You could make a couple of subplots:
subplot 211
compass(...)
subplot 212
compass(...)
EDIT: However, if you really want them on the same plot, here is an example of how to do it:
% Generate data sets for example
Z1 = eig(randn(20,20));
h1 = compass(Z1);
hold on
Z2 = eig(randn(20,20));
h2 = compass(Z2);
% Offset the second set of data in the x direction
offset = 1;
for ii=1:20
set(h2(ii),'Color','r') % Change color so you can tell the data sets apart
x = get(h2(ii),'XData');
set(h2(ii),'XData',x+offset)
end
