I'm sure you know a compass gives you a basic direction to travel. Back in the day that's all we had a few times we ended up way off where we started from. Unless you really knew how to plot a course on a paper chart with all the normal deviations, it was close to useless. The deviation due to interference you're asking about is probably less than deviation with tides, currents and winds. Those are likely greater than interference deviation you would have. So to answer the question, don't worry about it. Check it with a handheld that is accurate if you're really concerned.
Curious, you do have a chartplotter,,, right? and a backup?
Personally, I use my compass to keep my hat from going overboard.
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