CMSC vs. USD=X
CMSC (CMS Energy Corporation) is a stock, while USD=X (USD Cash) is a currency. Over the past 5 years, CMSC returned 1.85%/yr vs 0.00%/yr for USD=X.
Performance
CMSC vs. USD=X - Performance Comparison
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Returns By Period
CMSC
- 1D
- -0.61%
- 1M
- -2.35%
- YTD
- 0.84%
- 6M
- -0.94%
- 1Y
- 7.77%
- 3Y*
- 3.48%
- 5Y*
- 1.85%
- 10Y*
- —
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
CMSC vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CMSC CMS Energy Corporation | 0.84% | 5.30% | -1.57% | 18.64% | -11.81% | -0.58% | 12.16% | 17.47% | -3.45% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
CMSC vs. USD=X — Risk / Return Rank
CMSC
USD=X
CMSC vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CMS Energy Corporation (CMSC) and USD Cash (USD=X). 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 | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.20 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | — | — |
| Martin ratioReturn relative to average drawdown | 2.91 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CMSC | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | — | — |
Drawdowns
CMSC vs. USD=X - Drawdown Comparison
The maximum CMSC drawdown since its inception was -32.28%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for CMSC and USD=X.
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Drawdown Indicators
| CMSC | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.28% | 0.00% | -32.28% |
Max Drawdown (1Y)Largest decline over 1 year | -7.09% | 0.00% | -7.09% |
Max Drawdown (3Y)Largest decline over 3 years | -10.26% | 0.00% | -10.26% |
Max Drawdown (5Y)Largest decline over 5 years | -17.16% | 0.00% | -17.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | 0.00% | — |
Current DrawdownCurrent decline from peak | -4.68% | 0.00% | -4.68% |
Average DrawdownAverage peak-to-trough decline | -3.47% | 0.00% | -3.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 0.00% | +2.68% |
Volatility
CMSC vs. USD=X - Volatility Comparison
CMS Energy Corporation (CMSC) has a higher volatility of 1.76% compared to USD Cash (USD=X) at 0.00%. This indicates that CMSC's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMSC | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.76% | 0.00% | +1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 5.15% | 0.00% | +5.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.43% | 0.00% | +7.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.11% | 0.00% | +10.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.33% | 0.00% | +15.33% |
Frequently Asked Questions
CMSC has higher volatility (1.76%) compared to USD=X (0.00%). In terms of maximum drawdown, CMSC dropped -32.28% vs USD=X's 0.00%.
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