CMSC vs. CSCO
CMSC (CMS Energy Corporation) and CSCO (Cisco Systems, Inc.) are both stocks. Over the past 5 years, CMSC returned 1.97%/yr vs 21.97%/yr for CSCO. At a 0.20 correlation, their price movements are largely independent.
Performance
CMSC vs. CSCO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CMSC achieves a 1.42% return, which is significantly lower than CSCO's 66.00% return.
CMSC
- 1D
- -0.31%
- 1M
- -1.18%
- YTD
- 1.42%
- 6M
- -0.41%
- 1Y
- 8.93%
- 3Y*
- 3.88%
- 5Y*
- 1.97%
- 10Y*
- —
CSCO
- 1D
- -1.17%
- 1M
- 36.56%
- YTD
- 66.00%
- 6M
- 64.46%
- 1Y
- 101.07%
- 3Y*
- 40.06%
- 5Y*
- 21.97%
- 10Y*
- 19.37%
CMSC vs. CSCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CMSC CMS Energy Corporation | 1.42% | 5.30% | -1.57% | 18.64% | -11.81% | -0.58% | 12.16% | 17.47% | -3.45% |
CSCO Cisco Systems, Inc. | 66.00% | 33.47% | 21.00% | 9.30% | -22.46% | 45.76% | -3.49% | 13.81% | -10.74% |
Correlation
The correlation between CMSC and CSCO is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2018 | 0.20 |
The correlation between CMSC and CSCO shifts across timeframes, from 0.10 (1 year) to 0.22 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CMSC:
$4.89
CSCO:
$3.00
CMSC:
4.62
CSCO:
42.21
CMSC:
0.58
CSCO:
8.31
CMSC:
$8.82B
CSCO:
$60.75B
CMSC:
$1.58B
CSCO:
$39.08B
CMSC:
$2.92B
CSCO:
$13.98B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CMSC vs. CSCO — Risk / Return Rank
CMSC
CSCO
CMSC vs. CSCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CMS Energy Corporation (CMSC) and Cisco Systems, Inc. (CSCO). 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.
| CMSC | CSCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.19 | ||
| Sortino ratioReturn per unit of downside risk | -2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.61 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 7.49 | -6.22 |
| Martin ratioReturn relative to average drawdown | 3.38 | 21.00 | -17.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CMSC | CSCO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 3.40 | -2.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.90 | -0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.61 | -0.32 |
Drawdowns
CMSC vs. CSCO - Drawdown Comparison
The maximum CMSC drawdown since its inception was -32.28%, smaller than the maximum CSCO drawdown of -89.26%. Use the drawdown chart below to compare losses from any high point for CMSC and CSCO.
Loading charts...
Drawdown Indicators
| CMSC | CSCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.28% | -89.26% | +56.98% |
Max Drawdown (1Y)Largest decline over 1 year | -7.09% | -13.57% | +6.48% |
Max Drawdown (3Y)Largest decline over 3 years | -10.26% | -20.16% | +9.90% |
Max Drawdown (5Y)Largest decline over 5 years | -17.16% | -36.68% | +19.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.95% | — |
Current DrawdownCurrent decline from peak | -4.12% | -1.17% | -2.95% |
Average DrawdownAverage peak-to-trough decline | -3.46% | -40.14% | +36.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 4.83% | -2.18% |
Volatility
CMSC vs. CSCO - Volatility Comparison
The current volatility for CMS Energy Corporation (CMSC) is 1.80%, while Cisco Systems, Inc. (CSCO) has a volatility of 15.37%. This indicates that CMSC experiences smaller price fluctuations and is considered to be less risky than CSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CMSC | CSCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.80% | 15.37% | -13.57% |
Volatility (6M)Calculated over the trailing 6-month period | 5.13% | 25.85% | -20.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.41% | 29.87% | -22.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.11% | 24.62% | -14.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.33% | 25.76% | -10.43% |
Dividends
CMSC vs. CSCO - Dividend Comparison
CMSC's dividend yield for the trailing twelve months is around 6.50%, more than CSCO's 1.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMSC CMS Energy Corporation | 6.50% | 6.48% | 6.41% | 5.93% | 6.62% | 5.49% | 5.17% | 5.48% | 0.00% | 0.00% | 0.00% | 0.00% |
CSCO Cisco Systems, Inc. | 1.30% | 2.12% | 2.69% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% |
Financials
CMSC vs. CSCO - Financials Comparison
This section allows you to compare key financial metrics between CMS Energy Corporation and Cisco Systems, 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
CMSC vs. CSCO - Profitability Comparison
CMSC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CMS Energy Corporation reported a gross profit of 0.00 and revenue of 2.73B. Therefore, the gross margin over that period was 0.0%.
CSCO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cisco Systems, Inc. reported a gross profit of 10.08B and revenue of 15.84B. Therefore, the gross margin over that period was 63.6%.
CMSC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CMS Energy Corporation reported an operating income of 490.00M and revenue of 2.73B, resulting in an operating margin of 18.0%.
CSCO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cisco Systems, Inc. reported an operating income of 3.96B and revenue of 15.84B, resulting in an operating margin of 25.0%.
CMSC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CMS Energy Corporation reported a net income of 340.00M and revenue of 2.73B, resulting in a net margin of 12.5%.
CSCO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cisco Systems, Inc. reported a net income of 3.37B and revenue of 15.84B, resulting in a net margin of 21.3%.
Frequently Asked Questions
CMSC and CSCO have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSCO has higher volatility (15.37%) compared to CMSC (1.80%). In terms of maximum drawdown, CMSC dropped -32.28% vs CSCO's -89.26%.
CSCO currently has the higher Sharpe Ratio (3.40 vs 1.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for CMSC and CSCO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer