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

Performance

CMS vs. CRSP - Performance Comparison

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

50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%JuneJulyAugustSeptemberOctoberNovember
115.02%
257.70%
CMS
CRSP

Returns By Period

In the year-to-date period, CMS achieves a 23.98% return, which is significantly higher than CRSP's -19.49% return.


CMS

YTD

23.98%

1M

-0.79%

6M

15.17%

1Y

25.01%

5Y (annualized)

5.65%

10Y (annualized)

11.03%

CRSP

YTD

-19.49%

1M

6.42%

6M

-8.76%

1Y

-27.97%

5Y (annualized)

-5.86%

10Y (annualized)

N/A

Fundamentals


CMSCRSP
Market Cap$20.47B$4.01B
EPS$3.50-$2.79
PEG Ratio2.48-0.21
Total Revenue (TTM)$7.48B$201.62M
Gross Profit (TTM)$2.92B$61.70M
EBITDA (TTM)$2.98B-$317.82M

Key characteristics


CMSCRSP
Sharpe Ratio1.49-0.55
Sortino Ratio2.11-0.57
Omega Ratio1.270.94
Calmar Ratio1.24-0.36
Martin Ratio7.65-0.82
Ulcer Index3.27%34.26%
Daily Std Dev16.81%51.04%
Max Drawdown-91.20%-81.61%
Current Drawdown-2.63%-76.00%

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Correlation

The correlation between CMS and CRSP is 0.03, 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.


-0.50.00.51.00.0

Risk-Adjusted Performance

CMS vs. CRSP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CMS Energy Corporation (CMS) and CRISPR Therapeutics AG (CRSP). 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 1.49, compared to the broader market-4.00-2.000.002.004.001.49-0.55
The chart of Sortino ratio for CMS, currently valued at 2.11, compared to the broader market-4.00-2.000.002.004.002.11-0.57
The chart of Omega ratio for CMS, currently valued at 1.27, compared to the broader market0.501.001.502.001.270.94
The chart of Calmar ratio for CMS, currently valued at 1.24, compared to the broader market0.002.004.006.001.24-0.36
The chart of Martin ratio for CMS, currently valued at 7.65, compared to the broader market0.0010.0020.0030.007.65-0.82
CMS
CRSP

The current CMS Sharpe Ratio is 1.49, which is higher than the CRSP Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of CMS and CRSP, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.49
-0.55
CMS
CRSP

Dividends

CMS vs. CRSP - Dividend Comparison

CMS's dividend yield for the trailing twelve months is around 2.96%, while CRSP has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
CMS
CMS Energy Corporation
2.96%3.36%2.91%2.67%2.67%2.43%2.88%2.81%2.98%3.22%3.11%3.81%
CRSP
CRISPR Therapeutics AG
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CMS vs. CRSP - Drawdown Comparison

The maximum CMS drawdown since its inception was -91.20%, which is greater than CRSP's maximum drawdown of -81.61%. Use the drawdown chart below to compare losses from any high point for CMS and CRSP. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.63%
-76.00%
CMS
CRSP

Volatility

CMS vs. CRSP - Volatility Comparison

The current volatility for CMS Energy Corporation (CMS) is 5.55%, while CRISPR Therapeutics AG (CRSP) has a volatility of 18.01%. This indicates that CMS experiences smaller price fluctuations and is considered to be less risky than CRSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
5.55%
18.01%
CMS
CRSP

Financials

CMS vs. CRSP - Financials Comparison

This section allows you to compare key financial metrics between CMS Energy Corporation and CRISPR Therapeutics AG. 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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