I carry a NATO Survival
Brass Button Compass made by Pyser-SGI. Accurate, tiny and very well made but pricey at almost $30. (U.S.). I carry it in a small aluminum medicine "tube" on my keychain along with my ARC AAA-P light, fox whistle, Sliver gripper and a few bronze safety pins (u.s. issue).
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"Do what you can, with what you have, where you are" : Theodore Roosevelt c.1899