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

Correlation

The correlation between ES and CMS is 0.48, 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.


-0.50.00.51.00.5

Performance

ES vs. CMS - Performance Comparison

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

800.00%850.00%900.00%950.00%1,000.00%1,050.00%1,100.00%JulyAugustSeptemberOctoberNovemberDecember
904.78%
946.47%
ES
CMS

Key characteristics

Sharpe Ratio

ES:

-0.06

CMS:

1.26

Sortino Ratio

ES:

0.08

CMS:

1.79

Omega Ratio

ES:

1.01

CMS:

1.22

Calmar Ratio

ES:

-0.03

CMS:

1.02

Martin Ratio

ES:

-0.18

CMS:

5.99

Ulcer Index

ES:

7.77%

CMS:

3.43%

Daily Std Dev

ES:

23.56%

CMS:

16.30%

Max Drawdown

ES:

-65.47%

CMS:

-91.20%

Current Drawdown

ES:

-32.93%

CMS:

-6.91%

Fundamentals

Market Cap

ES:

$21.44B

CMS:

$20.03B

EPS

ES:

-$1.61

CMS:

$3.51

PEG Ratio

ES:

2.03

CMS:

2.43

Total Revenue (TTM)

ES:

$11.62B

CMS:

$7.48B

Gross Profit (TTM)

ES:

$4.81B

CMS:

$2.52B

EBITDA (TTM)

ES:

$2.27B

CMS:

$3.03B

Returns By Period

In the year-to-date period, ES achieves a -3.28% return, which is significantly lower than CMS's 18.53% return. Over the past 10 years, ES has underperformed CMS with an annualized return of 3.96%, while CMS has yielded a comparatively higher 9.95% annualized return.


ES

YTD

-3.28%

1M

-6.42%

6M

1.92%

1Y

-1.99%

5Y*

-4.39%

10Y*

3.96%

CMS

YTD

18.53%

1M

-2.79%

6M

13.59%

1Y

20.95%

5Y*

4.16%

10Y*

9.95%

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Risk-Adjusted Performance

ES vs. CMS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eversource Energy (ES) 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 ES, currently valued at -0.06, compared to the broader market-4.00-2.000.002.00-0.061.26
The chart of Sortino ratio for ES, currently valued at 0.08, compared to the broader market-4.00-2.000.002.004.000.081.79
The chart of Omega ratio for ES, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.22
The chart of Calmar ratio for ES, currently valued at -0.03, compared to the broader market0.002.004.006.00-0.031.02
The chart of Martin ratio for ES, currently valued at -0.18, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.185.99
ES
CMS

The current ES Sharpe Ratio is -0.06, which is lower than the CMS Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of ES 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.06
1.26
ES
CMS

Dividends

ES vs. CMS - Dividend Comparison

ES's dividend yield for the trailing twelve months is around 5.02%, more than CMS's 3.09% yield.


TTM20232022202120202019201820172016201520142013
ES
Eversource Energy
5.02%4.37%3.04%2.65%2.62%2.52%3.11%3.01%3.22%3.27%2.93%3.47%
CMS
CMS Energy Corporation
3.09%3.36%2.91%2.67%2.67%2.43%2.88%2.81%2.98%3.22%3.11%3.81%

Drawdowns

ES vs. CMS - Drawdown Comparison

The maximum ES drawdown since its inception was -65.47%, smaller than the maximum CMS drawdown of -91.20%. Use the drawdown chart below to compare losses from any high point for ES and CMS. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-32.93%
-6.91%
ES
CMS

Volatility

ES vs. CMS - Volatility Comparison

Eversource Energy (ES) has a higher volatility of 7.38% compared to CMS Energy Corporation (CMS) at 4.19%. This indicates that ES'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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.38%
4.19%
ES
CMS

Financials

ES vs. CMS - Financials Comparison

This section allows you to compare key financial metrics between Eversource Energy 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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