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

Correlation

The correlation between CMS and SCHD is 0.30, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

CMS vs. SCHD - Performance Comparison

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

340.00%360.00%380.00%400.00%420.00%440.00%460.00%NovemberDecember2025FebruaryMarchApril
436.38%
369.64%
CMS
SCHD

Key characteristics

Sharpe Ratio

CMS:

1.42

SCHD:

0.18

Sortino Ratio

CMS:

1.92

SCHD:

0.35

Omega Ratio

CMS:

1.25

SCHD:

1.05

Calmar Ratio

CMS:

1.70

SCHD:

0.18

Martin Ratio

CMS:

6.04

SCHD:

0.64

Ulcer Index

CMS:

4.01%

SCHD:

4.44%

Daily Std Dev

CMS:

17.07%

SCHD:

15.99%

Max Drawdown

CMS:

-91.20%

SCHD:

-33.37%

Current Drawdown

CMS:

-4.41%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, CMS achieves a 9.15% return, which is significantly higher than SCHD's -5.19% return. Both investments have delivered pretty close results over the past 10 years, with CMS having a 10.80% annualized return and SCHD not far behind at 10.28%.


CMS

YTD

9.15%

1M

-1.54%

6M

3.59%

1Y

23.15%

5Y*

7.19%

10Y*

10.80%

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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Risk-Adjusted Performance

CMS vs. SCHD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CMS
The Risk-Adjusted Performance Rank of CMS is 8888
Overall Rank
The Sharpe Ratio Rank of CMS is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of CMS is 8585
Sortino Ratio Rank
The Omega Ratio Rank of CMS is 8383
Omega Ratio Rank
The Calmar Ratio Rank of CMS is 9292
Calmar Ratio Rank
The Martin Ratio Rank of CMS is 8989
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for CMS, currently valued at 1.42, compared to the broader market-2.00-1.000.001.002.003.00
CMS: 1.42
SCHD: 0.18
The chart of Sortino ratio for CMS, currently valued at 1.92, compared to the broader market-6.00-4.00-2.000.002.004.00
CMS: 1.92
SCHD: 0.35
The chart of Omega ratio for CMS, currently valued at 1.25, compared to the broader market0.501.001.502.00
CMS: 1.25
SCHD: 1.05
The chart of Calmar ratio for CMS, currently valued at 1.70, compared to the broader market0.001.002.003.004.005.00
CMS: 1.70
SCHD: 0.18
The chart of Martin ratio for CMS, currently valued at 6.04, compared to the broader market-5.000.005.0010.0015.0020.00
CMS: 6.04
SCHD: 0.64

The current CMS Sharpe Ratio is 1.42, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of CMS and SCHD, 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.42
0.18
CMS
SCHD

Dividends

CMS vs. SCHD - Dividend Comparison

CMS's dividend yield for the trailing twelve months is around 2.89%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
CMS
CMS Energy Corporation
2.89%3.09%3.36%2.91%2.67%2.67%2.43%2.88%2.81%2.98%3.22%3.11%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.41%
-11.47%
CMS
SCHD

Volatility

CMS vs. SCHD - Volatility Comparison

The current volatility for CMS Energy Corporation (CMS) is 7.35%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.20%. This indicates that CMS experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
7.35%
11.20%
CMS
SCHD