A compass and a gyroscope are two very different devices. The former measures the Earth magnetic field, which is an external magnitude independent of your craf

A compass and a gyroscope are two very different devices. The former measures the Earth magnetic field, which is an external magnitude independent of your craft or movement. The later measures your rate of rotation, which is an internal magnitude. Even the best gyro will have an small amount of noise and drift, so you need some external reference to periodically correct it. Also, because they measure an speed, to get your orientation you need to integrate the measures over time, which amplifies the noise. In reality you usually combine both with an accelerometer and a GPS.