Linq At least one object must implement IComparable

I am trying to order a List of Entities that contains another list of Entities. I have implemented IComparable for all entities and still get the exception. All of the examples I have seen address the issue where you have one list and you order by a given field in that list but not where you have a list of lists. This issue is happening for Linq to Objects per below and also for Linq to Entities. What am I missing?

[TestClass]
public class OrderBy
{
    [TestMethod]
    public void OrderByTest()
    {
        var hobbies = new Collection<Hobby> { new Hobby { HobbyId = 1, Name = "Eating" }, new Hobby() { HobbyId = 2, Name = "Breathing" } };

        var p1 = new Person
        {
            PersonId = 1,
            Name = "A",
            PersonHobbies = new Collection<PersonHobby> { new PersonHobby() { PersonHobbyId = 1}}
        };
        var p2 = new Person
        {
            PersonId = 2,
            Name = "Z",
            PersonHobbies = new Collection<PersonHobby> { new PersonHobby() { PersonHobbyId = 2 }}
        };

        var people = new List<Person> { p1, p2 };
        var pplEnumerable = people.AsEnumerable();
        pplEnumerable = pplEnumerable.OrderByDescending(r => r.PersonHobbies.OrderByDescending(p => p.Hobby.Name));
        foreach (var person in pplEnumerable)
        {
            Console.WriteLine(person.Name);
        }
    }
    public class Person : IComparable
    {
        public int PersonId { get; set; }
        public string Name { get; set; }
        public virtual ICollection<PersonHobby> PersonHobbies { get; set; }
        public int CompareTo(object obj)
        {
            if (obj == null) return 1;
            var otherPerson = obj as Person;
            return PersonId.CompareTo(otherPerson.PersonId);
        }
    }
    public class PersonHobby : IComparable
    {
        public int PersonHobbyId { get; set; }
        public int HobbyId { get; set; }
        public virtual Person Person{ get; set; }
        public int PersonId { get; set; }
        public virtual Hobby Hobby { get; set; }
        public int CompareTo(object obj)
        {
            if (obj == null) return 1;
            var otherPersonHobby = obj as PersonHobby;
            return PersonHobbyId.CompareTo(otherPersonHobby.PersonHobbyId);
        }
    }
    public class Hobby : IComparable
    {
        public int HobbyId { get; set; }
        public string Name { get; set; }
        public int CompareTo(object obj)
        {
            if (obj == null) return 1;
            var otherHobby = obj as Hobby;
            return HobbyId.CompareTo(otherHobby.HobbyId);
        }
    }
}