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DTE vs. CMS
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

DTE vs. CMS - Performance Comparison

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

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DTE vs. CMS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DTE
DTE Energy Company
14.26%10.42%13.49%-2.81%1.23%19.35%-2.86%21.38%4.21%14.59%
CMS
CMS Energy Corporation
11.77%8.13%18.60%-5.21%0.84%9.71%-0.32%30.04%8.25%17.03%

Fundamentals

Market Cap

DTE:

$30.27B

CMS:

$23.31B

EPS

DTE:

$7.06

CMS:

$3.57

PE Ratio

DTE:

20.70

CMS:

21.73

PS Ratio

DTE:

1.91

CMS:

2.73

Total Revenue (TTM)

DTE:

$15.81B

CMS:

$8.54B

Gross Profit (TTM)

DTE:

$13.43B

CMS:

$2.35B

EBITDA (TTM)

DTE:

$4.45B

CMS:

$2.95B

Returns By Period

In the year-to-date period, DTE achieves a 14.26% return, which is significantly higher than CMS's 11.77% return. Over the past 10 years, DTE has outperformed CMS with an annualized return of 10.13%, while CMS has yielded a comparatively lower 9.41% annualized return.


DTE

1D
0.11%
1M
-0.59%
YTD
14.26%
6M
5.14%
1Y
9.29%
3Y*
13.96%
5Y*
8.75%
10Y*
10.13%

CMS

1D
0.48%
1M
-0.63%
YTD
11.77%
6M
7.50%
1Y
6.41%
3Y*
11.62%
5Y*
8.32%
10Y*
9.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DTE vs. CMS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DTE
DTE Risk / Return Rank: 5959
Overall Rank
DTE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DTE Sortino Ratio Rank: 5252
Sortino Ratio Rank
DTE Omega Ratio Rank: 5151
Omega Ratio Rank
DTE Calmar Ratio Rank: 6565
Calmar Ratio Rank
DTE Martin Ratio Rank: 6565
Martin Ratio Rank

CMS
CMS Risk / Return Rank: 5454
Overall Rank
CMS Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
CMS Sortino Ratio Rank: 4646
Sortino Ratio Rank
CMS Omega Ratio Rank: 4545
Omega Ratio Rank
CMS Calmar Ratio Rank: 6262
Calmar Ratio Rank
CMS Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DTE vs. CMS - Risk-Adjusted Trends 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.


DTECMSDifference

Sharpe ratio

Return per unit of total volatility

0.55

0.39

+0.16

Sortino ratio

Return per unit of downside risk

0.83

0.62

+0.21

Omega ratio

Gain probability vs. loss probability

1.11

1.08

+0.03

Calmar ratio

Return relative to maximum drawdown

1.05

0.91

+0.14

Martin ratio

Return relative to average drawdown

2.41

1.70

+0.71

DTE vs. CMS - Sharpe Ratio Comparison

The current DTE Sharpe Ratio is 0.55, which is higher than the CMS Sharpe Ratio of 0.39. 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.


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Sharpe Ratios by Period


DTECMSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.39

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.44

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.46

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.35

0.00

Correlation

The correlation between DTE and CMS is 0.53, 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.


Dividends

DTE vs. CMS - Dividend Comparison

DTE's dividend yield for the trailing twelve months is around 3.08%, more than CMS's 2.83% yield.


TTM20252024202320222021202020192018201720162015
DTE
DTE Energy Company
3.08%3.44%3.44%3.52%3.07%2.98%3.40%2.96%3.26%3.07%3.10%3.54%
CMS
CMS Energy Corporation
2.83%3.10%3.09%3.36%3.62%2.67%2.67%2.43%2.88%2.81%2.98%3.22%

Drawdowns

DTE vs. CMS - Drawdown Comparison

The maximum DTE drawdown since its inception was -67.92%, 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.


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Drawdown Indicators


DTECMSDifference

Max Drawdown

Largest peak-to-trough decline

-67.92%

-91.20%

+23.28%

Max Drawdown (1Y)

Largest decline over 1 year

-10.13%

-8.51%

-1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-28.93%

-27.56%

-1.37%

Max Drawdown (10Y)

Largest decline over 10 years

-42.45%

-29.55%

-12.90%

Current Drawdown

Current decline from peak

-2.09%

-0.91%

-1.18%

Average Drawdown

Average peak-to-trough decline

-17.27%

-27.45%

+10.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

4.55%

-0.13%

Volatility

DTE vs. CMS - Volatility Comparison

DTE Energy Company (DTE) and CMS Energy Corporation (CMS) have volatilities of 5.44% and 5.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DTECMSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

5.46%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

11.20%

11.15%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

17.15%

16.71%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.68%

18.83%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.25%

20.65%

+1.60%

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.


Quarterly
Annual

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


2.00B3.00B4.00B5.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
4.43B
2.23B
(DTE) Total Revenue
(CMS) Total Revenue
Values in USD except per share items