CMS Energy (CMS): analysis and statistics
Return, volatility, Sharpe ratio and risk for CMS Energy, a component of the S&P 500 in the Utilities sector. Data as of 2026-09-13.
| Last close price | $67.15 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +8.93% |
| Total return over period | +29.03% |
| Annualized volatility | 17.52% |
| Period volatility | 30.25% |
| Sharpe ratio | 0.29 |
| Sortino ratio | 0.40 |
| Max drawdown | -15.35% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.48% |
| Correlation with the S&P 500 | 0.06 |
| Period range | $46.35 – $79.32 |
| Trading days analyzed | 751 |
Over the last 3.0 years, CMS Energy (CMS) has posted an annualized return of +8.93% with annual volatility of 17.52%, a Sharpe ratio of 0.29. Its worst stretch (max drawdown from a peak) was -15.35%. Its correlation with the S&P 500 is 0.06, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how CMS would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, CMS Energy (CMS) is of the S&P 500.
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