GHRS vs. CMPS
GHRS (GH Research PLC) and CMPS (COMPASS Pathways plc) are both stocks. Both are in the Healthcare sector — GHRS in Biotechnology, CMPS in Medical Care Facilities. Over the past 3 years, GHRS returned 22.59%/yr vs 17.13%/yr for CMPS. At a 0.29 correlation, their price movements are largely independent.
Performance
GHRS vs. CMPS - Performance Comparison
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Returns By Period
In the year-to-date period, GHRS achieves a 73.94% return, which is significantly lower than CMPS's 83.04% return.
GHRS
- 1D
- -0.67%
- 1M
- -0.14%
- YTD
- 73.94%
- 6M
- 69.66%
- 1Y
- 79.45%
- 3Y*
- 22.59%
- 5Y*
- —
- 10Y*
- —
CMPS
- 1D
- 0.80%
- 1M
- 6.94%
- YTD
- 83.04%
- 6M
- 93.42%
- 1Y
- 172.79%
- 3Y*
- 17.13%
- 5Y*
- -17.69%
- 10Y*
- —
GHRS vs. CMPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GHRS GH Research PLC | 73.94% | 81.43% | 20.69% | -40.33% | -58.34% | 6.05% |
CMPS COMPASS Pathways plc | 83.04% | 82.54% | -56.80% | 8.97% | -63.67% | -32.27% |
Correlation
The correlation between GHRS and CMPS is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2021 | 0.29 |
The correlation between GHRS and CMPS shifts across timeframes, from 0.29 (all time) to 0.44 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
GHRS:
$1.37B
CMPS:
$1.65B
GHRS:
-$0.91
CMPS:
-$1.73
GHRS:
5.20
CMPS:
5.04
GHRS:
$0.00
CMPS:
$0.00
GHRS:
-$268.00K
CMPS:
$0.00
GHRS:
-$58.38M
CMPS:
-$312.16M
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Return for Risk
GHRS vs. CMPS — Risk / Return Rank
GHRS
CMPS
GHRS vs. CMPS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GH Research PLC (GHRS) 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.
| GHRS | CMPS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.36 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 4.55 | -2.53 |
| Martin ratioReturn relative to average drawdown | 3.31 | 12.02 | -8.71 |
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Drawdowns
GHRS vs. CMPS - Drawdown Comparison
The maximum GHRS drawdown since its inception was -81.15%, smaller than the maximum CMPS drawdown of -96.03%. Use the drawdown chart below to compare losses from any high point for GHRS and CMPS.
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Drawdown Indicators
| GHRS | CMPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.15% | -96.03% | +14.88% |
Max Drawdown (1Y)Largest decline over 1 year | -39.49% | -38.22% | -1.27% |
Max Drawdown (3Y)Largest decline over 3 years | -62.83% | -81.00% | +18.17% |
Max Drawdown (5Y)Largest decline over 5 years | — | -95.20% | — |
Current DrawdownCurrent decline from peak | -20.82% | -78.67% | +57.85% |
Average DrawdownAverage peak-to-trough decline | -52.61% | -74.12% | +21.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.09% | 16.74% | +7.35% |
Volatility
GHRS vs. CMPS - Volatility Comparison
The current volatility for GH Research PLC (GHRS) is 18.92%, while COMPASS Pathways plc (CMPS) has a volatility of 22.02%. This indicates that GHRS 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
| GHRS | CMPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.92% | 22.02% | -3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 56.21% | 67.98% | -11.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 78.16% | 103.39% | -25.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.82% | 80.05% | +6.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 86.82% | 82.24% | +4.58% |
Dividends
GHRS vs. CMPS - Dividend Comparison
Neither GHRS nor CMPS has paid dividends to shareholders.
Financials
GHRS vs. CMPS - Financials Comparison
This section allows you to compare key financial metrics between GH Research PLC 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
GHRS and CMPS have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMPS has higher volatility (22.02%) compared to GHRS (18.92%). In terms of maximum drawdown, GHRS dropped -81.15% vs CMPS's -96.03%.
CMPS currently has the higher Sharpe Ratio (1.69 vs 1.02), 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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