COMP vs. WSP.TO
Compare and contrast key facts about Compass, Inc. (COMP) and WSP Global Inc. (WSP.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COMP or WSP.TO.
Key characteristics
| COMP | WSP.TO | |
|---|---|---|
| YTD Return | 78.19% | 30.36% |
| 1Y Return | 243.59% | 27.94% |
| 3Y Return (Ann) | -16.34% | 11.00% |
| Sharpe Ratio | 3.35 | 1.54 |
| Sortino Ratio | 3.75 | 2.00 |
| Omega Ratio | 1.43 | 1.29 |
| Calmar Ratio | 2.68 | 2.37 |
| Martin Ratio | 21.18 | 5.89 |
| Ulcer Index | 11.42% | 4.83% |
| Daily Std Dev | 72.11% | 18.50% |
| Max Drawdown | -90.82% | -39.02% |
| Current Drawdown | -66.75% | -4.55% |
Fundamentals
| COMP | WSP.TO | |
|---|---|---|
| Market Cap | $3.40B | CA$31.41B |
| EPS | -$0.40 | CA$5.14 |
| Total Revenue (TTM) | $5.35B | CA$15.23B |
| Gross Profit (TTM) | $564.40M | CA$4.74B |
| EBITDA (TTM) | -$47.50M | CA$1.45B |
Correlation
The correlation between COMP and WSP.TO is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
COMP vs. WSP.TO - Performance Comparison
In the year-to-date period, COMP achieves a 78.19% return, which is significantly higher than WSP.TO's 30.36% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
COMP vs. WSP.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Compass, Inc. (COMP) and WSP Global Inc. (WSP.TO). 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.
Dividends
COMP vs. WSP.TO - Dividend Comparison
COMP has not paid dividends to shareholders, while WSP.TO's dividend yield for the trailing twelve months is around 0.62%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WSP.TO WSP Global Inc. | 0.62% | 0.81% | 0.95% | 0.82% | 1.24% | 1.69% | 2.56% | 2.50% | 3.36% | 3.53% | 4.19% | 4.65% |
Drawdowns
COMP vs. WSP.TO - Drawdown Comparison
The maximum COMP drawdown since its inception was -90.82%, which is greater than WSP.TO's maximum drawdown of -39.02%. Use the drawdown chart below to compare losses from any high point for COMP and WSP.TO. For additional features, visit the drawdowns tool.
Volatility
COMP vs. WSP.TO - Volatility Comparison
Compass, Inc. (COMP) has a higher volatility of 19.11% compared to WSP Global Inc. (WSP.TO) at 5.46%. This indicates that COMP's price experiences larger fluctuations and is considered to be riskier than WSP.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
COMP vs. WSP.TO - Financials Comparison
This section allows you to compare key financial metrics between Compass, Inc. and WSP Global 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