ENVB vs. CMPS

Last updated Jun 4, 2026

ENVB (Enveric Biosciences Inc) and CMPS (COMPASS Pathways plc) are both stocks. Both are in the Healthcare sector — ENVB in Biotechnology, CMPS in Medical Care Facilities. Over the past 5 years, ENVB returned -84.37%/yr vs -17.50%/yr for CMPS. At a 0.19 correlation, their price movements are largely independent.

Performance

ENVB vs. CMPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enveric Biosciences Inc (ENVB) and COMPASS Pathways plc (CMPS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ENVB achieves a -45.45% return, which is significantly lower than CMPS's 83.91% return.

ENVB

• 1D: -10.81%
• 1M: -41.94%
• YTD: -45.45%
• 6M: -66.44%
• 1Y: -87.01%
• 3Y*: -85.93%
• 5Y*: -84.37%
• 10Y*: -74.11%

CMPS

• 1D: -4.80%
• 1M: 33.30%
• YTD: 83.91%
• 6M: 149.31%
• 1Y: 176.47%
• 3Y*: 17.21%
• 5Y*: -17.50%
• 10Y*: —

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

ENVB vs. CMPS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ENVB Enveric Biosciences Inc	-45.45%	-94.37%	-72.43%	-37.50%	-95.53%	-37.16%	29.82%
CMPS COMPASS Pathways plc	83.91%	82.54%	-56.80%	8.97%	-63.67%	-53.61%	64.28%

Correlation

The correlation between ENVB and CMPS is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.20
Correlation (All Time) Calculated using the full available price history since Sep 21, 2020	0.19

Fundamentals

Market Cap ENVB : $2.99M CMPS : $1.65B
EPS ENVB : -$10.60 CMPS : -$1.73
PB Ratio ENVB : 0.59 CMPS : 5.06
Total Revenue (TTM) ENVB : $0.00 CMPS : $0.00
Gross Profit (TTM) ENVB : -$119.83K CMPS : $0.00
EBITDA (TTM) ENVB : -$8.06M CMPS : -$312.16M

Return for Risk

ENVB vs. CMPS — Risk / Return Rank

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

ENVB

ENVB Risk / Return Rank: 12
ENVB Sharpe Ratio Rank: 19
ENVB Sortino Ratio Rank: 15
ENVB Omega Ratio Rank: 15
ENVB Calmar Ratio Rank: 3
ENVB Martin Ratio Rank: 10

CMPS

CMPS Risk / Return Rank: 85
CMPS Sharpe Ratio Rank: 84
CMPS Sortino Ratio Rank: 81
CMPS Omega Ratio Rank: 85
CMPS Calmar Ratio Rank: 85
CMPS Martin Ratio Rank: 88

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.

ENVB vs. CMPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enveric Biosciences Inc (ENVB) and COMPASS Pathways plc (CMPS). 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.

	ENVB	CMPS	Difference
Sharpe ratio Return per unit of total volatility	-0.50	1.72	-2.22
Sortino ratio Return per unit of downside risk	-0.78	2.42	-3.19
Omega ratio Gain probability vs. loss probability	0.90	1.37	-0.47
Calmar ratio Return relative to maximum drawdown	-0.97	3.48	-4.45
Martin ratio Return relative to average drawdown	-1.34	10.52	-11.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ENVB vs. CMPS - Sharpe Ratio Comparison

The current ENVB Sharpe Ratio is -0.50, which is lower than the CMPS Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of ENVB and CMPS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ENVB	CMPS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.50	1.72	-2.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.54	-0.22	-0.32
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.46	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.46	-0.17	-0.29

Drawdowns

ENVB vs. CMPS - Drawdown Comparison

The maximum ENVB drawdown since its inception was -100.00%, roughly equal to the maximum CMPS drawdown of -96.03%. Use the drawdown chart below to compare losses from any high point for ENVB and CMPS.

Drawdown Indicators

	ENVB	CMPS	Difference
Max Drawdown Largest peak-to-trough decline	-100.00%	-96.03%	-3.97%
Max Drawdown (1Y) Largest decline over 1 year	-89.71%	-51.04%	-38.67%
Max Drawdown (3Y) Largest decline over 3 years	-99.79%	-81.00%	-18.79%
Max Drawdown (5Y) Largest decline over 5 years	-99.99%	-95.20%	-4.79%
Max Drawdown (10Y) Largest decline over 10 years	-100.00%	—	—
Current Drawdown Current decline from peak	-100.00%	-78.56%	-21.44%
Average Drawdown Average peak-to-trough decline	-86.06%	-74.12%	-11.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	64.77%	16.85%	+47.92%

Volatility

ENVB vs. CMPS - Volatility Comparison

The current volatility for Enveric Biosciences Inc (ENVB) is 22.82%, while COMPASS Pathways plc (CMPS) has a volatility of 26.60%. This indicates that ENVB experiences smaller price fluctuations and is considered to be less risky than CMPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ENVB	CMPS	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.82%	26.60%	-3.78%
Volatility (6M) Calculated over the trailing 6-month period	135.93%	68.66%	+67.27%
Volatility (1Y) Calculated over the trailing 1-year period	174.21%	103.22%	+70.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	155.99%	79.94%	+76.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	164.58%	81.80%	+82.78%

Dividends

ENVB vs. CMPS - Dividend Comparison

Neither ENVB nor CMPS has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both ENVB and CMPS in my portfolio?

ENVB and CMPS have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ENVB or CMPS?

CMPS has higher volatility (26.60%) compared to ENVB (22.82%). In terms of maximum drawdown, ENVB dropped -100.00% vs CMPS's -96.03%.

Which has better risk-adjusted returns?

CMPS currently has the higher Sharpe Ratio (1.72 vs -0.50), 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.