EIX vs. CMS
Compare and contrast key facts about Edison International (EIX) and CMS Energy Corporation (CMS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EIX or CMS.
Performance
EIX vs. CMS - Performance Comparison
Returns By Period
In the year-to-date period, EIX achieves a 23.62% return, which is significantly higher than CMS's 22.02% return. Over the past 10 years, EIX has underperformed CMS with an annualized return of 7.26%, while CMS has yielded a comparatively higher 10.96% annualized return.
EIX
23.62%
0.25%
13.80%
36.01%
8.48%
7.26%
CMS
22.02%
-3.08%
11.22%
24.00%
5.17%
10.96%
Fundamentals
| EIX | CMS | |
|---|---|---|
| Market Cap | $32.55B | $20.47B |
| EPS | $3.42 | $3.52 |
| PE Ratio | 24.58 | 19.46 |
| PEG Ratio | 1.38 | 2.48 |
| Total Revenue (TTM) | $17.32B | $7.48B |
| Gross Profit (TTM) | $6.50B | $2.92B |
| EBITDA (TTM) | $6.83B | $2.98B |
Key characteristics
| EIX | CMS | |
|---|---|---|
| Sharpe Ratio | 1.98 | 1.39 |
| Sortino Ratio | 2.81 | 2.00 |
| Omega Ratio | 1.34 | 1.25 |
| Calmar Ratio | 2.97 | 1.16 |
| Martin Ratio | 7.95 | 7.23 |
| Ulcer Index | 4.47% | 3.24% |
| Daily Std Dev | 17.95% | 16.83% |
| Max Drawdown | -72.18% | -91.20% |
| Current Drawdown | -1.49% | -4.17% |
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Correlation
The correlation between EIX and CMS is 0.46, 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.
Risk-Adjusted Performance
EIX vs. CMS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Edison International (EIX) 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
EIX vs. CMS - Dividend Comparison
EIX's dividend yield for the trailing twelve months is around 3.64%, more than CMS's 3.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIX Edison International | 3.64% | 4.19% | 4.46% | 3.94% | 4.10% | 3.28% | 4.28% | 4.39% | 2.75% | 2.93% | 2.26% | 2.96% |
CMS CMS Energy Corporation | 3.00% | 3.36% | 2.91% | 2.67% | 2.67% | 2.43% | 2.88% | 2.81% | 2.98% | 3.22% | 3.11% | 3.81% |
Drawdowns
EIX vs. CMS - Drawdown Comparison
The maximum EIX drawdown since its inception was -72.18%, smaller than the maximum CMS drawdown of -91.20%. Use the drawdown chart below to compare losses from any high point for EIX and CMS. For additional features, visit the drawdowns tool.
Volatility
EIX vs. CMS - Volatility Comparison
The current volatility for Edison International (EIX) is 5.44%, while CMS Energy Corporation (CMS) has a volatility of 5.81%. This indicates that EIX experiences smaller price fluctuations and is considered to be less risky than CMS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
EIX vs. CMS - Financials Comparison
This section allows you to compare key financial metrics between Edison International 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