MLI vs. CMPS
MLI (Mueller Industries, Inc.) and CMPS (COMPASS Pathways plc) are both stocks. MLI operates in Metal Fabrication (Industrials), while CMPS operates in Medical Care Facilities (Healthcare). Over the past 5 years, MLI returned 45.38%/yr vs -20.57%/yr for CMPS. At a 0.24 correlation, their price movements are largely independent.
Performance
MLI vs. CMPS - Performance Comparison
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Returns By Period
In the year-to-date period, MLI achieves a 20.69% return, which is significantly lower than CMPS's 70.87% return.
MLI
- 1D
- -0.25%
- 1M
- 1.23%
- YTD
- 20.69%
- 6M
- 20.88%
- 1Y
- 87.45%
- 3Y*
- 52.10%
- 5Y*
- 45.38%
- 10Y*
- 26.81%
CMPS
- 1D
- -2.40%
- 1M
- 13.69%
- YTD
- 70.87%
- 6M
- 78.91%
- 1Y
- 168.56%
- 3Y*
- 15.31%
- 5Y*
- -20.57%
- 10Y*
- —
MLI vs. CMPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MLI Mueller Industries, Inc. | 20.69% | 46.29% | 70.51% | 62.38% | 1.05% | 70.95% | 22.54% |
CMPS COMPASS Pathways plc | 70.87% | 82.54% | -56.80% | 8.97% | -63.67% | -53.61% | 103.59% |
Correlation
The correlation between MLI and CMPS is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2020 | 0.24 |
The correlation between MLI and CMPS shifts across timeframes, from 0.09 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
MLI:
$10.18
CMPS:
-$1.73
MLI:
$4.37B
CMPS:
$0.00
MLI:
$871.92M
CMPS:
$0.00
MLI:
$1.03B
CMPS:
-$312.16M
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Return for Risk
MLI vs. CMPS — Risk / Return Rank
MLI
CMPS
MLI vs. CMPS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mueller Industries, Inc. (MLI) 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.
| MLI | CMPS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.29 | ||
| Sortino ratioReturn per unit of downside risk | +1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.36 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.94 | 3.32 | +0.61 |
| Martin ratioReturn relative to average drawdown | 10.92 | 9.89 | +1.03 |
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Drawdowns
MLI vs. CMPS - Drawdown Comparison
The maximum MLI drawdown since its inception was -61.72%, smaller than the maximum CMPS drawdown of -96.03%. Use the drawdown chart below to compare losses from any high point for MLI and CMPS.
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Drawdown Indicators
| MLI | CMPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.72% | -96.03% | +34.31% |
Max Drawdown (1Y)Largest decline over 1 year | -22.33% | -51.04% | +28.71% |
Max Drawdown (3Y)Largest decline over 3 years | -27.79% | -81.00% | +53.21% |
Max Drawdown (5Y)Largest decline over 5 years | -27.79% | -95.20% | +67.41% |
Max Drawdown (10Y)Largest decline over 10 years | -52.95% | — | — |
Current DrawdownCurrent decline from peak | -1.93% | -80.08% | +78.15% |
Average DrawdownAverage peak-to-trough decline | -16.04% | -74.10% | +58.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.03% | 17.11% | -9.08% |
Volatility
MLI vs. CMPS - Volatility Comparison
The current volatility for Mueller Industries, Inc. (MLI) is 10.51%, while COMPASS Pathways plc (CMPS) has a volatility of 23.18%. This indicates that MLI 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
| MLI | CMPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.51% | 23.18% | -12.67% |
Volatility (6M)Calculated over the trailing 6-month period | 25.79% | 68.01% | -42.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.06% | 103.69% | -73.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.07% | 79.98% | -46.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.79% | 82.30% | -46.51% |
Dividends
MLI vs. CMPS - Dividend Comparison
MLI's dividend yield for the trailing twelve months is around 0.87%, while CMPS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMPS COMPASS Pathways plc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MLI Mueller Industries, Inc. | 0.87% | 0.87% | 1.01% | 1.27% | 1.69% | 0.88% | 1.14% | 1.26% | 1.71% | 9.60% | 0.94% | 1.11% |
Financials
MLI vs. CMPS - Financials Comparison
This section allows you to compare key financial metrics between Mueller Industries, 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
MLI 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.
CMPS has higher volatility (23.18%) compared to MLI (10.51%). In terms of maximum drawdown, MLI dropped -61.72% vs CMPS's -96.03%.
MLI currently has the higher Sharpe Ratio (2.93 vs 1.64), 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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