CMS Energy Corp

10-Year Study

CMSD.US · Utilities · US · Common Stock

Executive Summary: CMS Energy Corp has compounded at 4.5% annually over the last 10 years, with a maximum drawdown of 16.1% and an annualized volatility of 11.4%.

1Y CAGR
+8.7%
3Y CAGR
+3.8%
5Y CAGR
+2.4%
10Y CAGR
+4.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
16.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +18.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -11.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
71%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.9-1.7-5.13.6————————0.5%
20253.10.4-3.2-2.21.3-0.14.83.12.2-0.6-1.3-0.76.6%
2024-0.81.40.2-1.92.0-0.9-0.33.70.5-0.50.1-4.9-1.7%
202312.3-1.4-0.62.2-0.50.00.5-0.1-4.4-3.610.43.418.5%
2022-1.00.7-2.8-2.53.1-6.36.6-4.1-3.4-6.08.4-3.6-11.6%
2021-2.3-1.72.81.40.12.0-0.3-0.3-0.61.8-2.11.31.8%
20202.1-4.9-3.48.8-1.8-1.55.21.3-2.42.00.92.17.8%
2019——2.21.60.82.33.02.12.6-1.0-4.13.313.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 11.4%. The dominant macroeconomic risk driver is LQD.US, accounting for 36.5% of variance. Idiosyncratic stock-specific factors contribute 19.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-02-0110000
2019-03-0110218.247211418398
2019-04-0110376.98875008215
2019-05-0110455.672455923384
2019-06-0110697.638293931735
2019-07-0111020.199666624845
2019-08-0111255.115635772709
2019-09-0111545.29540742865
2019-10-0111426.76201913024
2019-11-0110955.974166412752
2019-12-0111312.23152247295
2020-01-0111544.16025905281
2020-02-0110975.391178104781
2020-03-0110597.62574755495
2020-04-0111533.585455762071
2020-05-0111326.032536937131
2020-06-0111155.820025212242
2020-07-0111738.92782248669
2020-08-0111891.993619271232
2020-09-0111607.310355540421
2020-10-0111835.953136295473
2020-11-0111946.062528752114
2020-12-0112199.618829124322
2021-01-0111915.47326725575
2021-02-0111709.772432622969
2021-03-0112033.17023043512
2021-04-0112197.1095537672
2021-05-0112204.039933324968
2021-06-0112451.084066698928
2021-07-0112410.63693772815
2021-08-0112370.249553408732
2021-09-0112297.361078749427
2021-10-0112520.50735157935
2021-11-0112256.256758613685
2021-12-0112413.146213085272
2022-01-0112283.918532193406
2022-02-0112368.39746921657
2022-03-0112022.177214584864
2022-04-0111718.136683813384
2022-05-0112078.635910120145
2022-06-0111313.904372711035
2022-07-0112064.356938445088
2022-08-0111566.265780056043
2022-09-0111175.894228069232
2022-10-0110501.19788025977
2022-11-0111381.356084096573
2022-12-0110970.014159482373
2023-01-0112316.778090441454
2023-02-0112149.55281128457
2023-03-0112074.991486387182
2023-04-0112343.424204948053
2023-05-0112283.082107074364
2023-06-0112288.160402439971
2023-07-0112353.760029633348
2023-08-0112346.112714259256
2023-09-0111807.992639458953
2023-10-0111382.610721775132
2023-11-0112568.00434941062
2023-12-0112994.76039407572
2024-01-0112885.48742673812
2024-02-0113062.271850112618
2024-03-0113083.361712042732
2024-04-0112835.122685641569
2024-05-0113098.05889627731
2024-06-0112980.122954492499
2024-07-0112937.226294815955
2024-08-0113420.082567108178
2024-09-0113485.383471044754
2024-10-0113420.082567108178
2024-11-0113434.48102808596
2024-12-0112777.110629170922
2025-01-0113169.274520698535
2025-02-0113217.846922254284
2025-03-0112797.065342725191
2025-04-0112510.948207361736
2025-05-0112673.931616272053
2025-06-0112662.520387862278
2025-07-0113272.812001505567
2025-08-0113684.751372633365
2025-09-0113986.043649442283
2025-10-0113899.115181713358
2025-11-0113718.865568559975
2025-12-0113618.91276683455
2026-01-0114148.369867187641
2026-02-0113908.554836628251
2026-03-0113203.567950579225
2026-04-0113681.52516145992
Annual Return Matrix
YearAnnual Return
20200.07844493855067247
20210.017502791435679566
2022-0.11625836261250433
20230.18457097731666794
2024-0.016749040251948233
20250.06588360718594255
20260.004597459114199287
Total Factor Risk
0.11439276871661258
VTI.US Exposure
0.19572235980575145
VEA.US Exposure
0.14428913424446443
VWO.US Exposure
0.05450771703579679
QQQ.US Exposure
-0.15431952661886728
VTV.US Exposure
-0.10713714121522225
IJR.US Exposure
0.08679133440010958
QUAL.US Exposure
0.09912357801634972
SHV.US Exposure
0.18338286126009817
TLT.US Exposure
-0.03819363780545244
LQD.US Exposure
0.36452210181400563
HYG.US Exposure
0.025266719363647556
GLD.US Exposure
-0.0040199266062339685
USO.US Exposure
-0.003657217230369571
VNQ.US Exposure
0.014248689091928722
BTC-USD.CC Exposure
0.013972161041886406
CPER.US Exposure
-0.009949268820621304
VIX.INDX Exposure
-0.03416374154506653
UUP.US Exposure
-0.015680683754013144
TIP.US Exposure
-0.006970698424225615
Idiosyncratic Exposure
0.19226518594603345
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
69.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
11.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.77%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$219
Avg Yield on Cost
2.19%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$219.262.19%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
4.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CMS Energy Corp a high-risk investment?

CMS Energy Corp (CMSD.US) has an annualized volatility of 11.4% and experienced a maximum drawdown of 16.1% over the last 10 years. Its primary macro risk driver is LQD.US.

What is the 10-year return of CMSD.US?

Over the past 10 years, CMSD.US has generated a Compound Annual Growth Rate (CAGR) of 4.5%. It has had a positive return in 71% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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