Nothing. #"MgS"# is the compound. Any compound is a combination of two or more different elements. And naturally, #"Mg"# must be different from #"S"#.
Of course, if the compound is #"MgS"#, which contains two atoms, there couldn't be any "sub-compounds" within this compound, even if that were a thing, because the only atomic-scale components smaller than a diatomic compound (besides what's in an atom) is an atom.