PG vs. CMPS

Last updated Jun 13, 2026

PG (The Procter & Gamble Company) and CMPS (COMPASS Pathways plc) are both stocks. PG operates in Household & Personal Products (Consumer Defensive), while CMPS operates in Medical Care Facilities (Healthcare). Over the past 5 years, PG returned 4.73%/yr vs -21.17%/yr for CMPS. At a correlation of -0.01, they often move in opposite directions.

Performance

PG vs. CMPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Procter & Gamble Company (PG) and COMPASS Pathways plc (CMPS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PG achieves a 5.93% return, which is significantly lower than CMPS's 75.07% return.

PG

• 1D: 0.86%
• 1M: 4.83%
• YTD: 5.93%
• 6M: 6.28%
• 1Y: -3.97%
• 3Y*: 3.69%
• 5Y*: 4.73%
• 10Y*: 8.96%

CMPS

• 1D: 5.87%
• 1M: 13.75%
• YTD: 75.07%
• 6M: 79.23%
• 1Y: 175.17%
• 3Y*: 14.30%
• 5Y*: -21.17%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PG vs. CMPS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PG The Procter & Gamble Company	5.93%	-12.26%	17.25%	-0.86%	-5.05%	20.52%	1.74%
CMPS COMPASS Pathways plc	75.07%	82.54%	-56.80%	8.97%	-63.67%	-53.61%	103.59%

Correlation

The correlation between PG and CMPS is -0.05, 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	-0.05
Correlation (3Y) Calculated over the trailing 3-year period	-0.02
Correlation (5Y) Calculated over the trailing 5-year period	-0.02
Correlation (All Time) Calculated using the full available price history since Sep 18, 2020	-0.01

Fundamentals

Market Cap PG : $361.53B CMPS : $1.57B
EPS PG : $5.23 CMPS : -$1.73
PB Ratio PG : 6.70 CMPS : 4.82
Total Revenue (TTM) PG : $86.72B CMPS : $0.00
Gross Profit (TTM) PG : $43.64B CMPS : $0.00
EBITDA (TTM) PG : $22.63B CMPS : -$312.16M

Return for Risk

PG vs. CMPS — Risk / Return Rank

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

PG

PG Risk / Return Rank: 28
PG Sharpe Ratio Rank: 30
PG Sortino Ratio Rank: 25
PG Omega Ratio Rank: 26
PG Calmar Ratio Rank: 31
PG Martin Ratio Rank: 31

CMPS

CMPS Risk / Return Rank: 86
CMPS Sharpe Ratio Rank: 85
CMPS Sortino Ratio Rank: 82
CMPS Omega Ratio Rank: 87
CMPS Calmar Ratio Rank: 86
CMPS Martin Ratio Rank: 88

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.

PG vs. CMPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) 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.

	PG	CMPS	Difference
Sharpe ratio: Return per unit of total volatility	-0.30	1.63	-1.93
Sortino ratio: Return per unit of downside risk	-0.31	2.35	-2.66
Omega ratio: Gain probability vs. loss probability	0.97	1.35	-0.39
Calmar ratio: Return relative to maximum drawdown	-0.37	3.30	-3.66
Martin ratio: Return relative to average drawdown	-0.68	9.84	-10.52

PG vs. CMPS - Sharpe Ratio Comparison

The current PG Sharpe Ratio is -0.30, which is lower than the CMPS Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of PG 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.

Drawdowns

PG vs. CMPS - Drawdown Comparison

The maximum PG drawdown since its inception was -54.25%, smaller than the maximum CMPS drawdown of -96.03%. Use the drawdown chart below to compare losses from any high point for PG and CMPS.

Drawdown Indicators

	PG	CMPS	Difference
Max Drawdown Largest peak-to-trough decline	-54.25%	-96.03%	+41.78%
Max Drawdown (1Y) Largest decline over 1 year	-15.52%	-51.04%	+35.52%
Max Drawdown (3Y) Largest decline over 3 years	-21.15%	-81.00%	+59.85%
Max Drawdown (5Y) Largest decline over 5 years	-23.77%	-95.20%	+71.43%
Max Drawdown (10Y) Largest decline over 10 years	-23.77%	—	—
Current Drawdown Current decline from peak	-13.29%	-79.59%	+66.30%
Average Drawdown Average peak-to-trough decline	-12.16%	-74.10%	+61.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.80%	17.08%	-8.28%

Volatility

PG vs. CMPS - Volatility Comparison

The current volatility for The Procter & Gamble Company (PG) is 6.99%, while COMPASS Pathways plc (CMPS) has a volatility of 23.29%. This indicates that PG 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.

Volatility by Period

	PG	CMPS	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.99%	23.29%	-16.30%
Volatility (6M) Calculated over the trailing 6-month period	15.01%	68.03%	-53.02%
Volatility (1Y) Calculated over the trailing 1-year period	18.78%	103.52%	-84.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.82%	79.96%	-62.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.05%	82.33%	-63.28%

Dividends

PG vs. CMPS - Dividend Comparison

PG's dividend yield for the trailing twelve months is around 2.85%, 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%
PG The Procter & Gamble Company	2.85%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%

Financials

Frequently Asked Questions

Can I hold both PG and CMPS in my portfolio?

PG and CMPS have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PG or CMPS?

CMPS has higher volatility (23.29%) compared to PG (6.99%). In terms of maximum drawdown, PG dropped -54.25% vs CMPS's -96.03%.

Which has better risk-adjusted returns?

CMPS currently has the higher Sharpe Ratio (1.63 vs -0.30), 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.