Kompany has been linked with both Barcelona and Real Madrid earlier in his career.
He said: “It would take me time at another club to reach the level I have achieved with City.
“Even then there would be no guarantee I could do it.”
Kompany added: “Besides, I am convinced that I can win just as many honours with City as I could with Barcelona or Real Madrid.
“Whoever goes to play for Real will be in Ronaldo’s shadow, and whoever joins Barca will be overshadowed by Messi. So I prefer to be captain of Manchester City.
“I feel very much at home here and am able to live a normal life. I get interest from paparazzi, but so long as you behave normally there is no problem.”
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Liverpool have unveiled their new home kit for next season, sticking with the hugely popular retro styling of the current shirt.
The reputation of the Premier League means it is the most popular and one of the most watched leagues in the world.