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

Performance

CMS vs. EIX - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
14.31%
18.32%
CMS
EIX

Returns By Period

In the year-to-date period, CMS achieves a 21.93% return, which is significantly lower than EIX's 24.31% return. Over the past 10 years, CMS has outperformed EIX with an annualized return of 10.95%, while EIX has yielded a comparatively lower 7.31% annualized return.


CMS

YTD

21.93%

1M

-2.99%

6M

12.52%

1Y

24.59%

5Y (annualized)

5.22%

10Y (annualized)

10.95%

EIX

YTD

24.31%

1M

1.78%

6M

16.28%

1Y

37.10%

5Y (annualized)

8.53%

10Y (annualized)

7.31%

Fundamentals


CMSEIX
Market Cap$20.47B$33.34B
EPS$3.50$3.42
PE Ratio19.5825.18
PEG Ratio2.481.41
Total Revenue (TTM)$7.48B$17.32B
Gross Profit (TTM)$2.92B$6.50B
EBITDA (TTM)$2.98B$6.83B

Key characteristics


CMSEIX
Sharpe Ratio1.422.05
Sortino Ratio2.032.89
Omega Ratio1.251.35
Calmar Ratio1.193.07
Martin Ratio7.358.23
Ulcer Index3.25%4.47%
Daily Std Dev16.82%17.95%
Max Drawdown-91.20%-72.18%
Current Drawdown-4.24%-0.94%

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Correlation

-0.50.00.51.00.5

The correlation between CMS and EIX is 0.46, 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.

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
The chart of Sharpe ratio for CMS, currently valued at 1.42, compared to the broader market-4.00-2.000.002.004.001.422.05
The chart of Sortino ratio for CMS, currently valued at 2.03, compared to the broader market-4.00-2.000.002.004.002.032.89
The chart of Omega ratio for CMS, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.35
The chart of Calmar ratio for CMS, currently valued at 1.19, compared to the broader market0.002.004.006.001.193.07
The chart of Martin ratio for CMS, currently valued at 7.35, compared to the broader market-10.000.0010.0020.0030.007.358.23
CMS
EIX

The current CMS Sharpe Ratio is 1.42, which is lower than the EIX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of CMS and EIX, 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.42
2.05
CMS
EIX

Dividends

CMS vs. EIX - Dividend Comparison

CMS's dividend yield for the trailing twelve months is around 3.01%, less than EIX's 3.62% yield.


TTM20232022202120202019201820172016201520142013
CMS
CMS Energy Corporation
3.01%3.36%2.91%2.67%2.67%2.43%2.88%2.81%2.98%3.22%3.11%3.81%
EIX
Edison International
3.62%4.19%4.46%3.94%4.10%3.28%4.28%4.39%2.75%2.93%2.26%2.96%

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%. Use the drawdown chart below to compare losses from any high point for CMS and EIX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.24%
-0.94%
CMS
EIX

Volatility

CMS vs. EIX - Volatility Comparison

CMS Energy Corporation (CMS) has a higher volatility of 5.81% compared to Edison International (EIX) at 5.28%. This indicates that CMS's price experiences larger fluctuations and is considered to be riskier than EIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
5.81%
5.28%
CMS
EIX

Financials

CMS vs. EIX - Financials Comparison

This section allows you to compare key financial metrics between CMS Energy Corporation and Edison International. 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