DTE vs. CMS

In the year-to-date period, DTE achieves a 13.34% return, which is significantly lower than CMS's 22.02% return. Over the past 10 years, DTE has underperformed CMS with an annualized return of 9.51%, while CMS has yielded a comparatively higher 10.96% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for DTE Energy Company (DTE) 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.

The current DTE Sharpe Ratio is 1.16, which is comparable to the CMS Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of DTE 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.

DTE's dividend yield for the trailing twelve months is around 3.35%, more than CMS's 3.00% yield.

The maximum DTE drawdown since its inception was -67.91%, smaller than the maximum CMS drawdown of -91.20%. Use the drawdown chart below to compare losses from any high point for DTE and CMS. For additional features, visit the drawdowns tool.

DTE Energy Company (DTE) has a higher volatility of 6.70% compared to CMS Energy Corporation (CMS) at 5.81%. This indicates that DTE'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.

This section allows you to compare key financial metrics between DTE Energy Company 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.