Hard processes in hadron-nucleus collisions are powerful tools to investigate both nuclear parton distributions and energy loss processes. Their knowledge is essential for a reliable interpretation of collisions in nuclear matter. The COMPASS experiment at the CERN SPS has performed high-statistics measurements of Drell-Yan and J/psi production using a 190 GeV pion beam on several nuclear targets (aluminium and tungsten, as well as a mix of ammonia and helium). Preliminary results on the ratios of Drell-Yan and J/psi production in different nuclear targets and on a wide range of Feynman-x and transverse momentum will be presented for the first time. A comparison with predictions including the latest nPDF sets and energy loss models will be performed. These measurements will impose tighter constraints to future nuclear PDF extractions and lead to a more precise determination of the cold nuclear matter transport coefficient.