COMP vs. RDFN

Last updated Jun 9, 2026

COMP (Compass, Inc.) and RDFN (Redfin Corporation) are both stocks. COMP operates in Software - Application (Technology), while RDFN operates in Real Estate - Services (Real Estate). A 0.59 correlation means they provide meaningful diversification when combined.

Performance

COMP vs. RDFN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Compass, Inc. (COMP) and Redfin Corporation (RDFN). 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*: —

RDFN

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

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

COMP vs. RDFN - 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%
RDFN Redfin Corporation	0.00%	42.19%	-23.74%	143.40%	-88.96%	-44.25%

Correlation

The correlation between COMP and RDFN is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.50
Correlation (5Y) Calculated over the trailing 5-year period	0.59
Correlation (All Time) Calculated using the full available price history since Apr 5, 2021	0.59

Over the past year, the correlation between COMP and RDFN has dropped to 0.12 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

Fundamentals

Total Revenue (TTM) COMP : $8.31B RDFN : $1.04B
Gross Profit (TTM) COMP : $893.40M RDFN : $364.02M
EBITDA (TTM) COMP : -$177.70M RDFN : -$129.82M

Return for Risk

COMP vs. RDFN — 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. RDFN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Compass, Inc. (COMP) and Redfin Corporation (RDFN). 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	RDFN	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	RDFN	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	RDFN	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	RDFN	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. RDFN - Dividend Comparison

Neither COMP nor RDFN has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both COMP and RDFN in my portfolio?

COMP and RDFN have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.