ClickHouse DBMS allows to combine delta, double delta, Gorilla with LZ4 or ZSTD for column compression. But it is not often used as DB for monitoring metrics so something else is probably expected from time series DB.
If I didn't want to use MySQL or Postgres, I'd rank Prometheus #1 and Clickhouse #2.
The killer thing for Clickhouse is that Percona supports it, so if you want to outsource the installation, mgmt. and support, you can just write a check and get good results.
Also, Clickhouse is a column store with SQL, so you could use an instance for monitoring and another to replace Vertica or Greenplum or whatever so long as it has the client libraries you need.
I'm concerned with there being a support issue, as well as a smaller user base also affecting support in the long term.