The compression described by you is applied for documents as these have plain text data which isn't compressed. For example, if you want to compress a picture you will obtain a very small compression ratio, in terms of 1-2 % because a picture format already contains compressed data and if you try to compress another archive it will result in a bigger file or practically the same file. There is a big difference between documents, pictures and any other file that has in its structure plain text data or compressed bites.
Also, WinRAR is able to compress all file types, but it's up to the format of the file and structure that the ratio is established.