. At a 0.48 correlation, their price movements are largely independent.
Performance
COMP vs. LMND - 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 LMND's -25.58% return.
COMP
- 1D
- -1.69%
- 1M
- -13.07%
- YTD
- -28.29%
- 6M
- -27.26%
- 1Y
- 20.51%
- 3Y*
- 29.13%
- 5Y*
- -12.67%
- 10Y*
- —
LMND
- 1D
- 2.93%
- 1M
- -3.71%
- YTD
- -25.58%
- 6M
- -31.36%
- 1Y
- 32.82%
- 3Y*
- 39.72%
- 5Y*
- -12.81%
- 10Y*
- —
COMP vs. LMND - 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% |
LMND Lemonade, Inc. | -25.58% | 94.06% | 127.40% | 17.91% | -67.51% | -55.94% |
Correlation
The correlation between COMP and LMND is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2021 | 0.48 |
The correlation between COMP and LMND shifts across timeframes, from 0.35 (1 year) to 0.48 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
COMP:
$6.24B
LMND:
$4.04B
COMP:
$0.02
LMND:
-$1.88
COMP:
0.58
LMND:
4.77
COMP:
2.21
LMND:
7.80
COMP:
$8.31B
LMND:
$821.10M
COMP:
$893.40M
LMND:
$390.70M
COMP:
-$177.70M
LMND:
-$120.70M
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Return for Risk
COMP vs. LMND — Risk / Return Rank
COMP
LMND
COMP vs. LMND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Compass, Inc. (COMP) and Lemonade, Inc. (LMND). 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 | LMND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.14 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 0.69 | -0.29 |
| Martin ratioReturn relative to average drawdown | 0.86 | 1.37 | -0.50 |
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 | LMND | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 0.39 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | -0.16 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.22 | -0.05 | -0.17 |
Drawdowns
COMP vs. LMND - Drawdown Comparison
The maximum COMP drawdown since its inception was -90.82%, roughly equal to the maximum LMND drawdown of -94.23%. Use the drawdown chart below to compare losses from any high point for COMP and LMND.
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Drawdown Indicators
| COMP | LMND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.82% | -94.23% | +3.41% |
Max Drawdown (1Y)Largest decline over 1 year | -50.81% | -47.70% | -3.11% |
Max Drawdown (3Y)Largest decline over 3 years | -57.24% | -56.10% | -1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -89.25% | -90.63% | +1.38% |
Current DrawdownCurrent decline from peak | -62.38% | -71.10% | +8.72% |
Average DrawdownAverage peak-to-trough decline | -66.53% | -73.08% | +6.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.81% | 24.07% | -0.26% |
Volatility
COMP vs. LMND - Volatility Comparison
Compass, Inc. (COMP) has a higher volatility of 19.24% compared to Lemonade, Inc. (LMND) at 15.80%. This indicates that COMP's price experiences larger fluctuations and is considered to be riskier than LMND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMP | LMND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.24% | 15.80% | +3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 50.82% | 53.71% | -2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.40% | 84.63% | -21.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 79.89% | 82.25% | -2.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.07% | 85.17% | -6.10% |
Dividends
COMP vs. LMND - Dividend Comparison
Neither COMP nor LMND has paid dividends to shareholders.
Financials
COMP vs. LMND - Financials Comparison
This section allows you to compare key financial metrics between Compass, Inc. and Lemonade, 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. LMND - 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%.
LMND - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lemonade, Inc. reported a gross profit of 101.10M and revenue of 234.40M. Therefore, the gross margin over that period was 43.1%.
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%.
LMND - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lemonade, Inc. reported an operating income of -34.60M and revenue of 234.40M, resulting in an operating margin of -14.8%.
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%.
LMND - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lemonade, Inc. reported a net income of -35.80M and revenue of 234.40M, resulting in a net margin of -15.3%.
Frequently Asked Questions
COMP and LMND have a correlation of 0.35, 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 LMND (15.80%). In terms of maximum drawdown, COMP dropped -90.82% vs LMND's -94.23%.
LMND currently has the higher Sharpe Ratio (0.39 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.
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