COMP vs. ML

Last updated Jun 9, 2026

COMP (Compass, Inc.) and ML (MoneyLion Inc.) are both stocks. Both operate in the Software - Application industry within the Technology sector. At a 0.31 correlation, their price movements are largely independent.

Performance

COMP vs. ML - Performance Comparison

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

Returns By Period

COMP

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

ML

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

COMP vs. ML - 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%
ML MoneyLion Inc.	0.00%	-0.13%	37.20%	237.04%	-84.62%	-59.38%

Correlation

The correlation between COMP and ML is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (5Y) Calculated over the trailing 5-year period	0.32
Correlation (All Time) Calculated using the full available price history since Apr 5, 2021	0.31

The correlation between COMP and ML shifts across timeframes, from 0.21 (3 years) to 0.32 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM) COMP : $8.31B ML : $545.91M
Gross Profit (TTM) COMP : $893.40M ML : $409.26M
EBITDA (TTM) COMP : -$177.70M ML : $56.96M

Return for Risk

COMP vs. ML — 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

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. ML - Risk-Adjusted Trends Comparison

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

Sharpe Ratios by Period

	COMP	ML	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.33	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.16	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.22	—	—

Drawdowns

Drawdown Indicators

	COMP	ML	Difference
Max Drawdown Largest peak-to-trough decline	-90.82%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-50.81%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-57.24%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-89.25%	—	—
Current Drawdown Current decline from peak	-62.38%	—	—
Average Drawdown Average peak-to-trough decline	-66.53%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	23.81%	—	—

Volatility

Volatility by Period

	COMP	ML	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.24%	—	—
Volatility (6M) Calculated over the trailing 6-month period	50.82%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	63.40%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	79.89%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	79.07%	—	—

Dividends

COMP vs. ML - Dividend Comparison

Neither COMP nor ML has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both COMP and ML in my portfolio?

COMP and ML have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.