Captain America carries a lensatic compass with a picture of Agent Carter inside the lid. This is apparently a scrap torn out of a newspaper, suggested by the screened photograph:
The screencaps above suggest at least two compasses were used: one with a black rear sight (in the black & white newsreel footage) and one with a bare brass rear sight (the color screencaps).
Modern repro compasses can be bought for as little as $10, and they are close to the originals in design.
Enhancement of the newsreel image may reveal the manufacturer of Rogers’ compass:
The dial appears to be marked: the top line, ending in a “Y” and the bottom line ending in “U.S.A.” Because there were very few manufacturers of these compasses during WWII, this gives us our maker:
The William and Lewis Ephraim Gurley company, of Troy, New York. They made precision instruments, lab instruments, surveying equipment, etc. from 1845 and still do today.
Below is my replica Peggy newspaper scrap:
This image should be printed at “actual size” / 600 dpi / 2.083 inches wide & tall. Mine looks like this: