A capacitor assembly and a method of assembling a capacitor assembly are provided. The capacitor assembly has at least two capacitor stacks, which have a layer structure including a top layer and a bottom layer. A support assembly supports the capacitor stacks. The capacitor stacks are stacked on top of each other in the support assembly. The support assembly has a compression member which compresses the at least two capacitor stacks in a direction substantially perpendicular to the layer structure. A pressure distribution arrangement adjusts the distribution of the pressure applied to the capacitor stacks by the compression member. Further, a subsea device in particular a subsea variable speed drive is disclosed.