Nietzsche expresses ambivalence toward compassion. While he is most often critical of compassion as a moral response to others, he also sometimes praises forms of compassion made different by the different forms of life in which they are implicated. Accounting for this ambivalence, I argue that compassion as concern for suffering is not condemnable in itself, but only when such concern erases any vantage point on our situation that might lend suffering significance. In making this case, Nietzsche looks to norms of contest in the Greek agon as exemplary of a culture able to affirm human suffering and striving. Understanding that those affirmative elements of Greek life are extinguished through modern morality, Nietzsche puts forward an ideal of self-overcoming that, invested with something of what was affirmative in Greek life, offers us the possibility of making our finitude matter.