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.