Compass Pathways Plc

10-Year Study

CMPS.US · Healthcare · US · Common Stock

Executive Summary: Compass Pathways Plc has compounded at -25.7% annually over the last 10 years, with a maximum drawdown of 94.4% and an annualized volatility of 99.3%.

1Y CAGR
+67.0%
3Y CAGR
-3.3%
5Y CAGR
-28.5%
10Y CAGR
-25.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
94.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.21
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
75.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +82.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -63.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
33%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.03.1-19.920.4————————-3.5%
202514.0-8.8-27.239.24.5-32.755.41.629.610.3-12.224.382.5%
202428.8-8.9-19.03.0-13.9-18.226.3-2.0-15.8-24.4-3.5-17.7-56.8%
202329.3-20.520.4-19.2-8.512.812.6-2.9-18.2-22.64.446.39.0%
2022-28.7-8.3-10.7-29.70.319.044.14.8-34.3-1.8-2.3-22.0-63.7%
2021-8.02.9-18.4-1.4-4.49.9-7.0-4.5-11.941.3-21.3-33.4-53.6%
2020—————————-8.355.8-4.436.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 99.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 39.4% of variance. Idiosyncratic stock-specific factors contribute 17.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-09-0110000
2020-10-019169.054441260745
2020-11-0114280.802292263612
2020-12-0113650.429799426935
2021-01-0112558.739255014327
2021-02-0112928.36676217765
2021-03-0110550.143266475645
2021-04-0110398.280802292264
2021-05-019942.693409742122
2021-06-0110931.232091690543
2021-07-0110166.18911174785
2021-08-019713.467048710601
2021-09-018558.739255014327
2021-10-0112091.690544412608
2021-11-019512.893982808024
2021-12-016332.3782234957025
2022-01-014512.893982808024
2022-02-014137.535816618912
2022-03-013693.409742120344
2022-04-012595.9885386819487
2022-05-012604.58452722063
2022-06-013100.2865329512897
2022-07-014467.048710601719
2022-08-014681.948424068768
2022-09-013074.498567335244
2022-10-013020.0573065902577
2022-11-012951.2893982808023
2022-12-012300.859598853868
2023-01-012974.2120343839547
2023-02-012363.896848137536
2023-03-012845.272206303725
2023-04-012297.994269340974
2023-05-012103.1518624641835
2023-06-012372.492836676218
2023-07-012670.4871060171918
2023-08-012593.123209169055
2023-09-012120.3438395415474
2023-10-011641.8338108882524
2023-11-011713.4670487106018
2023-12-012507.163323782235
2024-01-013229.2263610315185
2024-02-012942.6934097421204
2024-03-012383.954154727794
2024-04-012455.5873925501432
2024-05-012114.6131805157593
2024-06-011730.6590257879657
2024-07-012186.246418338109
2024-08-012143.2664756446993
2024-09-011805.1575931232092
2024-10-011363.8968481375357
2024-11-011316.6189111747851
2024-12-011083.0945558739254
2025-01-011234.9570200573064
2025-02-011126.0744985673352
2025-03-01819.4842406876792
2025-04-011140.4011461318053
2025-05-011191.977077363897
2025-06-01802.2922636103151
2025-07-011246.4183381088826
2025-08-011266.4756446991405
2025-09-011641.8338108882524
2025-10-011810.8882521489973
2025-11-011590.2578796561604
2025-12-011977.0773638968483
2026-01-011916.9054441260746
2026-02-011977.0773638968483
2026-03-011584.5272206303725
2026-04-011908.3094555873927
Annual Return Matrix
YearAnnual Return
2021-0.5361041141897565
2022-0.6366515837104073
20230.08966376089663775
2024-0.5680000000000001
20250.8253968253968256
2026-0.034782608695652195
Total Factor Risk
0.9927186766336128
VTI.US Exposure
0.278344623050888
VEA.US Exposure
0.050516967042306085
VWO.US Exposure
-0.02878096895038195
QQQ.US Exposure
-0.05276835598489198
VTV.US Exposure
-0.00705478501805564
IJR.US Exposure
0.07136447303294041
QUAL.US Exposure
0.024130731843193042
SHV.US Exposure
0.39403037505721183
TLT.US Exposure
0.012806930848032022
LQD.US Exposure
0.05334836101319865
HYG.US Exposure
0.007109604296849038
GLD.US Exposure
0.03321303991085502
USO.US Exposure
-0.0044150370722741425
VNQ.US Exposure
0.024501106926493384
BTC-USD.CC Exposure
0.001367615447326177
CPER.US Exposure
-0.005110171092584879
VIX.INDX Exposure
-0.02229441995451785
UUP.US Exposure
-0.0008530729741104409
TIP.US Exposure
-0.006779129769537658
Idiosyncratic Exposure
0.1773221123470609
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
99.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$746.5M
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+15.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
21.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
2.02
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Compass Pathways Plc a high-risk investment?

Compass Pathways Plc (CMPS.US) has an annualized volatility of 99.3% and experienced a maximum drawdown of 94.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CMPS.US?

Over the past 10 years, CMPS.US has generated a Compound Annual Growth Rate (CAGR) of -25.7%. It has had a positive return in 33% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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