To comply with effects lore you should put the comp first. However - bear in mind that with [i]your [/i]bass, [i]your [/i]other pedals, [i]your [/i]amp, [i]your [/i]speakers and [i]your [/i]ears it might sound better in the middle of the chain, or it might sound better in an FX loop, or it might sound better near the end of your chain.
No hard and fast rule - but if you try all this and can't hear a difference does it matter where it goes?
If you can't hear the difference then put it first and then you'll get some reassuring nods from other bass players
Hamster