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FMED vs. CMPS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FMED vs. CMPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Disruptive Medicine ETF (FMED) and COMPASS Pathways plc (CMPS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FMED achieves a -9.30% return, which is significantly lower than CMPS's 93.19% return.


FMED

1D
-1.51%
1M
-0.65%
YTD
-9.30%
6M
-12.64%
1Y
4.49%
3Y*
5Y*
10Y*

CMPS

1D
-6.06%
1M
47.95%
YTD
93.19%
6M
169.84%
1Y
205.03%
3Y*
19.15%
5Y*
-16.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMED vs. CMPS - Yearly Performance Comparison


2026 (YTD)202520242023
FMED
Fidelity Disruptive Medicine ETF
-9.30%9.69%2.29%-4.20%
CMPS
COMPASS Pathways plc
93.19%82.54%-56.80%8.97%

Correlation

The correlation between FMED and CMPS is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2023

0.41

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Return for Risk

FMED vs. CMPS — Risk / Return Rank

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

FMED
FMED Risk / Return Rank: 1212
Overall Rank
FMED Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FMED Sortino Ratio Rank: 1212
Sortino Ratio Rank
FMED Omega Ratio Rank: 1212
Omega Ratio Rank
FMED Calmar Ratio Rank: 1111
Calmar Ratio Rank
FMED Martin Ratio Rank: 1111
Martin Ratio Rank

CMPS
CMPS Risk / Return Rank: 8787
Overall Rank
CMPS Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CMPS Sortino Ratio Rank: 8383
Sortino Ratio Rank
CMPS Omega Ratio Rank: 8787
Omega Ratio Rank
CMPS Calmar Ratio Rank: 8888
Calmar Ratio Rank
CMPS Martin Ratio Rank: 9191
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.

FMED vs. CMPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Disruptive Medicine ETF (FMED) 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.


FMEDCMPSDifference

Sharpe ratio

Return per unit of total volatility

0.24

2.00

-1.76

Sortino ratio

Return per unit of downside risk

0.49

2.57

-2.08

Omega ratio

Gain probability vs. loss probability

1.05

1.39

-0.34

Calmar ratio

Return relative to maximum drawdown

0.27

4.32

-4.05

Martin ratio

Return relative to average drawdown

0.62

13.09

-12.47

FMED vs. CMPS - Sharpe Ratio Comparison

The current FMED Sharpe Ratio is 0.24, which is lower than the CMPS Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of FMED 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.


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Sharpe Ratios by Period


FMEDCMPSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

2.00

-1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

-0.16

+0.11

Drawdowns

FMED vs. CMPS - Drawdown Comparison

The maximum FMED drawdown since its inception was -21.84%, smaller than the maximum CMPS drawdown of -96.03%. Use the drawdown chart below to compare losses from any high point for FMED and CMPS.


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Drawdown Indicators


FMEDCMPSDifference

Max Drawdown

Largest peak-to-trough decline

-21.84%

-96.03%

+74.19%

Max Drawdown (1Y)

Largest decline over 1 year

-18.33%

-51.04%

+32.71%

Max Drawdown (3Y)

Largest decline over 3 years

-81.00%

Max Drawdown (5Y)

Largest decline over 5 years

-95.20%

Current Drawdown

Current decline from peak

-14.91%

-77.48%

+62.57%

Average Drawdown

Average peak-to-trough decline

-7.03%

-74.12%

+67.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.90%

16.84%

-8.94%

Volatility

FMED vs. CMPS - Volatility Comparison

The current volatility for Fidelity Disruptive Medicine ETF (FMED) is 5.65%, while COMPASS Pathways plc (CMPS) has a volatility of 26.05%. This indicates that FMED 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.


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Volatility by Period


FMEDCMPSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

26.05%

-20.40%

Volatility (6M)

Calculated over the trailing 6-month period

14.21%

68.74%

-54.53%

Volatility (1Y)

Calculated over the trailing 1-year period

18.59%

103.17%

-84.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.39%

79.91%

-61.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

81.80%

-63.41%

Dividends

FMED vs. CMPS - Dividend Comparison

Neither FMED nor CMPS has paid dividends to shareholders.


PositionTTM20252024
CMPS
COMPASS Pathways plc
0.00%0.00%0.00%
FMED
Fidelity Disruptive Medicine ETF
0.00%0.00%0.46%

Frequently Asked Questions


FMED and CMPS have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CMPS has higher volatility (26.05%) compared to FMED (5.65%). In terms of maximum drawdown, FMED dropped -21.84% vs CMPS's -96.03%.

CMPS currently has the higher Sharpe Ratio (2.00 vs 0.24), 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.

Portfolio Optimizer

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