ENVB vs. CMPS
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 -84.44%/yr vs -20.38%/yr for CMPS. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
ENVB vs. CMPS - Performance Comparison
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Returns By Period
In the year-to-date period, ENVB achieves a -56.75% return, which is significantly lower than CMPS's 64.49% return.
ENVB
- 1D
- 9.79%
- 1M
- 8.28%
- 6M
- -46.05%
- YTD
- -56.75%
- 1Y
- -88.62%
- 3Y*
- -85.14%
- 5Y*
- -84.44%
- 10Y*
- -74.71%
- ALL TIME*
- -72.66%
CMPS
- 1D
- -1.90%
- 1M
- -16.67%
- 6M
- 69.66%
- YTD
- 64.49%
- 1Y
- 161.52%
- 3Y*
- 8.24%
- 5Y*
- -20.38%
- 10Y*
- —
- ALL TIME*
- -11.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $32.10M | $55.49M | $49.07M | |
| $156.43K | $152.33K | $428.69K |
ENVB vs. CMPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ENVB Enveric Biosciences Inc | -56.75% | -94.37% | -72.43% | -37.50% | -95.53% | -37.16% | 25.42% |
CMPS COMPASS Pathways plc | 64.49% | 82.54% | -56.80% | 8.97% | -63.67% | -53.61% | 103.59% |
Correlation
The correlation between ENVB and CMPS is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2020 | 0.19 |
The correlation between ENVB and CMPS shifts across timeframes, from 0.09 (1 year) to 0.20 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ENVB:
$937.31K
CMPS:
$1.53B
ENVB:
-$8.55
CMPS:
-$1.68
ENVB:
0.47
CMPS:
4.53
ENVB:
$0.00
CMPS:
$0.00
ENVB:
-$119.83K
CMPS:
$0.00
ENVB:
-$8.06M
CMPS:
-$312.16M
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Return for Risk
ENVB vs. CMPS — Risk / Return Rank
ENVB
CMPS
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ENVB | CMPS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.34 | ||
| Sortino ratioReturn per unit of downside risk | -3.88 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.33 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | 4.24 | -5.20 |
| Martin ratioReturn relative to average drawdown | -1.20 | 10.47 | -11.68 |
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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.
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Drawdown Indicators
| ENVB | CMPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -96.03% | -3.97% |
Max Drawdown (1Y)Largest decline over 1 year | -92.70% | -38.22% | -54.48% |
Max Drawdown (3Y)Largest decline over 3 years | -99.75% | -81.00% | -18.75% |
Max Drawdown (5Y)Largest decline over 5 years | -100.00% | -95.20% | -4.80% |
Max Drawdown (10Y)Largest decline over 10 years | -100.00% | — | — |
Current DrawdownCurrent decline from peak | -100.00% | -80.83% | -19.17% |
Average DrawdownAverage peak-to-trough decline | -86.25% | -74.20% | -12.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 74.21% | 15.43% | +58.78% |
Volatility
ENVB vs. CMPS - Volatility Comparison
Enveric Biosciences Inc (ENVB) and COMPASS Pathways plc (CMPS) have volatilities of 17.33% and 17.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENVB | CMPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.33% | 17.10% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 100.97% | 68.90% | +32.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 175.72% | 88.92% | +86.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 155.84% | 80.16% | +75.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 163.84% | 81.99% | +81.85% |
Dividends
ENVB vs. CMPS - Dividend Comparison
Neither ENVB nor CMPS has paid dividends to shareholders.
Financials
ENVB vs. CMPS - Financials Comparison
This section allows you to compare key financial metrics between Enveric Biosciences Inc and COMPASS Pathways 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ENVB and CMPS have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENVB has higher volatility (17.33%) compared to CMPS (17.10%). In terms of maximum drawdown, ENVB dropped -100.00% vs CMPS's -96.03%.
CMPS currently has the higher Sharpe Ratio (1.83 vs -0.51), 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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