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CRSP vs. CMS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CRSP vs. CMS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CRISPR Therapeutics AG (CRSP) and CMS Energy Corporation (CMS). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-14.73%
10.85%
CRSP
CMS

Returns By Period

In the year-to-date period, CRSP achieves a -24.44% return, which is significantly lower than CMS's 21.89% return.


CRSP

YTD

-24.44%

1M

-3.31%

6M

-14.73%

1Y

-30.33%

5Y (annualized)

-6.86%

10Y (annualized)

N/A

CMS

YTD

21.89%

1M

-3.18%

6M

10.86%

1Y

23.32%

5Y (annualized)

5.23%

10Y (annualized)

10.96%

Fundamentals


CRSPCMS
Market Cap$4.03B$20.47B
EPS-$2.79$3.52
PEG Ratio-0.212.48
Total Revenue (TTM)$201.62M$7.48B
Gross Profit (TTM)$61.70M$2.92B
EBITDA (TTM)-$287.95M$2.98B

Key characteristics


CRSPCMS
Sharpe Ratio-0.381.37
Sortino Ratio-0.241.97
Omega Ratio0.971.25
Calmar Ratio-0.261.15
Martin Ratio-0.607.15
Ulcer Index33.67%3.23%
Daily Std Dev51.67%16.86%
Max Drawdown-81.61%-91.20%
Current Drawdown-77.48%-4.27%

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Correlation

-0.50.00.51.00.0

The correlation between CRSP and CMS is 0.03, 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.

Risk-Adjusted Performance

CRSP vs. CMS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CRISPR Therapeutics AG (CRSP) and CMS Energy Corporation (CMS). 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.


Sharpe ratio
The chart of Sharpe ratio for CRSP, currently valued at -0.38, compared to the broader market-4.00-2.000.002.004.00-0.381.37
The chart of Sortino ratio for CRSP, currently valued at -0.24, compared to the broader market-4.00-2.000.002.004.00-0.241.97
The chart of Omega ratio for CRSP, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.25
The chart of Calmar ratio for CRSP, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.261.15
The chart of Martin ratio for CRSP, currently valued at -0.60, compared to the broader market-10.000.0010.0020.0030.00-0.607.15
CRSP
CMS

The current CRSP Sharpe Ratio is -0.38, which is lower than the CMS Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of CRSP and CMS, 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-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
-0.38
1.37
CRSP
CMS

Dividends

CRSP vs. CMS - Dividend Comparison

CRSP has not paid dividends to shareholders, while CMS's dividend yield for the trailing twelve months is around 3.01%.


TTM20232022202120202019201820172016201520142013
CRSP
CRISPR Therapeutics AG
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CMS
CMS Energy Corporation
3.01%3.36%2.91%2.67%2.67%2.43%2.88%2.81%2.98%3.22%3.11%3.81%

Drawdowns

CRSP vs. CMS - Drawdown Comparison

The maximum CRSP drawdown since its inception was -81.61%, smaller than the maximum CMS drawdown of -91.20%. Use the drawdown chart below to compare losses from any high point for CRSP and CMS. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-77.48%
-4.27%
CRSP
CMS

Volatility

CRSP vs. CMS - Volatility Comparison

CRISPR Therapeutics AG (CRSP) has a higher volatility of 17.94% compared to CMS Energy Corporation (CMS) at 5.81%. This indicates that CRSP's price experiences larger fluctuations and is considered to be riskier than CMS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
17.94%
5.81%
CRSP
CMS

Financials

CRSP vs. CMS - Financials Comparison

This section allows you to compare key financial metrics between CRISPR Therapeutics AG and CMS Energy Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items