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

Correlation

The correlation between CMS and LNT is 0.52, 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.


-0.50.00.51.00.5

Performance

CMS vs. LNT - Performance Comparison

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

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%JulyAugustSeptemberOctoberNovemberDecember
1,298.49%
3,453.77%
CMS
LNT

Key characteristics

Sharpe Ratio

CMS:

1.26

LNT:

1.22

Sortino Ratio

CMS:

1.79

LNT:

1.76

Omega Ratio

CMS:

1.22

LNT:

1.23

Calmar Ratio

CMS:

1.02

LNT:

0.97

Martin Ratio

CMS:

5.99

LNT:

5.37

Ulcer Index

CMS:

3.43%

LNT:

4.03%

Daily Std Dev

CMS:

16.30%

LNT:

17.71%

Max Drawdown

CMS:

-91.20%

LNT:

-51.66%

Current Drawdown

CMS:

-6.91%

LNT:

-7.36%

Fundamentals

Market Cap

CMS:

$20.03B

LNT:

$15.29B

EPS

CMS:

$3.51

LNT:

$2.57

PE Ratio

CMS:

19.10

LNT:

23.18

PEG Ratio

CMS:

2.43

LNT:

2.36

Total Revenue (TTM)

CMS:

$7.48B

LNT:

$3.97B

Gross Profit (TTM)

CMS:

$2.52B

LNT:

$1.22B

EBITDA (TTM)

CMS:

$3.03B

LNT:

$1.73B

Returns By Period

The year-to-date returns for both investments are quite close, with CMS having a 18.53% return and LNT slightly higher at 19.15%. Over the past 10 years, CMS has outperformed LNT with an annualized return of 9.95%, while LNT has yielded a comparatively lower 9.38% annualized return.


CMS

YTD

18.53%

1M

-2.79%

6M

13.59%

1Y

20.95%

5Y*

4.16%

10Y*

9.95%

LNT

YTD

19.15%

1M

-5.27%

6M

17.65%

1Y

20.87%

5Y*

4.68%

10Y*

9.38%

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Risk-Adjusted Performance

CMS vs. LNT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CMS Energy Corporation (CMS) and Alliant Energy Corporation (LNT). 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 1.26, compared to the broader market-4.00-2.000.002.001.261.22
The chart of Sortino ratio for CMS, currently valued at 1.79, compared to the broader market-4.00-2.000.002.004.001.791.76
The chart of Omega ratio for CMS, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.23
The chart of Calmar ratio for CMS, currently valued at 1.02, compared to the broader market0.002.004.006.001.020.97
The chart of Martin ratio for CMS, currently valued at 5.99, compared to the broader market-5.000.005.0010.0015.0020.0025.005.995.37
CMS
LNT

The current CMS Sharpe Ratio is 1.26, which is comparable to the LNT Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of CMS and LNT, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.26
1.22
CMS
LNT

Dividends

CMS vs. LNT - Dividend Comparison

CMS's dividend yield for the trailing twelve months is around 3.09%, less than LNT's 3.26% yield.


TTM20232022202120202019201820172016201520142013
CMS
CMS Energy Corporation
3.09%3.36%2.91%2.67%2.67%2.43%2.88%2.81%2.98%3.22%3.11%3.81%
LNT
Alliant Energy Corporation
3.26%3.53%3.10%2.62%2.95%2.60%3.17%2.96%3.10%3.52%3.07%3.64%

Drawdowns

CMS vs. LNT - Drawdown Comparison

The maximum CMS drawdown since its inception was -91.20%, which is greater than LNT's maximum drawdown of -51.66%. Use the drawdown chart below to compare losses from any high point for CMS and LNT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.91%
-7.36%
CMS
LNT

Volatility

CMS vs. LNT - Volatility Comparison

CMS Energy Corporation (CMS) has a higher volatility of 4.19% compared to Alliant Energy Corporation (LNT) at 3.87%. This indicates that CMS's price experiences larger fluctuations and is considered to be riskier than LNT 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%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.19%
3.87%
CMS
LNT

Financials

CMS vs. LNT - Financials Comparison

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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