CMS Energy Corporation 5.875% J (CMSD) Sharpe Ratio: 1.01

CMSD's Sharpe Ratio of 1.01 indicates that for each unit of volatility, it generates 1.01 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

CMSD Sharpe Ratio Rank

Above Average

CMSD ranks above 71.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Above-average risk-adjusted returns with room for improvement
Compare against category peers to gauge relative positioning
Monitor for movement toward top tier or decline toward median
Consider pairing with top-tier holdings to improve portfolio efficiency

CMSD Sharpe Ratio Market Positioning

The chart shows CMSD's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): -0.39 or lower
Yellow zone (middle 50%): -0.39 to 1.13
Green zone (top 25%): 1.13 or higher
Top 1%: 5.88+
Median: 0.23 — half of all investments score higher

How it compares to other similar stocks

The table compares CMSD's Sharpe Ratio with other similar investments across multiple time periods.

Data shows available time periods plus all-time averages, as of Jun 4, 2026.

Symbol	Name	1Y Sharpe Ratio
SNDK	Sandisk Corp	48.18
AXTI	AXT, Inc.	45.71
WDC	Western Digital Corporation	16.12
MU	Micron Technology, Inc.	14.69
BW	Babcock & Wilcox Enterprises, Inc.	14.19
RVMDW	Revolution Medicines Inc. Warrant	13.27
LITE	Lumentum Holdings Inc.	13.13
BE	Bloom Energy Corporation	12.43
CGEH	Capstone Green Energy Holdings, Inc.	10.98
STX	Seagate Technology plc	10.84
CMSD	CMS Energy Corporation 5.875% J	1.01

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows CMSD's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when CMSD consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does CMSD fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio