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.
Performance
CMS vs. EIX - Performance Comparison
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
21.93%
-2.99%
12.52%
24.59%
5.22%
10.95%
EIX
24.31%
1.78%
16.28%
37.10%
8.53%
7.31%
Fundamentals
CMS | EIX | |
---|---|---|
Market Cap | $20.47B | $33.34B |
EPS | $3.50 | $3.42 |
PE Ratio | 19.58 | 25.18 |
PEG Ratio | 2.48 | 1.41 |
Total Revenue (TTM) | $7.48B | $17.32B |
Gross Profit (TTM) | $2.92B | $6.50B |
EBITDA (TTM) | $2.98B | $6.83B |
Key characteristics
CMS | EIX | |
---|---|---|
Sharpe Ratio | 1.42 | 2.05 |
Sortino Ratio | 2.03 | 2.89 |
Omega Ratio | 1.25 | 1.35 |
Calmar Ratio | 1.19 | 3.07 |
Martin Ratio | 7.35 | 8.23 |
Ulcer Index | 3.25% | 4.47% |
Daily Std Dev | 16.82% | 17.95% |
Max Drawdown | -91.20% | -72.18% |
Current Drawdown | -4.24% | -0.94% |
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Correlation
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities