CMS vs. AQN.TO
Compare and contrast key facts about CMS Energy Corporation (CMS) and Algonquin Power & Utilities Corp. (AQN.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CMS or AQN.TO.
Key characteristics
| CMS | AQN.TO | |
|---|---|---|
| YTD Return | 5.11% | 2.55% |
| 1Y Return | 1.41% | -20.99% |
| 3Y Return (Ann) | 1.21% | -20.57% |
| 5Y Return (Ann) | 4.97% | -6.44% |
| 10Y Return (Ann) | 10.48% | 5.84% |
| Sharpe Ratio | -0.00 | -0.78 |
| Daily Std Dev | 18.83% | 27.88% |
| Max Drawdown | -91.20% | -78.58% |
| Current Drawdown | -12.36% | -54.84% |
Fundamentals
| CMS | AQN.TO | |
|---|---|---|
| Market Cap | $17.78B | CA$5.63B |
| EPS | $3.01 | CA$0.04 |
| PE Ratio | 19.78 | 204.25 |
| PEG Ratio | 2.23 | 1.41 |
| Revenue (TTM) | $7.46B | CA$2.70B |
| Gross Profit (TTM) | $2.76B | CA$1.05B |
| EBITDA (TTM) | $2.47B | CA$944.79M |
Correlation
The correlation between CMS and AQN.TO is 0.23, 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.
Performance
CMS vs. AQN.TO - Performance Comparison
In the year-to-date period, CMS achieves a 5.11% return, which is significantly higher than AQN.TO's 2.55% return. Over the past 10 years, CMS has outperformed AQN.TO with an annualized return of 10.48%, while AQN.TO has yielded a comparatively lower 5.84% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CMS vs. AQN.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CMS Energy Corporation (CMS) and Algonquin Power & Utilities Corp. (AQN.TO). 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. AQN.TO - Dividend Comparison
CMS's dividend yield for the trailing twelve months is around 3.27%, less than AQN.TO's 6.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMS CMS Energy Corporation | 3.27% | 3.36% | 2.91% | 2.67% | 2.67% | 2.43% | 2.88% | 2.81% | 2.98% | 3.22% | 3.11% | 3.81% |
AQN.TO Algonquin Power & Utilities Corp. | 6.89% | 6.94% | 10.63% | 4.61% | 3.90% | 3.96% | 4.82% | 4.27% | 4.82% | 4.50% | 3.83% | 4.53% |
Drawdowns
CMS vs. AQN.TO - Drawdown Comparison
The maximum CMS drawdown since its inception was -91.20%, which is greater than AQN.TO's maximum drawdown of -78.58%. Use the drawdown chart below to compare losses from any high point for CMS and AQN.TO. For additional features, visit the drawdowns tool.
Volatility
CMS vs. AQN.TO - Volatility Comparison
The current volatility for CMS Energy Corporation (CMS) is 5.38%, while Algonquin Power & Utilities Corp. (AQN.TO) has a volatility of 9.62%. This indicates that CMS experiences smaller price fluctuations and is considered to be less risky than AQN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CMS vs. AQN.TO - Financials Comparison
This section allows you to compare key financial metrics between CMS Energy Corporation and Algonquin Power & Utilities Corp.. 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