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

Key characteristics


CMSEIX
YTD Return4.87%0.08%
1Y Return2.08%7.07%
3Y Return (Ann)2.23%10.58%
5Y Return (Ann)4.68%7.23%
10Y Return (Ann)10.81%6.11%
Sharpe Ratio0.180.42
Daily Std Dev18.76%20.76%
Max Drawdown-91.20%-72.18%
Current Drawdown-12.57%-2.22%

Fundamentals


CMSEIX
Market Cap$17.61B$26.76B
EPS$3.01$3.11
PE Ratio19.5922.37
PEG Ratio2.280.74
Revenue (TTM)$7.46B$16.34B
Gross Profit (TTM)$2.76B$9.41B
EBITDA (TTM)$2.47B$5.97B

Correlation

0.45
-1.001.00

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.


1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%OctoberNovemberDecember2024FebruaryMarch
1,137.29%
1,783.02%
CMS
EIX

Compare stocks, funds, or ETFs


CMS Energy Corporation

Edison International

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
CMS
CMS Energy Corporation
0.18
EIX
Edison International
0.42

CMS vs. EIX - Sharpe Ratio Comparison

The current CMS Sharpe Ratio is 0.18, which is lower than the EIX Sharpe Ratio of 0.42. The chart below compares the 12-month rolling Sharpe Ratio of CMS and EIX.


Rolling 12-month Sharpe Ratio-0.500.000.501.00OctoberNovemberDecember2024FebruaryMarch
0.18
0.42
CMS
EIX

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.


TTM20232022202120202019201820172016201520142013
CMS
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%
EIX
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


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-12.57%
-2.22%
CMS
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.


4.00%5.00%6.00%7.00%8.00%9.00%OctoberNovemberDecember2024FebruaryMarch
4.81%
5.57%
CMS
EIX