ENV vs. COMP

Last updated Jun 9, 2026

ENV (Envestnet, Inc.) and COMP (Compass, Inc.) are both stocks. Both operate in the Software - Application industry within the Technology sector. At a 0.32 correlation, their price movements are largely independent.

Performance

ENV vs. COMP - Performance Comparison

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

Returns By Period

ENV

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

COMP

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

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

ENV vs. COMP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
ENV Envestnet, Inc.	0.00%	0.00%	27.50%	-19.74%	-22.23%	6.75%
COMP Compass, Inc.	-28.29%	80.68%	55.59%	61.37%	-74.37%	-54.89%

Correlation

The correlation between ENV and COMP is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.22
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	0.32

Fundamentals

Total Revenue (TTM) ENV : $1.34B COMP : $8.31B
Gross Profit (TTM) ENV : $911.20M COMP : $893.40M
EBITDA (TTM) ENV : -$92.97M COMP : -$177.70M

Return for Risk

ENV vs. COMP — 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.

ENV vs. COMP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Envestnet, Inc. (ENV) and Compass, Inc. (COMP). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	ENV	COMP	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

	ENV	COMP	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

	ENV	COMP	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

ENV vs. COMP - Dividend Comparison

Neither ENV nor COMP has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both ENV and COMP in my portfolio?

ENV and COMP have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.