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COMP vs. STX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

COMP vs. STX - Performance Comparison

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

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Returns By Period

In the year-to-date period, COMP achieves a -28.29% return, which is significantly lower than STX's 218.93% return.


COMP

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

STX

1D
3.46%
1M
12.03%
YTD
218.93%
6M
208.54%
1Y
599.43%
3Y*
149.84%
5Y*
59.24%
10Y*
49.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COMP vs. STX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
COMP
Compass, Inc.
-28.29%80.68%55.59%61.37%-74.37%-57.22%
STX
Seagate Technology plc
218.93%225.26%4.06%69.12%-51.42%50.52%

Correlation

The correlation between COMP and STX is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2021

0.28

Over the past year, the correlation between COMP and STX has dropped to 0.06 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

COMP:

$6.24B

STX:

$199.90B

EPS

COMP:

$0.02

STX:

$10.58

PE Ratio

COMP:

340.65

STX:

82.87

PS Ratio

COMP:

0.58

STX:

17.90

PB Ratio

COMP:

2.21

STX:

182.56

Total Revenue (TTM)

COMP:

$8.31B

STX:

$11.01B

Gross Profit (TTM)

COMP:

$893.40M

STX:

$4.57B

EBITDA (TTM)

COMP:

-$177.70M

STX:

$2.59B

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Return for Risk

COMP vs. STX — Risk / Return Rank

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

COMP
COMP Risk / Return Rank: 5353
Overall Rank
COMP Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
COMP Sortino Ratio Rank: 5454
Sortino Ratio Rank
COMP Omega Ratio Rank: 5454
Omega Ratio Rank
COMP Calmar Ratio Rank: 5252
Calmar Ratio Rank
COMP Martin Ratio Rank: 5252
Martin Ratio Rank

STX
STX Risk / Return Rank: 9999
Overall Rank
STX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
STX Sortino Ratio Rank: 9999
Sortino Ratio Rank
STX Omega Ratio Rank: 9898
Omega Ratio Rank
STX Calmar Ratio Rank: 100100
Calmar Ratio Rank
STX Martin Ratio Rank: 100100
Martin Ratio Rank
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. STX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Compass, Inc. (COMP) and Seagate Technology plc (STX). 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.


COMPSTXDifference
Sharpe ratioReturn per unit of total volatility

-9.21

Sortino ratioReturn per unit of downside risk

-5.22

Omega ratioGain probability vs. loss probability

1.12

1.80

-0.68

Calmar ratioReturn relative to maximum drawdown

0.41

28.81

-28.40

Martin ratioReturn relative to average drawdown

0.86

84.36

-83.49

COMP vs. STX - Sharpe Ratio Comparison

The current COMP Sharpe Ratio is 0.33, which is lower than the STX Sharpe Ratio of 9.54. The chart below compares the historical Sharpe Ratios of COMP and STX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


COMPSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

9.54

-9.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

1.34

-1.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.19

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

0.53

-0.75

Drawdowns

COMP vs. STX - Drawdown Comparison

The maximum COMP drawdown since its inception was -90.82%, roughly equal to the maximum STX drawdown of -88.74%. Use the drawdown chart below to compare losses from any high point for COMP and STX.


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Drawdown Indicators


COMPSTXDifference

Max Drawdown

Largest peak-to-trough decline

-90.82%

-88.74%

-2.08%

Max Drawdown (1Y)

Largest decline over 1 year

-50.81%

-21.00%

-29.81%

Max Drawdown (3Y)

Largest decline over 3 years

-57.24%

-40.00%

-17.24%

Max Drawdown (5Y)

Largest decline over 5 years

-89.25%

-56.99%

-32.26%

Max Drawdown (10Y)

Largest decline over 10 years

-56.99%

Current Drawdown

Current decline from peak

-62.38%

-6.80%

-55.58%

Average Drawdown

Average peak-to-trough decline

-66.53%

-26.45%

-40.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.81%

7.16%

+16.65%

Volatility

COMP vs. STX - Volatility Comparison

Compass, Inc. (COMP) has a higher volatility of 19.24% compared to Seagate Technology plc (STX) at 17.98%. This indicates that COMP's price experiences larger fluctuations and is considered to be riskier than STX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COMPSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.24%

17.98%

+1.26%

Volatility (6M)

Calculated over the trailing 6-month period

50.82%

49.95%

+0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

63.40%

63.55%

-0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.89%

44.63%

+35.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.07%

42.18%

+36.89%

Dividends

COMP vs. STX - Dividend Comparison

COMP has not paid dividends to shareholders, while STX's dividend yield for the trailing twelve months is around 0.33%.


PositionTTM20252024202320222021202020192018201720162015
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%
STX
Seagate Technology plc
0.33%1.05%3.27%3.28%5.32%2.40%4.21%4.27%6.53%6.02%6.60%6.14%

Financials

COMP vs. STX - Financials Comparison

This section allows you to compare key financial metrics between Compass, Inc. and Seagate Technology plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.00B1.50B2.00B2.50B3.00B20222023202420252026
2.70B
3.11B
(COMP) Total Revenue
(STX) Total Revenue
Values in USD except per share items

COMP vs. STX - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%202220232024202520260
46.5%
Portfolio components
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%.

STX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Seagate Technology plc reported a gross profit of 1.45B and revenue of 3.11B. Therefore, the gross margin over that period was 46.5%.

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%.

STX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Seagate Technology plc reported an operating income of 982.00M and revenue of 3.11B, resulting in an operating margin of 31.6%.

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%.

STX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Seagate Technology plc reported a net income of 748.00M and revenue of 3.11B, resulting in a net margin of 24.0%.


Frequently Asked Questions


COMP and STX have a correlation of 0.06, 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 STX (17.98%). In terms of maximum drawdown, COMP dropped -90.82% vs STX's -88.74%.

STX currently has the higher Sharpe Ratio (9.54 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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