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

Correlation

The correlation between XEL and CMS is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

XEL vs. CMS - Performance Comparison

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

1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
2,584.62%
1,046.28%
XEL
CMS

Key characteristics

Sharpe Ratio

XEL:

1.48

CMS:

1.42

Sortino Ratio

XEL:

2.07

CMS:

1.92

Omega Ratio

XEL:

1.27

CMS:

1.25

Calmar Ratio

XEL:

1.05

CMS:

1.70

Martin Ratio

XEL:

6.84

CMS:

6.04

Ulcer Index

XEL:

4.29%

CMS:

4.01%

Daily Std Dev

XEL:

19.89%

CMS:

17.07%

Max Drawdown

XEL:

-80.64%

CMS:

-91.20%

Current Drawdown

XEL:

-4.35%

CMS:

-4.41%

Fundamentals

Market Cap

XEL:

$40.54B

CMS:

$22.18B

EPS

XEL:

$3.40

CMS:

$3.38

PE Ratio

XEL:

20.29

CMS:

21.36

PEG Ratio

XEL:

2.70

CMS:

2.92

PS Ratio

XEL:

2.96

CMS:

2.85

PB Ratio

XEL:

2.01

CMS:

2.66

Total Revenue (TTM)

XEL:

$13.71B

CMS:

$7.79B

Gross Profit (TTM)

XEL:

$6.88B

CMS:

$4.45B

EBITDA (TTM)

XEL:

$5.59B

CMS:

$3.15B

Returns By Period

In the year-to-date period, XEL achieves a 3.90% return, which is significantly lower than CMS's 9.15% return. Both investments have delivered pretty close results over the past 10 years, with XEL having a 10.62% annualized return and CMS not far ahead at 10.88%.


XEL

YTD

3.90%

1M

-0.46%

6M

8.83%

1Y

32.47%

5Y*

4.24%

10Y*

10.62%

CMS

YTD

9.15%

1M

-1.33%

6M

3.59%

1Y

25.52%

5Y*

7.71%

10Y*

10.88%

*Annualized

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Risk-Adjusted Performance

XEL vs. CMS — Risk-Adjusted Performance Rank

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

XEL
The Risk-Adjusted Performance Rank of XEL is 8888
Overall Rank
The Sharpe Ratio Rank of XEL is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of XEL is 8787
Sortino Ratio Rank
The Omega Ratio Rank of XEL is 8686
Omega Ratio Rank
The Calmar Ratio Rank of XEL is 8585
Calmar Ratio Rank
The Martin Ratio Rank of XEL is 9191
Martin Ratio Rank

CMS
The Risk-Adjusted Performance Rank of CMS is 8888
Overall Rank
The Sharpe Ratio Rank of CMS is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of CMS is 8585
Sortino Ratio Rank
The Omega Ratio Rank of CMS is 8383
Omega Ratio Rank
The Calmar Ratio Rank of CMS is 9292
Calmar Ratio Rank
The Martin Ratio Rank of CMS is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XEL vs. CMS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xcel Energy Inc. (XEL) 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 chart of Sharpe ratio for XEL, currently valued at 1.48, compared to the broader market-2.00-1.000.001.002.003.00
XEL: 1.48
CMS: 1.42
The chart of Sortino ratio for XEL, currently valued at 2.07, compared to the broader market-6.00-4.00-2.000.002.004.00
XEL: 2.07
CMS: 1.92
The chart of Omega ratio for XEL, currently valued at 1.27, compared to the broader market0.501.001.502.00
XEL: 1.27
CMS: 1.25
The chart of Calmar ratio for XEL, currently valued at 1.05, compared to the broader market0.001.002.003.004.005.00
XEL: 1.05
CMS: 1.70
The chart of Martin ratio for XEL, currently valued at 6.84, compared to the broader market-5.000.005.0010.0015.0020.00
XEL: 6.84
CMS: 6.04

The current XEL Sharpe Ratio is 1.48, which is comparable to the CMS Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of XEL 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.48
1.42
XEL
CMS

Dividends

XEL vs. CMS - Dividend Comparison

XEL's dividend yield for the trailing twelve months is around 3.21%, more than CMS's 2.89% yield.


TTM20242023202220212020201920182017201620152014
XEL
Xcel Energy Inc.
3.21%2.43%3.36%2.78%2.71%2.58%2.55%3.09%2.99%3.34%3.56%3.34%
CMS
CMS Energy Corporation
2.89%3.09%3.36%2.91%2.67%2.67%2.43%2.88%2.81%2.98%3.22%3.11%

Drawdowns

XEL vs. CMS - Drawdown Comparison

The maximum XEL drawdown since its inception was -80.64%, smaller than the maximum CMS drawdown of -91.20%. Use the drawdown chart below to compare losses from any high point for XEL and CMS. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.35%
-4.41%
XEL
CMS

Volatility

XEL vs. CMS - Volatility Comparison

Xcel Energy Inc. (XEL) has a higher volatility of 9.28% compared to CMS Energy Corporation (CMS) at 7.35%. This indicates that XEL'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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
9.28%
7.35%
XEL
CMS

Financials

XEL vs. CMS - Financials Comparison

This section allows you to compare key financial metrics between Xcel Energy Inc. 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