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CMS vs. DVN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CMS vs. DVN - Performance Comparison

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

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Returns By Period

In the year-to-date period, CMS achieves a 13.21% return, which is significantly lower than DVN's 35.81% return. Over the past 10 years, CMS has underperformed DVN with an annualized return of 9.56%, while DVN has yielded a comparatively higher 10.48% annualized return.


CMS

1D
0.85%
1M
0.59%
YTD
13.21%
6M
10.27%
1Y
7.21%
3Y*
12.30%
5Y*
8.60%
10Y*
9.56%

DVN

1D
1.85%
1M
14.39%
YTD
35.81%
6M
44.87%
1Y
53.11%
3Y*
0.61%
5Y*
22.00%
10Y*
10.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMS vs. DVN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMS
CMS Energy Corporation
13.21%8.13%18.60%-5.21%0.84%9.71%-0.32%30.04%8.25%17.03%
DVN
Devon Energy Corporation
35.81%15.03%-25.21%-23.08%50.86%199.88%-35.34%16.81%-45.09%-8.74%

Correlation

The correlation between CMS and DVN is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners. Combining low-correlation assets is one of the most reliable ways to reduce portfolio risk without sacrificing expected returns.


Fundamentals

Market Cap

CMS:

$23.61B

DVN:

$30.78B

EPS

CMS:

$3.57

DVN:

$4.18

PE Ratio

CMS:

22.01

DVN:

11.83

PS Ratio

CMS:

2.76

DVN:

1.88

Total Revenue (TTM)

CMS:

$8.54B

DVN:

$16.61B

Gross Profit (TTM)

CMS:

$2.35B

DVN:

$3.77B

EBITDA (TTM)

CMS:

$2.95B

DVN:

$7.36B

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Return for Risk

CMS vs. DVN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CMS
CMS Risk / Return Rank: 5353
Overall Rank
CMS Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
CMS Sortino Ratio Rank: 4848
Sortino Ratio Rank
CMS Omega Ratio Rank: 4747
Omega Ratio Rank
CMS Calmar Ratio Rank: 5858
Calmar Ratio Rank
CMS Martin Ratio Rank: 5656
Martin Ratio Rank

DVN
DVN Risk / Return Rank: 6565
Overall Rank
DVN Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DVN Sortino Ratio Rank: 6262
Sortino Ratio Rank
DVN Omega Ratio Rank: 6363
Omega Ratio Rank
DVN Calmar Ratio Rank: 6464
Calmar Ratio Rank
DVN Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CMS vs. DVN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CMS Energy Corporation (CMS) and Devon Energy Corporation (DVN). 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.


CMSDVNDifference

Sharpe ratio

Return per unit of total volatility

0.51

0.81

-0.31

Sortino ratio

Return per unit of downside risk

0.77

1.32

-0.54

Omega ratio

Gain probability vs. loss probability

1.10

1.18

-0.08

Calmar ratio

Return relative to maximum drawdown

0.91

1.20

-0.29

Martin ratio

Return relative to average drawdown

1.70

3.25

-1.56

CMS vs. DVN - Sharpe Ratio Comparison

The current CMS Sharpe Ratio is 0.51, which is lower than the DVN Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of CMS and DVN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CMSDVNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

0.81

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.53

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.21

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.22

+0.13

Drawdowns

CMS vs. DVN - Drawdown Comparison

The maximum CMS drawdown since its inception was -91.20%, roughly equal to the maximum DVN drawdown of -94.93%. Use the drawdown chart below to compare losses from any high point for CMS and DVN.


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Drawdown Indicators


CMSDVNDifference

Max Drawdown

Largest peak-to-trough decline

-91.20%

-94.93%

+3.73%

Max Drawdown (1Y)

Largest decline over 1 year

-8.31%

-14.19%

+5.88%

Max Drawdown (5Y)

Largest decline over 5 years

-27.56%

-61.45%

+33.89%

Max Drawdown (10Y)

Largest decline over 10 years

-29.55%

-88.51%

+58.96%

Current Drawdown

Current decline from peak

0.00%

-36.67%

+36.67%

Average Drawdown

Average peak-to-trough decline

-27.44%

-35.91%

+8.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.55%

10.80%

-6.25%

Volatility

CMS vs. DVN - Volatility Comparison

The current volatility for CMS Energy Corporation (CMS) is 5.52%, while Devon Energy Corporation (DVN) has a volatility of 8.57%. This indicates that CMS experiences smaller price fluctuations and is considered to be less risky than DVN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMSDVNDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

8.57%

-3.05%

Volatility (6M)

Calculated over the trailing 6-month period

11.09%

22.57%

-11.48%

Volatility (1Y)

Calculated over the trailing 1-year period

16.69%

41.83%

-25.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.83%

41.62%

-22.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.64%

49.76%

-29.12%

Dividends

CMS vs. DVN - Dividend Comparison

CMS's dividend yield for the trailing twelve months is around 2.80%, more than DVN's 1.94% yield.


TTM20252024202320222021202020192018201720162015
CMS
CMS Energy Corporation
2.80%3.10%3.09%3.36%3.62%2.67%2.67%2.43%2.88%2.81%2.98%3.22%
DVN
Devon Energy Corporation
1.94%2.62%4.43%4.55%8.41%5.24%4.30%1.35%1.33%0.58%0.92%3.00%

Financials

CMS vs. DVN - Financials Comparison

This section allows you to compare key financial metrics between CMS Energy Corporation and Devon Energy 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


2.00B3.00B4.00B5.00B6.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
2.23B
3.94B
(CMS) Total Revenue
(DVN) Total Revenue
Values in USD except per share items

CMS vs. DVN - Profitability Comparison

The chart below illustrates the profitability comparison between CMS Energy Corporation and Devon Energy Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
20.1%
Portfolio components
CMS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, CMS Energy Corporation reported a gross profit of 0.00 and revenue of 2.23B. Therefore, the gross margin over that period was 0.0%.

DVN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Devon Energy Corporation reported a gross profit of 792.00M and revenue of 3.94B. Therefore, the gross margin over that period was 20.1%.

CMS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, CMS Energy Corporation reported an operating income of 435.00M and revenue of 2.23B, resulting in an operating margin of 19.5%.

DVN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Devon Energy Corporation reported an operating income of 657.00M and revenue of 3.94B, resulting in an operating margin of 16.7%.

CMS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, CMS Energy Corporation reported a net income of 289.00M and revenue of 2.23B, resulting in a net margin of 12.9%.

DVN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Devon Energy Corporation reported a net income of 562.00M and revenue of 3.94B, resulting in a net margin of 14.3%.