MageStack comes with an auto installer for RVM, which will get you most of the way towards installing Ruby based tools.
Ruby Version Manager (RVM) allows you to easily install and switch between multiple versions of Ruby.
root, execute the following,
apt-get install bzip2 rvm_install.sh
After the installation process is complete, you can drop back to an unprivileged user.
www-data, to install Ruby 2.2.4, execute the following,
source .bash_profile rvm install ruby-2.2.4 --autolibs=0
Once installed, you are free to use
gem to install Compass,
gem install compass