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AEE vs. CMS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AEE and CMS is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

AEE vs. CMS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ameren Corporation (AEE) and CMS Energy Corporation (CMS). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%700.00%800.00%NovemberDecember2025FebruaryMarchApril
718.71%
282.05%
AEE
CMS

Key characteristics

Sharpe Ratio

AEE:

1.97

CMS:

1.42

Sortino Ratio

AEE:

2.65

CMS:

1.92

Omega Ratio

AEE:

1.35

CMS:

1.25

Calmar Ratio

AEE:

1.52

CMS:

1.70

Martin Ratio

AEE:

11.32

CMS:

6.04

Ulcer Index

AEE:

3.27%

CMS:

4.01%

Daily Std Dev

AEE:

18.82%

CMS:

17.07%

Max Drawdown

AEE:

-60.57%

CMS:

-91.20%

Current Drawdown

AEE:

-4.52%

CMS:

-4.41%

Fundamentals

Market Cap

AEE:

$26.55B

CMS:

$22.18B

EPS

AEE:

$4.42

CMS:

$3.38

PE Ratio

AEE:

22.24

CMS:

21.36

PEG Ratio

AEE:

2.45

CMS:

2.92

PS Ratio

AEE:

3.63

CMS:

2.85

PB Ratio

AEE:

2.19

CMS:

2.66

Total Revenue (TTM)

AEE:

$5.81B

CMS:

$7.79B

Gross Profit (TTM)

AEE:

$3.93B

CMS:

$4.45B

EBITDA (TTM)

AEE:

$2.70B

CMS:

$3.15B

Returns By Period

In the year-to-date period, AEE achieves a 11.05% return, which is significantly higher than CMS's 9.15% return. Over the past 10 years, AEE has outperformed CMS with an annualized return of 12.31%, while CMS has yielded a comparatively lower 10.88% annualized return.


AEE

YTD

11.05%

1M

-0.35%

6M

13.58%

1Y

37.75%

5Y*

9.15%

10Y*

12.31%

CMS

YTD

9.15%

1M

-1.33%

6M

3.59%

1Y

25.52%

5Y*

7.71%

10Y*

10.88%

*Annualized

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Risk-Adjusted Performance

AEE vs. CMS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AEE
The Risk-Adjusted Performance Rank of AEE is 9393
Overall Rank
The Sharpe Ratio Rank of AEE is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of AEE is 9393
Sortino Ratio Rank
The Omega Ratio Rank of AEE is 9191
Omega Ratio Rank
The Calmar Ratio Rank of AEE is 9090
Calmar Ratio Rank
The Martin Ratio Rank of AEE is 9696
Martin Ratio Rank

CMS
The Risk-Adjusted Performance Rank of CMS is 8888
Overall Rank
The Sharpe Ratio Rank of CMS is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of CMS is 8585
Sortino Ratio Rank
The Omega Ratio Rank of CMS is 8383
Omega Ratio Rank
The Calmar Ratio Rank of CMS is 9292
Calmar Ratio Rank
The Martin Ratio Rank of CMS is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AEE vs. CMS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ameren Corporation (AEE) and CMS Energy Corporation (CMS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for AEE, currently valued at 1.97, compared to the broader market-2.00-1.000.001.002.003.00
AEE: 1.97
CMS: 1.42
The chart of Sortino ratio for AEE, currently valued at 2.65, compared to the broader market-6.00-4.00-2.000.002.004.00
AEE: 2.65
CMS: 1.92
The chart of Omega ratio for AEE, currently valued at 1.35, compared to the broader market0.501.001.502.00
AEE: 1.35
CMS: 1.25
The chart of Calmar ratio for AEE, currently valued at 1.52, compared to the broader market0.001.002.003.004.005.00
AEE: 1.52
CMS: 1.70
The chart of Martin ratio for AEE, currently valued at 11.32, compared to the broader market-5.000.005.0010.0015.0020.00
AEE: 11.32
CMS: 6.04

The current AEE Sharpe Ratio is 1.97, which is higher than the CMS Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of AEE and CMS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.97
1.42
AEE
CMS

Dividends

AEE vs. CMS - Dividend Comparison

AEE's dividend yield for the trailing twelve months is around 2.77%, less than CMS's 2.89% yield.


TTM20242023202220212020201920182017201620152014
AEE
Ameren Corporation
2.77%3.01%3.48%2.65%2.47%2.56%2.50%2.83%3.01%3.27%3.83%3.49%
CMS
CMS Energy Corporation
2.89%3.09%3.36%2.91%2.67%2.67%2.43%2.88%2.81%2.98%3.22%3.11%

Drawdowns

AEE vs. CMS - Drawdown Comparison

The maximum AEE drawdown since its inception was -60.57%, smaller than the maximum CMS drawdown of -91.20%. Use the drawdown chart below to compare losses from any high point for AEE and CMS. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.52%
-4.41%
AEE
CMS

Volatility

AEE vs. CMS - Volatility Comparison

Ameren Corporation (AEE) has a higher volatility of 8.15% compared to CMS Energy Corporation (CMS) at 7.35%. This indicates that AEE's price experiences larger fluctuations and is considered to be riskier than CMS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
8.15%
7.35%
AEE
CMS

Financials

AEE vs. CMS - Financials Comparison

This section allows you to compare key financial metrics between Ameren Corporation and CMS Energy Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items