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

Correlation

The correlation between CMS and CPK is 0.27, 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.


-0.50.00.51.00.3

Performance

CMS vs. CPK - Performance Comparison

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

0.00%2,000.00%4,000.00%6,000.00%8,000.00%JulyAugustSeptemberOctoberNovemberDecember
480.95%
6,392.89%
CMS
CPK

Key characteristics

Sharpe Ratio

CMS:

1.26

CPK:

0.91

Sortino Ratio

CMS:

1.79

CPK:

1.34

Omega Ratio

CMS:

1.22

CPK:

1.16

Calmar Ratio

CMS:

1.02

CPK:

0.67

Martin Ratio

CMS:

5.99

CPK:

5.34

Ulcer Index

CMS:

3.43%

CPK:

3.64%

Daily Std Dev

CMS:

16.30%

CPK:

21.35%

Max Drawdown

CMS:

-91.20%

CPK:

-38.67%

Current Drawdown

CMS:

-6.91%

CPK:

-13.08%

Fundamentals

Market Cap

CMS:

$20.03B

CPK:

$2.84B

EPS

CMS:

$3.51

CPK:

$4.92

PE Ratio

CMS:

19.10

CPK:

25.44

PEG Ratio

CMS:

2.43

CPK:

2.40

Total Revenue (TTM)

CMS:

$7.48B

CPK:

$757.63M

Gross Profit (TTM)

CMS:

$2.52B

CPK:

$284.87M

EBITDA (TTM)

CMS:

$3.03B

CPK:

$289.38M

Returns By Period

In the year-to-date period, CMS achieves a 18.53% return, which is significantly higher than CPK's 15.70% return. Over the past 10 years, CMS has underperformed CPK with an annualized return of 9.95%, while CPK has yielded a comparatively higher 11.29% annualized return.


CMS

YTD

18.53%

1M

-2.79%

6M

13.59%

1Y

20.95%

5Y*

4.16%

10Y*

9.95%

CPK

YTD

15.70%

1M

-6.86%

6M

15.00%

1Y

17.40%

5Y*

6.13%

10Y*

11.29%

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Risk-Adjusted Performance

CMS vs. CPK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CMS Energy Corporation (CMS) and Chesapeake Utilities Corporation (CPK). 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-4.00-2.000.002.001.260.91
The chart of Sortino ratio for CMS, currently valued at 1.79, compared to the broader market-4.00-2.000.002.004.001.791.34
The chart of Omega ratio for CMS, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.16
The chart of Calmar ratio for CMS, currently valued at 1.02, compared to the broader market0.002.004.006.001.020.67
The chart of Martin ratio for CMS, currently valued at 5.99, compared to the broader market-5.000.005.0010.0015.0020.0025.005.995.34
CMS
CPK

The current CMS Sharpe Ratio is 1.26, which is higher than the CPK Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of CMS and CPK, 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
0.91
CMS
CPK

Dividends

CMS vs. CPK - Dividend Comparison

CMS's dividend yield for the trailing twelve months is around 3.09%, more than CPK's 2.10% 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%
CPK
Chesapeake Utilities Corporation
2.10%2.18%1.76%1.29%1.59%1.65%1.77%1.63%1.80%2.00%2.15%2.53%

Drawdowns

CMS vs. CPK - Drawdown Comparison

The maximum CMS drawdown since its inception was -91.20%, which is greater than CPK's maximum drawdown of -38.67%. Use the drawdown chart below to compare losses from any high point for CMS and CPK. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.91%
-13.08%
CMS
CPK

Volatility

CMS vs. CPK - Volatility Comparison

The current volatility for CMS Energy Corporation (CMS) is 4.19%, while Chesapeake Utilities Corporation (CPK) has a volatility of 6.29%. This indicates that CMS experiences smaller price fluctuations and is considered to be less risky than CPK 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%
6.29%
CMS
CPK

Financials

CMS vs. CPK - Financials Comparison

This section allows you to compare key financial metrics between CMS Energy Corporation and Chesapeake Utilities 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
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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.

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