Comparaduns are tied using fine deer hair (sold as "comparadun" or "coastal" deer hair). The wing is tied in an arc of about 180 degrees, and the fly sits low in the water (like a parachute). It relies on the deerhair wing for floatation and doesn't use hackle:
Variations of this "style" of tying include "sparkle duns" that have a short tail of Antron or Zlon to imitate the shuck or nymphal skin , instead of a splyed tail of hackle or nylon fibbets. This makes the fly look like both an emerger and a dun mayfly so it might be more versatile than a comparadun.
These are both mayfly imitations, but there is a caddis version called an X caddis, basically a sparkle dun with tips of the deer hair tied in pointing back towards the bend: X-Caddis
These are easy to tie, and use inexpensive materials, and you can pretty much imitate any mayfly or caddis by varying size and body color and shade of the hair (light medium dark) They're better in slower to moderate water, like a parachute. They're very effective and i use them a lot.
If you already have other flies and want to try a few, I'd go with a sparkle dun tied to imitate whatever hatch or a size and color that's missing from your box.
Or if you're looking to tie a few holler-- there are some good step by steps out there.