1993 Saturn SL2 compression

My car was running rough for about a year, bad vibration. Recently, on a very cold day it wouldn't start. It tried to turn over but after a couple tries it just started spinning out. Got a new battery, a new starter, even another engine. Oh and a new timing chain assembly. Got it all together and there is absolutely no compression. There wasn't in the old engine either.
The head gasket isn't cracked nor is the piston ring. The cylinders are in good condition. What else is there?