CMS vs. CRSP
Compare and contrast key facts about CMS Energy Corporation (CMS) and CRISPR Therapeutics AG (CRSP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CMS or CRSP.
Performance
CMS vs. CRSP - Performance Comparison
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
23.98%
-0.79%
15.17%
25.01%
5.65%
11.03%
CRSP
-19.49%
6.42%
-8.76%
-27.97%
-5.86%
N/A
Fundamentals
CMS | CRSP | |
---|---|---|
Market Cap | $20.47B | $4.01B |
EPS | $3.50 | -$2.79 |
PEG Ratio | 2.48 | -0.21 |
Total Revenue (TTM) | $7.48B | $201.62M |
Gross Profit (TTM) | $2.92B | $61.70M |
EBITDA (TTM) | $2.98B | -$317.82M |
Key characteristics
CMS | CRSP | |
---|---|---|
Sharpe Ratio | 1.49 | -0.55 |
Sortino Ratio | 2.11 | -0.57 |
Omega Ratio | 1.27 | 0.94 |
Calmar Ratio | 1.24 | -0.36 |
Martin Ratio | 7.65 | -0.82 |
Ulcer Index | 3.27% | 34.26% |
Daily Std Dev | 16.81% | 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.
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities