CMS vs. DTE
Compare and contrast key facts about CMS Energy Corporation (CMS) and DTE Energy Company (DTE).
Performance
CMS vs. DTE - Performance Comparison
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CMS vs. DTE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMS CMS Energy Corporation | 12.26% | 8.13% | 18.60% | -5.21% | 0.84% | 9.71% | -0.32% | 30.04% | 8.25% | 17.03% |
DTE DTE Energy Company | 14.96% | 10.42% | 13.49% | -2.81% | 1.23% | 19.35% | -2.86% | 21.38% | 4.21% | 14.59% |
Fundamentals
CMS:
$23.41B
DTE:
$30.45B
CMS:
$3.57
DTE:
$7.06
CMS:
21.82
DTE:
20.83
CMS:
2.74
DTE:
1.93
CMS:
$8.54B
DTE:
$15.81B
CMS:
$2.35B
DTE:
$13.43B
CMS:
$2.95B
DTE:
$4.45B
Returns By Period
In the year-to-date period, CMS achieves a 12.26% return, which is significantly lower than DTE's 14.96% return. Over the past 10 years, CMS has underperformed DTE with an annualized return of 9.46%, while DTE has yielded a comparatively higher 10.20% annualized return.
CMS
- 1D
- 0.44%
- 1M
- -0.20%
- YTD
- 12.26%
- 6M
- 9.29%
- 1Y
- 6.84%
- 3Y*
- 11.78%
- 5Y*
- 8.42%
- 10Y*
- 9.46%
DTE
- 1D
- 0.62%
- 1M
- 0.42%
- YTD
- 14.96%
- 6M
- 6.75%
- 1Y
- 10.24%
- 3Y*
- 14.19%
- 5Y*
- 8.89%
- 10Y*
- 10.20%
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Return for Risk
CMS vs. DTE — Risk / Return Rank
CMS
DTE
CMS vs. DTE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CMS Energy Corporation (CMS) and DTE Energy Company (DTE). 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.
| CMS | DTE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.41 | 0.60 | -0.19 |
Sortino ratioReturn per unit of downside risk | 0.65 | 0.90 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.12 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 0.98 | -0.17 |
Martin ratioReturn relative to average drawdown | 1.51 | 2.25 | -0.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CMS | DTE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 0.60 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.48 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.46 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.35 | 0.00 |
Correlation
The correlation between CMS and DTE is 0.53, 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.
Dividends
CMS vs. DTE - Dividend Comparison
CMS's dividend yield for the trailing twelve months is around 2.82%, less than DTE's 3.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMS CMS Energy Corporation | 2.82% | 3.10% | 3.09% | 3.36% | 3.62% | 2.67% | 2.67% | 2.43% | 2.88% | 2.81% | 2.98% | 3.22% |
DTE DTE Energy Company | 3.07% | 3.44% | 3.44% | 3.52% | 3.07% | 2.98% | 3.40% | 2.96% | 3.26% | 3.07% | 3.10% | 3.54% |
Drawdowns
CMS vs. DTE - Drawdown Comparison
The maximum CMS drawdown since its inception was -91.20%, which is greater than DTE's maximum drawdown of -67.92%. Use the drawdown chart below to compare losses from any high point for CMS and DTE.
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Drawdown Indicators
| CMS | DTE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.20% | -67.92% | -23.28% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -10.13% | +1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -27.56% | -28.93% | +1.37% |
Max Drawdown (10Y)Largest decline over 10 years | -29.55% | -42.45% | +12.90% |
Current DrawdownCurrent decline from peak | -0.47% | -1.49% | +1.02% |
Average DrawdownAverage peak-to-trough decline | -27.45% | -17.27% | -10.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.55% | 4.42% | +0.13% |
Volatility
CMS vs. DTE - Volatility Comparison
CMS Energy Corporation (CMS) and DTE Energy Company (DTE) have volatilities of 5.47% and 5.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMS | DTE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 5.47% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 11.14% | 11.21% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.67% | 17.12% | -0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.83% | 18.69% | +0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.64% | 22.24% | -1.60% |
Financials
CMS vs. DTE - Financials Comparison
This section allows you to compare key financial metrics between CMS Energy Corporation and DTE Energy Company. 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