CMS vs. SCHD
Compare and contrast key facts about CMS Energy Corporation (CMS) and Schwab US Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CMS or SCHD.
Performance
CMS vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, CMS achieves a 21.41% return, which is significantly higher than SCHD's 15.93% return. Both investments have delivered pretty close results over the past 10 years, with CMS having a 11.00% annualized return and SCHD not far ahead at 11.46%.
CMS
21.41%
-3.56%
9.56%
22.83%
5.24%
11.00%
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| CMS | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.40 | 2.25 |
| Sortino Ratio | 2.00 | 3.25 |
| Omega Ratio | 1.25 | 1.39 |
| Calmar Ratio | 1.17 | 3.05 |
| Martin Ratio | 7.30 | 12.25 |
| Ulcer Index | 3.22% | 2.04% |
| Daily Std Dev | 16.84% | 11.09% |
| Max Drawdown | -91.20% | -33.37% |
| Current Drawdown | -4.65% | -1.82% |
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Correlation
The correlation between CMS and SCHD is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
CMS vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CMS Energy Corporation (CMS) and Schwab US Dividend Equity ETF (SCHD). 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. SCHD - Dividend Comparison
CMS's dividend yield for the trailing twelve months is around 3.02%, less than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMS CMS Energy Corporation | 3.02% | 3.36% | 2.91% | 2.67% | 2.67% | 2.43% | 2.88% | 2.81% | 2.98% | 3.22% | 3.11% | 3.81% |
SCHD Schwab US Dividend Equity ETF | 3.41% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
CMS vs. SCHD - Drawdown Comparison
The maximum CMS drawdown since its inception was -91.20%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CMS and SCHD. For additional features, visit the drawdowns tool.
Volatility
CMS vs. SCHD - Volatility Comparison
CMS Energy Corporation (CMS) has a higher volatility of 5.81% compared to Schwab US Dividend Equity ETF (SCHD) at 3.55%. This indicates that CMS's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.