CMS vs. XEL
Compare and contrast key facts about CMS Energy Corporation (CMS) and Xcel Energy Inc. (XEL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CMS or XEL.
Performance
CMS vs. XEL - Performance Comparison
Returns By Period
In the year-to-date period, CMS achieves a 22.02% return, which is significantly higher than XEL's 15.73% return. Both investments have delivered pretty close results over the past 10 years, with CMS having a 10.96% annualized return and XEL not far ahead at 10.99%.
CMS
22.02%
-3.08%
11.22%
24.00%
5.17%
10.96%
XEL
15.73%
8.58%
24.93%
20.30%
5.58%
10.99%
Fundamentals
| CMS | XEL | |
|---|---|---|
| Market Cap | $20.47B | $39.40B |
| EPS | $3.52 | $3.37 |
| PE Ratio | 19.46 | 20.36 |
| PEG Ratio | 2.48 | 2.37 |
| Total Revenue (TTM) | $7.48B | $13.79B |
| Gross Profit (TTM) | $2.92B | $4.82B |
| EBITDA (TTM) | $2.98B | $5.58B |
Key characteristics
| CMS | XEL | |
|---|---|---|
| Sharpe Ratio | 1.39 | 0.88 |
| Sortino Ratio | 2.00 | 1.27 |
| Omega Ratio | 1.25 | 1.18 |
| Calmar Ratio | 1.16 | 0.56 |
| Martin Ratio | 7.23 | 1.94 |
| Ulcer Index | 3.24% | 9.96% |
| Daily Std Dev | 16.83% | 22.01% |
| Max Drawdown | -91.20% | -80.64% |
| Current Drawdown | -4.17% | -2.99% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between CMS and XEL is 0.56, 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. XEL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CMS Energy Corporation (CMS) and Xcel Energy Inc. (XEL). 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. XEL - Dividend Comparison
CMS's dividend yield for the trailing twelve months is around 3.00%, less than XEL's 3.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMS CMS Energy Corporation | 3.00% | 3.36% | 2.91% | 2.67% | 2.67% | 2.43% | 2.88% | 2.81% | 2.98% | 3.22% | 3.11% | 3.81% |
XEL Xcel Energy Inc. | 3.11% | 3.36% | 2.78% | 2.71% | 2.58% | 2.55% | 3.09% | 2.99% | 3.34% | 3.56% | 3.34% | 3.97% |
Drawdowns
CMS vs. XEL - Drawdown Comparison
The maximum CMS drawdown since its inception was -91.20%, which is greater than XEL's maximum drawdown of -80.64%. Use the drawdown chart below to compare losses from any high point for CMS and XEL. For additional features, visit the drawdowns tool.
Volatility
CMS vs. XEL - Volatility Comparison
The current volatility for CMS Energy Corporation (CMS) is 5.81%, while Xcel Energy Inc. (XEL) has a volatility of 7.05%. This indicates that CMS experiences smaller price fluctuations and is considered to be less risky than XEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CMS vs. XEL - Financials Comparison
This section allows you to compare key financial metrics between CMS Energy Corporation and Xcel Energy Inc.. 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