I've just checked a bunch of compressors from various manufacturers (Sparmax, Sil-Air & "generic") & found that they are generally loosing around about 7>8psi on the guage while triggering with an 0.4mm nozzle & about 2>3psi with an 0.2mm nozzle...................
Considering the compressor were of variant performance, format & design, the results were quite consistent, also keep in mind that both Sparmax & Sil-Air produce some of the finest airbrush specific compressors available.