CMS vs. AEE
Compare and contrast key facts about CMS Energy Corporation (CMS) and Ameren Corporation (AEE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CMS or AEE.
Performance
CMS vs. AEE - Performance Comparison
Returns By Period
In the year-to-date period, CMS achieves a 21.93% return, which is significantly lower than AEE's 30.93% return. Both investments have delivered pretty close results over the past 10 years, with CMS having a 10.95% annualized return and AEE not far ahead at 11.38%.
CMS
21.93%
-2.99%
12.52%
24.59%
5.22%
10.95%
AEE
30.93%
4.54%
28.22%
24.49%
7.28%
11.38%
Fundamentals
| CMS | AEE | |
|---|---|---|
| Market Cap | $20.47B | $24.62B |
| EPS | $3.50 | $4.25 |
| PE Ratio | 19.58 | 21.70 |
| PEG Ratio | 2.48 | 3.12 |
| Total Revenue (TTM) | $7.48B | $7.30B |
| Gross Profit (TTM) | $2.92B | $3.06B |
| EBITDA (TTM) | $2.98B | $3.49B |
Key characteristics
| CMS | AEE | |
|---|---|---|
| Sharpe Ratio | 1.42 | 1.24 |
| Sortino Ratio | 2.03 | 1.74 |
| Omega Ratio | 1.25 | 1.24 |
| Calmar Ratio | 1.19 | 0.88 |
| Martin Ratio | 7.35 | 2.83 |
| Ulcer Index | 3.25% | 8.58% |
| Daily Std Dev | 16.82% | 19.54% |
| Max Drawdown | -91.20% | -60.57% |
| Current Drawdown | -4.24% | -0.12% |
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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.
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.
Dividends
CMS vs. AEE - Dividend Comparison
CMS's dividend yield for the trailing twelve months is around 3.01%, more than AEE's 2.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMS CMS Energy Corporation | 3.01% | 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 | 2.86% | 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.
Volatility
CMS vs. AEE - Volatility Comparison
The current volatility for CMS Energy Corporation (CMS) is 5.81%, while Ameren Corporation (AEE) has a volatility of 7.13%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities