Compass Therapeutics Inc.

10-Year Study

CMPX.US · Healthcare · US · Common Stock

Executive Summary: Compass Therapeutics Inc. has compounded at -1.4% annually over the last 10 years, with a maximum drawdown of 85.7% and an annualized volatility of 159.7%.

1Y CAGR
+244.5%
3Y CAGR
+32.1%
5Y CAGR
+9.4%
10Y CAGR
-1.4%

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 →
85.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
101.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +270.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -69.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202619.2-11.7-6.423.4————————21.6%
2025122.1-9.9-34.5-2.112.923.814.217.50.36.955.1-7.4270.3%
2024-16.736.911.2-27.3-2.1-29.13.053.416.5-10.9-0.6-11.0-7.1%
2023-20.5-5.2-13.7-8.0-3.79.7-9.7-18.8-15.5-8.6-8.3-5.5-69.0%
2022-44.816.0-32.58.0106.1-13.1-1.95.8-17.138.630.122.458.7%
2021————-40.013.13.2-28.6-2.6-11.45.00.0-54.7%

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 159.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 66.4% of variance. Idiosyncratic stock-specific factors contribute 13.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-04-0110000
2021-05-016000
2021-06-016785.714285714286
2021-07-017000.000000000001
2021-08-015000
2021-09-014871.428571428572
2021-10-014314.285714285715
2021-11-014528.571428571428
2021-12-014528.571428571428
2022-01-012500
2022-02-012900
2022-03-011957.1428571428573
2022-04-012114.285714285714
2022-05-014357.142857142857
2022-06-013785.714285714286
2022-07-013714.285714285714
2022-08-013928.5714285714284
2022-09-013257.142857142857
2022-10-014514.285714285715
2022-11-015871.428571428572
2022-12-017185.714285714286
2023-01-015714.285714285714
2023-02-015414.285714285715
2023-03-014671.428571428572
2023-04-014300
2023-05-014142.857142857142
2023-06-014542.857142857143
2023-07-014100
2023-08-013328.5714285714284
2023-09-012814.285714285714
2023-10-012571.4285714285716
2023-11-012357.142857142857
2023-12-012228.5714285714284
2024-01-011857.142857142857
2024-02-012542.8571428571427
2024-03-012828.5714285714284
2024-04-012057.142857142857
2024-05-012014.2857142857142
2024-06-011428.5714285714284
2024-07-011471.4285714285716
2024-08-012257.1428571428573
2024-09-012628.5714285714284
2024-10-012342.8571428571427
2024-11-012328.5714285714284
2024-12-012071.428571428571
2025-01-014600
2025-02-014142.857142857142
2025-03-012714.285714285714
2025-04-012657.1428571428573
2025-05-013000
2025-06-013714.285714285714
2025-07-014242.857142857143
2025-08-014985.714285714286
2025-09-015000
2025-10-015342.857142857144
2025-11-018285.714285714284
2025-12-017671.428571428572
2026-01-019142.857142857143
2026-02-018071.428571428572
2026-03-017557.142857142857
2026-04-019328.57142857143
Annual Return Matrix
YearAnnual Return
20220.5867507886435332
2023-0.6898608349900597
2024-0.0705128205128206
20252.703448275862069
20260.21601489757914338
Total Factor Risk
1.5965474993600224
VTI.US Exposure
0.1250788412340755
VEA.US Exposure
0.020152703381876427
VWO.US Exposure
0.007116572971002729
QQQ.US Exposure
-0.0020644373558305366
VTV.US Exposure
-0.006235226733841974
IJR.US Exposure
-0.0018240647934150724
QUAL.US Exposure
-0.005021580609200595
SHV.US Exposure
0.6636168897270442
TLT.US Exposure
0.004984980583460765
LQD.US Exposure
0.022738507223408883
HYG.US Exposure
0.034812762436665354
GLD.US Exposure
-0.00001979977485153325
USO.US Exposure
-0.000033814402705224194
VNQ.US Exposure
-0.0019175612976671422
BTC-USD.CC Exposure
0.0008868351815511174
CPER.US Exposure
-0.0012996838958676947
VIX.INDX Exposure
0.0009848465339608369
UUP.US Exposure
0.0016165653023497595
TIP.US Exposure
0.001476391359712633
Idiosyncratic Exposure
0.1349502729282715
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
159.7%

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$981.5M
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 →
+14.5%
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 →
+43.4%
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 →
2.4% 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 →
1.30
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Compass Therapeutics Inc. a high-risk investment?

Compass Therapeutics Inc. (CMPX.US) has an annualized volatility of 159.7% and experienced a maximum drawdown of 85.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CMPX.US has generated a Compound Annual Growth Rate (CAGR) of -1.4%. It has had a positive return in 60% 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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