ZVRA vs. CMPS
ZVRA (Zevra Therapeutics Inc.) and CMPS (COMPASS Pathways plc) are both stocks. Both are in the Healthcare sector — ZVRA in Biotechnology, CMPS in Medical Care Facilities. Over the past 5 years, ZVRA returned -2.42%/yr vs -17.69%/yr for CMPS. At a 0.31 correlation, their price movements are largely independent.
Performance
ZVRA vs. CMPS - Performance Comparison
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Returns By Period
In the year-to-date period, ZVRA achieves a 41.18% return, which is significantly lower than CMPS's 83.04% return.
ZVRA
- 1D
- -1.94%
- 1M
- 26.12%
- YTD
- 41.18%
- 6M
- 47.95%
- 1Y
- 39.93%
- 3Y*
- 31.76%
- 5Y*
- -2.42%
- 10Y*
- -15.28%
CMPS
- 1D
- 0.80%
- 1M
- 6.94%
- YTD
- 83.04%
- 6M
- 93.42%
- 1Y
- 172.79%
- 3Y*
- 17.13%
- 5Y*
- -17.69%
- 10Y*
- —
ZVRA vs. CMPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ZVRA Zevra Therapeutics Inc. | 41.18% | 7.43% | 27.33% | 42.70% | -47.30% | -22.23% | -1.34% |
CMPS COMPASS Pathways plc | 83.04% | 82.54% | -56.80% | 8.97% | -63.67% | -53.61% | 103.59% |
Correlation
The correlation between ZVRA and CMPS is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2020 | 0.31 |
Fundamentals
ZVRA:
$761.92M
CMPS:
$1.65B
ZVRA:
$2.16
CMPS:
-$1.73
ZVRA:
3.70
CMPS:
5.04
ZVRA:
$122.29M
CMPS:
$0.00
ZVRA:
$104.94M
CMPS:
$0.00
ZVRA:
$149.15M
CMPS:
-$312.16M
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Return for Risk
ZVRA vs. CMPS — Risk / Return Rank
ZVRA
CMPS
ZVRA vs. CMPS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Zevra Therapeutics Inc. (ZVRA) 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.
| ZVRA | CMPS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.36 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.92 | 4.55 | -3.63 |
| Martin ratioReturn relative to average drawdown | 1.61 | 12.02 | -10.41 |
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Drawdowns
ZVRA vs. CMPS - Drawdown Comparison
The maximum ZVRA drawdown since its inception was -99.27%, roughly equal to the maximum CMPS drawdown of -96.03%. Use the drawdown chart below to compare losses from any high point for ZVRA and CMPS.
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Drawdown Indicators
| ZVRA | CMPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.27% | -96.03% | -3.24% |
Max Drawdown (1Y)Largest decline over 1 year | -43.47% | -38.22% | -5.25% |
Max Drawdown (3Y)Largest decline over 3 years | -43.47% | -81.00% | +37.53% |
Max Drawdown (5Y)Largest decline over 5 years | -71.83% | -95.20% | +23.37% |
Max Drawdown (10Y)Largest decline over 10 years | -97.85% | — | — |
Current DrawdownCurrent decline from peak | -96.65% | -78.67% | -17.98% |
Average DrawdownAverage peak-to-trough decline | -86.42% | -74.12% | -12.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.88% | 16.74% | +8.14% |
Volatility
ZVRA vs. CMPS - Volatility Comparison
Zevra Therapeutics Inc. (ZVRA) and COMPASS Pathways plc (CMPS) have volatilities of 22.49% and 22.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZVRA | CMPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.49% | 22.02% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 40.26% | 67.98% | -27.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 62.88% | 103.39% | -40.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.34% | 80.05% | -19.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 81.09% | 82.24% | -1.15% |
Dividends
ZVRA vs. CMPS - Dividend Comparison
Neither ZVRA nor CMPS has paid dividends to shareholders.
Financials
ZVRA vs. CMPS - Financials Comparison
This section allows you to compare key financial metrics between Zevra Therapeutics 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
ZVRA and CMPS have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ZVRA has higher volatility (22.49%) compared to CMPS (22.02%). In terms of maximum drawdown, ZVRA dropped -99.27% vs CMPS's -96.03%.
CMPS currently has the higher Sharpe Ratio (1.69 vs 0.64), 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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