CMS vs. EIX
Compare and contrast key facts about CMS Energy Corporation (CMS) and Edison International (EIX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CMS or EIX.
Key characteristics
CMS | EIX | |
---|---|---|
YTD Return | 4.87% | 0.08% |
1Y Return | 2.08% | 7.07% |
3Y Return (Ann) | 2.23% | 10.58% |
5Y Return (Ann) | 4.68% | 7.23% |
10Y Return (Ann) | 10.81% | 6.11% |
Sharpe Ratio | 0.18 | 0.42 |
Daily Std Dev | 18.76% | 20.76% |
Max Drawdown | -91.20% | -72.18% |
Current Drawdown | -12.57% | -2.22% |
Fundamentals
CMS | EIX | |
---|---|---|
Market Cap | $17.61B | $26.76B |
EPS | $3.01 | $3.11 |
PE Ratio | 19.59 | 22.37 |
PEG Ratio | 2.28 | 0.74 |
Revenue (TTM) | $7.46B | $16.34B |
Gross Profit (TTM) | $2.76B | $9.41B |
EBITDA (TTM) | $2.47B | $5.97B |
Correlation
The correlation between CMS and EIX is 0.45, 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.
Performance
CMS vs. EIX - Performance Comparison
In the year-to-date period, CMS achieves a 4.87% return, which is significantly higher than EIX's 0.08% return. Over the past 10 years, CMS has outperformed EIX with an annualized return of 10.81%, while EIX has yielded a comparatively lower 6.11% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
CMS vs. EIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CMS Energy Corporation (CMS) and Edison International (EIX). 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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
CMS Energy Corporation | 0.18 | ||||
Edison International | 0.42 |
Dividends
CMS vs. EIX - Dividend Comparison
CMS's dividend yield for the trailing twelve months is around 3.28%, less than EIX's 5.33% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
CMS Energy Corporation | 3.28% | 3.36% | 2.91% | 2.67% | 2.67% | 2.43% | 2.88% | 2.81% | 2.98% | 3.22% | 3.11% | 3.81% |
Edison International | 5.33% | 4.19% | 4.46% | 3.94% | 4.10% | 3.28% | 4.28% | 3.53% | 2.75% | 2.93% | 2.26% | 2.95% |
Drawdowns
CMS vs. EIX - Drawdown Comparison
The maximum CMS drawdown since its inception was -91.20%, which is greater than EIX's maximum drawdown of -72.18%. The drawdown chart below compares losses from any high point along the way for CMS and EIX
Volatility
CMS vs. EIX - Volatility Comparison
The current volatility for CMS Energy Corporation (CMS) is 4.81%, while Edison International (EIX) has a volatility of 5.57%. This indicates that CMS experiences smaller price fluctuations and is considered to be less risky than EIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.