PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CMS vs. AEE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CMS and AEE 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.


-0.50.00.51.00.7

Performance

CMS vs. AEE - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
249.83%
638.53%
CMS
AEE

Key characteristics

Sharpe Ratio

CMS:

1.26

AEE:

1.66

Sortino Ratio

CMS:

1.79

AEE:

2.47

Omega Ratio

CMS:

1.22

AEE:

1.29

Calmar Ratio

CMS:

1.02

AEE:

1.03

Martin Ratio

CMS:

5.99

AEE:

8.03

Ulcer Index

CMS:

3.43%

AEE:

3.51%

Daily Std Dev

CMS:

16.30%

AEE:

16.99%

Max Drawdown

CMS:

-91.20%

AEE:

-60.57%

Current Drawdown

CMS:

-6.91%

AEE:

-5.30%

Fundamentals

Market Cap

CMS:

$20.03B

AEE:

$23.67B

EPS

CMS:

$3.51

AEE:

$4.25

PE Ratio

CMS:

19.10

AEE:

20.87

PEG Ratio

CMS:

2.43

AEE:

2.81

Total Revenue (TTM)

CMS:

$7.48B

AEE:

$7.30B

Gross Profit (TTM)

CMS:

$2.52B

AEE:

$2.51B

EBITDA (TTM)

CMS:

$3.03B

AEE:

$3.49B

Returns By Period

In the year-to-date period, CMS achieves a 18.53% return, which is significantly lower than AEE's 27.68% return. Both investments have delivered pretty close results over the past 10 years, with CMS having a 9.95% annualized return and AEE not far ahead at 10.29%.


CMS

YTD

18.53%

1M

-2.79%

6M

13.59%

1Y

20.95%

5Y*

4.16%

10Y*

9.95%

AEE

YTD

27.68%

1M

-2.48%

6M

29.06%

1Y

28.11%

5Y*

6.13%

10Y*

10.29%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CMS vs. AEE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CMS Energy Corporation (CMS) and Ameren Corporation (AEE). 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.


Sharpe ratio
The chart of Sharpe ratio for CMS, currently valued at 1.26, compared to the broader market-4.00-2.000.002.001.261.66
The chart of Sortino ratio for CMS, currently valued at 1.79, compared to the broader market-4.00-2.000.002.004.001.792.47
The chart of Omega ratio for CMS, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.29
The chart of Calmar ratio for CMS, currently valued at 1.02, compared to the broader market0.002.004.006.001.021.03
The chart of Martin ratio for CMS, currently valued at 5.99, compared to the broader market-5.000.005.0010.0015.0020.0025.005.998.03
CMS
AEE

The current CMS Sharpe Ratio is 1.26, which is comparable to the AEE Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of CMS and AEE, 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.26
1.66
CMS
AEE

Dividends

CMS vs. AEE - Dividend Comparison

CMS's dividend yield for the trailing twelve months is around 3.09%, more than AEE's 3.00% yield.


TTM20232022202120202019201820172016201520142013
CMS
CMS Energy Corporation
3.09%3.36%2.91%2.67%2.67%2.43%2.88%2.81%2.98%3.22%3.11%3.81%
AEE
Ameren Corporation
3.00%3.48%2.65%2.47%2.56%2.50%2.83%3.01%3.27%3.83%3.49%4.42%

Drawdowns

CMS vs. AEE - Drawdown Comparison

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


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.91%
-5.30%
CMS
AEE

Volatility

CMS vs. AEE - Volatility Comparison

The current volatility for CMS Energy Corporation (CMS) is 4.19%, while Ameren Corporation (AEE) has a volatility of 4.62%. This indicates that CMS experiences smaller price fluctuations and is considered to be less risky than AEE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.19%
4.62%
CMS
AEE

Financials

CMS vs. AEE - Financials Comparison

This section allows you to compare key financial metrics between CMS Energy Corporation and Ameren 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab