DTE vs. CMS
Compare and contrast key facts about DTE Energy Company (DTE) and CMS Energy Corporation (CMS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DTE or CMS.
Key characteristics
| DTE | CMS | |
|---|---|---|
| YTD Return | 19.19% | 25.69% |
| 1Y Return | 37.21% | 39.18% |
| 3Y Return (Ann) | 6.81% | 8.64% |
| 5Y Return (Ann) | 6.62% | 5.47% |
| 10Y Return (Ann) | 10.13% | 11.62% |
| Sharpe Ratio | 2.00 | 2.23 |
| Sortino Ratio | 2.84 | 3.13 |
| Omega Ratio | 1.36 | 1.39 |
| Calmar Ratio | 1.34 | 1.50 |
| Martin Ratio | 11.81 | 12.62 |
| Ulcer Index | 3.14% | 2.98% |
| Daily Std Dev | 18.54% | 16.89% |
| Max Drawdown | -67.91% | -91.20% |
| Current Drawdown | -0.73% | -0.17% |
Fundamentals
| DTE | CMS | |
|---|---|---|
| Market Cap | $26.59B | $21.21B |
| EPS | $6.69 | $3.26 |
| PE Ratio | 19.20 | 21.78 |
| PEG Ratio | 3.48 | 2.54 |
| Total Revenue (TTM) | $9.45B | $5.73B |
| Gross Profit (TTM) | $2.38B | $1.79B |
| EBITDA (TTM) | $2.94B | $2.14B |
Correlation
The correlation between DTE and CMS is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DTE vs. CMS - Performance Comparison
In the year-to-date period, DTE achieves a 19.19% return, which is significantly lower than CMS's 25.69% return. Over the past 10 years, DTE has underperformed CMS with an annualized return of 10.13%, while CMS has yielded a comparatively higher 11.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DTE vs. CMS - Risk-Adjusted Performance Comparison
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.
Dividends
DTE vs. CMS - Dividend Comparison
DTE's dividend yield for the trailing twelve months is around 3.19%, more than CMS's 2.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTE DTE Energy Company | 3.19% | 3.52% | 3.07% | 2.98% | 3.39% | 2.96% | 3.26% | 3.07% | 3.10% | 3.54% | 3.11% | 3.89% |
CMS CMS Energy Corporation | 2.86% | 3.36% | 2.91% | 2.67% | 2.67% | 2.43% | 2.88% | 2.81% | 2.98% | 3.22% | 3.11% | 3.81% |
Drawdowns
DTE vs. CMS - Drawdown Comparison
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.
Volatility
DTE vs. CMS - Volatility Comparison
DTE Energy Company (DTE) has a higher volatility of 3.69% compared to CMS Energy Corporation (CMS) at 3.13%. 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.
Financials
DTE vs. CMS - Financials Comparison
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.
Total Revenue: Total amount of money received from sales and other business activities