CMSC vs. JNJ
CMSC (CMS Energy Corporation) and JNJ (Johnson & Johnson) are both stocks. Over the past 5 years, CMSC returned 1.61%/yr vs 11.05%/yr for JNJ. Their 0.14 correlation means their historical movements had little consistent relationship.
Performance
CMSC vs. JNJ - Performance Comparison
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Returns By Period
In the year-to-date period, CMSC achieves a -0.70% return, which is significantly lower than JNJ's 24.30% return.
CMSC
- 1D
- -0.37%
- 1M
- -1.05%
- 6M
- -5.29%
- YTD
- -0.70%
- 1Y
- 1.47%
- 3Y*
- 3.06%
- 5Y*
- 1.61%
- 10Y*
- —
- ALL TIME*
- 4.01%
JNJ
- 1D
- -0.76%
- 1M
- -3.28%
- 6M
- 11.48%
- YTD
- 24.30%
- 1Y
- 55.84%
- 3Y*
- 17.99%
- 5Y*
- 11.05%
- 10Y*
- 10.41%
- ALL TIME*
- 12.26%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $308.16K | $379.09K | $425.45K | |
| $2.08B | $2.08B | $2.01B |
CMSC vs. JNJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CMSC CMS Energy Corporation | -0.70% | 5.30% | -1.57% | 18.64% | -11.81% | -0.58% | 12.16% | 17.47% | -3.53% |
JNJ Johnson & Johnson | 24.30% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -6.01% |
Correlation
The correlation between CMSC and JNJ is -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.12 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2018 | 0.14 |
The correlation between CMSC and JNJ shifts across timeframes, from -0.07 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CMSC:
$6.67B
JNJ:
$613.10B
CMSC:
$4.55
JNJ:
$8.63
CMSC:
4.78
JNJ:
29.49
CMSC:
0.56
JNJ:
6.33
CMSC:
$8.81B
JNJ:
$97.93B
CMSC:
$4.99B
JNJ:
$68.99B
CMSC:
$2.94B
JNJ:
$31.92B
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Return for Risk
CMSC vs. JNJ — Risk / Return Rank
CMSC
JNJ
CMSC vs. JNJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CMS Energy Corporation (CMSC) and Johnson & Johnson (JNJ). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CMSC | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.86 | ||
| Sortino ratioReturn per unit of downside risk | -3.80 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.53 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | 0.21 | 5.12 | -4.91 |
| Martin ratioReturn relative to average drawdown | 0.43 | 14.20 | -13.78 |
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Drawdowns
CMSC vs. JNJ - Drawdown Comparison
The maximum CMSC drawdown since its inception was -32.28%, smaller than the maximum JNJ drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for CMSC and JNJ.
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Drawdown Indicators
| CMSC | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.28% | -50.67% | +18.39% |
Max Drawdown (1Y)Largest decline over 1 year | -7.09% | -10.96% | +3.87% |
Max Drawdown (3Y)Largest decline over 3 years | -10.26% | -15.72% | +5.46% |
Max Drawdown (5Y)Largest decline over 5 years | -17.10% | -18.41% | +1.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.37% | — |
Current DrawdownCurrent decline from peak | -6.12% | -4.80% | -1.32% |
Average DrawdownAverage peak-to-trough decline | -3.50% | -11.88% | +8.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 3.94% | -0.49% |
Volatility
CMSC vs. JNJ - Volatility Comparison
The current volatility for CMS Energy Corporation (CMSC) is 1.44%, while Johnson & Johnson (JNJ) has a volatility of 7.69%. This indicates that CMSC experiences smaller price fluctuations and is considered to be less risky than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMSC | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.44% | 7.69% | -6.25% |
Volatility (6M)Calculated over the trailing 6-month period | 5.10% | 15.06% | -9.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.44% | 18.37% | -10.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.11% | 17.46% | -7.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.20% | 18.76% | -3.56% |
Dividends
CMSC vs. JNJ - Dividend Comparison
CMSC's dividend yield for the trailing twelve months is around 6.75%, more than JNJ's 2.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMSC CMS Energy Corporation | 6.75% | 6.48% | 6.41% | 5.93% | 6.62% | 5.49% | 5.17% | 5.48% | 0.00% | 0.00% | 0.00% | 0.00% |
JNJ Johnson & Johnson | 2.06% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
Financials
CMSC vs. JNJ - Financials Comparison
This section allows you to compare key financial metrics between CMS Energy Corporation and Johnson & Johnson. 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. JNJ - Profitability Comparison
CMSC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, CMS Energy Corporation reported a gross profit of 0.00 and revenue of 1.83B. Therefore, the gross margin over that period was 0.0%.
JNJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Johnson & Johnson reported a gross profit of 18.50B and revenue of 25.31B. Therefore, the gross margin over that period was 73.1%.
CMSC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, CMS Energy Corporation reported an operating income of 264.00M and revenue of 1.83B, resulting in an operating margin of 14.4%.
JNJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Johnson & Johnson reported an operating income of 7.17B and revenue of 25.31B, resulting in an operating margin of 28.3%.
CMSC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, CMS Energy Corporation reported a net income of 120.00M and revenue of 1.83B, resulting in a net margin of 6.6%.
JNJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Johnson & Johnson reported a net income of 5.53B and revenue of 25.31B, resulting in a net margin of 21.9%.
Frequently Asked Questions
CMSC and JNJ have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JNJ has higher volatility (7.69%) compared to CMSC (1.44%). In terms of maximum drawdown, CMSC dropped -32.28% vs JNJ's -50.67%.
JNJ currently has the higher Sharpe Ratio (3.06 vs 0.20), 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.
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