LDI vs. COMP
LDI (loanDepot, Inc.) and COMP (Compass, Inc.) are both stocks. LDI operates in Mortgage Finance (Financial Services), while COMP operates in Software - Application (Technology). Over the past 5 years, LDI returned -36.99%/yr vs -3.57%/yr for COMP. Their 0.37 correlation means their historical movements had little consistent relationship.
Performance
LDI vs. COMP - Performance Comparison
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Returns By Period
In the year-to-date period, LDI achieves a -52.60% return, which is significantly lower than COMP's 7.76% return.
LDI
- 1D
- -1.88%
- 1M
- -20.23%
- 6M
- -54.99%
- YTD
- -52.60%
- 1Y
- -41.60%
- 3Y*
- -25.47%
- 5Y*
- -36.99%
- 10Y*
- —
- ALL TIME*
- -37.56%
COMP
- 1D
- -0.61%
- 1M
- -9.75%
- 6M
- -9.03%
- YTD
- 7.76%
- 1Y
- 45.65%
- 3Y*
- 40.12%
- 5Y*
- -3.57%
- 10Y*
- —
- ALL TIME*
- -11.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
COMP Compass, Inc. | $125.32M | $146.19M | $139.60M |
| $2.73M | $2.24M | $2.41M |
LDI vs. COMP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
LDI loanDepot, Inc. | -52.60% | 1.47% | -42.05% | 113.33% | -64.95% | -74.31% |
COMP Compass, Inc. | 7.76% | 80.68% | 55.59% | 61.37% | -74.37% | -57.22% |
Correlation
The correlation between LDI and COMP is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2021 | 0.37 |
Fundamentals
LDI:
$328.73M
COMP:
$6.93B
LDI:
-$0.36
COMP:
$0.02
LDI:
0.16
COMP:
0.90
LDI:
0.67
COMP:
3.33
LDI:
$1.34B
COMP:
$8.31B
LDI:
$841.99M
COMP:
$893.40M
LDI:
-$34.48M
COMP:
-$177.70M
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Return for Risk
LDI vs. COMP — Risk / Return Rank
LDI
COMP
LDI vs. COMP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for loanDepot, Inc. (LDI) 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.
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.
| LDI | COMP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.17 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 0.86 | -1.35 |
| Martin ratioReturn relative to average drawdown | -0.71 | 1.73 | -2.44 |
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Drawdowns
LDI vs. COMP - Drawdown Comparison
The maximum LDI drawdown since its inception was -96.66%, which is greater than COMP's maximum drawdown of -91.29%. Use the drawdown chart below to compare losses from any high point for LDI and COMP.
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Drawdown Indicators
| LDI | COMP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.66% | -91.29% | -5.37% |
Max Drawdown (1Y)Largest decline over 1 year | -78.78% | -50.81% | -27.97% |
Max Drawdown (3Y)Largest decline over 3 years | -78.78% | -53.45% | -25.33% |
Max Drawdown (5Y)Largest decline over 5 years | -90.05% | -89.25% | -0.80% |
Current DrawdownCurrent decline from peak | -96.61% | -46.40% | -50.21% |
Average DrawdownAverage peak-to-trough decline | -87.38% | -67.66% | -19.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 54.01% | 25.14% | +28.87% |
Volatility
LDI vs. COMP - Volatility Comparison
The current volatility for loanDepot, Inc. (LDI) is 12.94%, while Compass, Inc. (COMP) has a volatility of 18.10%. This indicates that LDI experiences smaller price fluctuations and is considered to be less risky than COMP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LDI | COMP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.94% | 18.10% | -5.16% |
Volatility (6M)Calculated over the trailing 6-month period | 42.24% | 54.25% | -12.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 88.97% | 66.46% | +22.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 77.40% | 80.39% | -2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 83.05% | 78.76% | +4.29% |
Dividends
LDI vs. COMP - Dividend Comparison
Neither LDI nor COMP has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
COMP Compass, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LDI loanDepot, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 4.85% | 17.75% |
Financials
LDI vs. COMP - Financials Comparison
This section allows you to compare key financial metrics between loanDepot, Inc. and Compass, Inc.. 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
LDI vs. COMP - Profitability Comparison
LDI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, loanDepot, Inc. reported a gross profit of 0.00 and revenue of 286.39M. Therefore, the gross margin over that period was 0.0%.
COMP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Compass, Inc. reported a gross profit of 0.00 and revenue of 2.70B. Therefore, the gross margin over that period was 0.0%.
LDI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, loanDepot, Inc. reported an operating income of 0.00 and revenue of 286.39M, resulting in an operating margin of 0.0%.
COMP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Compass, Inc. reported an operating income of -351.00M and revenue of 2.70B, resulting in an operating margin of -13.0%.
LDI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, loanDepot, Inc. reported a net income of -37.49M and revenue of 286.39M, resulting in a net margin of -13.1%.
COMP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Compass, Inc. reported a net income of 22.00M and revenue of 2.70B, resulting in a net margin of 0.8%.
Frequently Asked Questions
LDI and COMP 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.
COMP has higher volatility (18.10%) compared to LDI (12.94%). In terms of maximum drawdown, LDI dropped -96.66% vs COMP's -91.29%.
COMP currently has the higher Sharpe Ratio (0.66 vs -0.43), 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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