COMP vs. PSIX

Last updated Jul 25, 2026

COMP (Compass, Inc.) and PSIX (Power Solutions International, Inc.) are both stocks. COMP operates in Software - Application (Technology), while PSIX operates in Specialty Industrial Machinery (Industrials). Over the past 5 years, COMP returned -4.45%/yr vs 32.27%/yr for PSIX. At a 0.10 correlation, their price movements are largely independent.

Performance

COMP vs. PSIX - Performance Comparison

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

Returns By Period

In the year-to-date period, COMP achieves a 4.73% return, which is significantly higher than PSIX's -47.57% return.

COMP

• 1D: 2.69%
• 1M: 3.94%
• 6M: -16.95%
• YTD: 4.73%
• 1Y: 55.26%
• 3Y*: 38.24%
• 5Y*: -4.45%
• 10Y*: —
• ALL TIME*: -11.55%

PSIX

• 1D: -4.53%
• 1M: -22.06%
• 6M: -61.22%
• YTD: -47.57%
• 1Y: -66.53%
• 3Y*: 117.80%
• 5Y*: 32.27%
• 10Y*: 5.66%
• ALL TIME*: 4.05%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
COMP Compass, Inc.	$135.13M	$175.30M	$136.09M
PSIX Power Solutions International, Inc.	$13.85M	$14.17M	$30.95M

COMP vs. PSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
COMP Compass, Inc.	4.73%	80.68%	55.59%	61.37%	-74.37%	-57.22%
PSIX Power Solutions International, Inc.	-47.57%	92.07%	1,351.22%	-31.67%	0.00%	-59.18%

Correlation

The correlation between COMP and PSIX is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.10
Correlation (All Time) Calculated using the full available price history since Apr 1, 2021	0.10

Fundamentals

Market Cap COMP : $6.73B PSIX : $690.59M
EPS COMP : $0.02 PSIX : $4.43
PE Ratio COMP : 509.65 PSIX : 6.76
PS Ratio COMP : 0.87 PSIX : 1.18
PB Ratio COMP : 3.23 PSIX : 3.72
Total Revenue (TTM) COMP : $8.31B PSIX : $586.96M
Gross Profit (TTM) COMP : $893.40M PSIX : $172.81M
EBITDA (TTM) COMP : -$177.70M PSIX : $102.78M

Return for Risk

COMP vs. PSIX — Risk / Return Rank

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

COMP

COMP Risk / Return Rank: 71
COMP Sharpe Ratio Rank: 73
COMP Sortino Ratio Rank: 74
COMP Omega Ratio Rank: 73
COMP Calmar Ratio Rank: 69
COMP Martin Ratio Rank: 68

PSIX

PSIX Risk / Return Rank: 14
PSIX Sharpe Ratio Rank: 16
PSIX Sortino Ratio Rank: 19
PSIX Omega Ratio Rank: 19
PSIX Calmar Ratio Rank: 9
PSIX Martin Ratio Rank: 6

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. PSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Compass, Inc. (COMP) and Power Solutions International, Inc. (PSIX). 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.

	COMP	PSIX	Difference
Sharpe ratio: Return per unit of total volatility	0.84	-0.67	+1.51
Sortino ratio: Return per unit of downside risk	1.62	-0.76	+2.37
Omega ratio: Gain probability vs. loss probability	1.20	0.90	+0.30
Calmar ratio: Return relative to maximum drawdown	1.09	-0.90	+1.99
Martin ratio: Return relative to average drawdown	2.21	-1.53	+3.74

COMP vs. PSIX - Sharpe Ratio Comparison

The current COMP Sharpe Ratio is 0.84, which is higher than the PSIX Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of COMP and PSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

COMP vs. PSIX - Drawdown Comparison

The maximum COMP drawdown since its inception was -91.29%, smaller than the maximum PSIX drawdown of -98.55%. Use the drawdown chart below to compare losses from any high point for COMP and PSIX.

Drawdown Indicators

	COMP	PSIX	Difference
Max Drawdown Largest peak-to-trough decline	-91.29%	-98.55%	+7.26%
Max Drawdown (1Y) Largest decline over 1 year	-50.81%	-74.18%	+23.37%
Max Drawdown (3Y) Largest decline over 3 years	-57.24%	-74.18%	+16.94%
Max Drawdown (5Y) Largest decline over 5 years	-89.25%	-84.37%	-4.88%
Max Drawdown (10Y) Largest decline over 10 years	—	-92.96%	—
Current Drawdown Current decline from peak	-47.91%	-74.12%	+26.21%
Average Drawdown Average peak-to-trough decline	-67.74%	-68.21%	+0.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.05%	43.56%	-18.51%

Volatility

COMP vs. PSIX - Volatility Comparison

Compass, Inc. (COMP) and Power Solutions International, Inc. (PSIX) have volatilities of 18.54% and 18.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COMP	PSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.54%	18.26%	+0.28%
Volatility (6M) Calculated over the trailing 6-month period	53.93%	88.35%	-34.42%
Volatility (1Y) Calculated over the trailing 1-year period	66.17%	99.03%	-32.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	80.37%	112.77%	-32.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	78.84%	105.90%	-27.06%

Dividends

COMP vs. PSIX - Dividend Comparison

Neither COMP nor PSIX has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both COMP and PSIX in my portfolio?

COMP and PSIX have a correlation of 0.18, 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 PSIX?

COMP has higher volatility (18.54%) compared to PSIX (18.26%). In terms of maximum drawdown, COMP dropped -91.29% vs PSIX's -98.55%.

Which has better risk-adjusted returns?

COMP currently has the higher Sharpe Ratio (0.84 vs -0.67), 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.