AEE vs. CMS
Compare and contrast key facts about Ameren Corporation (AEE) and CMS Energy Corporation (CMS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AEE or CMS.
Performance
AEE vs. CMS - Performance Comparison
Returns By Period
In the year-to-date period, AEE achieves a 30.76% return, which is significantly higher than CMS's 22.02% return. Both investments have delivered pretty close results over the past 10 years, with AEE having a 11.37% annualized return and CMS not far behind at 10.96%.
AEE
30.76%
3.69%
25.71%
24.13%
7.18%
11.37%
CMS
22.02%
-3.08%
11.22%
24.00%
5.17%
10.96%
Fundamentals
| AEE | CMS | |
|---|---|---|
| Market Cap | $24.65B | $20.47B |
| EPS | $4.25 | $3.52 |
| PE Ratio | 21.73 | 19.46 |
| PEG Ratio | 3.09 | 2.48 |
| Total Revenue (TTM) | $7.30B | $7.48B |
| Gross Profit (TTM) | $3.06B | $2.92B |
| EBITDA (TTM) | $3.49B | $2.98B |
Key characteristics
| AEE | CMS | |
|---|---|---|
| Sharpe Ratio | 1.21 | 1.39 |
| Sortino Ratio | 1.70 | 2.00 |
| Omega Ratio | 1.23 | 1.25 |
| Calmar Ratio | 0.86 | 1.16 |
| Martin Ratio | 2.76 | 7.23 |
| Ulcer Index | 8.58% | 3.24% |
| Daily Std Dev | 19.55% | 16.83% |
| Max Drawdown | -60.57% | -91.20% |
| Current Drawdown | -0.25% | -4.17% |
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Correlation
The correlation between AEE and CMS is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
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.
Dividends
AEE vs. CMS - Dividend Comparison
AEE's dividend yield for the trailing twelve months is around 2.87%, less than CMS's 3.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AEE Ameren Corporation | 2.87% | 3.48% | 2.65% | 2.47% | 2.56% | 2.50% | 2.83% | 3.01% | 3.27% | 3.83% | 3.49% | 4.42% |
CMS CMS Energy Corporation | 3.00% | 3.36% | 2.91% | 2.67% | 2.67% | 2.43% | 2.88% | 2.81% | 2.98% | 3.22% | 3.11% | 3.81% |
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.
Volatility
AEE vs. CMS - Volatility Comparison
Ameren Corporation (AEE) has a higher volatility of 7.17% compared to CMS Energy Corporation (CMS) at 5.81%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities