As part of the testing for my business, I've smashed, thrown, and torn apart numerous types of compasses and none were filled with water. There may be some out there, but the ones I've destroyed have an oily liquid that smells a lot like kerosene in them.
I wouldn't recommend drinking the stuff, but you may be able to tear enough of them apart (5,000 or so), in order to refuel your vehicle. You never know... you might run out of fuel near a compass factory!
George