I just received a call stating my iCloud account has been compromised. They want me to go on my computer with them. Is this a scam?
Yes, you will never receive an unexpected call regarding your iCloud account, so it is a scam.
Apple will never call you and ask you to "go on [your] computer with them" to recover a compromised iCloud account (which they would refer to as an Apple ID, not iCloud account).
If you called them about a compromised Apple ID, they use the information you provided at registration and possibly information you email or fax to them (such as driver's license) to verify your identity and reset your account.