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. Data as of 2026-10-29.
| Last close price | $68.21 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +11.16% |
| Total return over period | +37.13% |
| Annualized volatility | 17.22% |
| Period volatility | 29.75% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.83 |
| Sortino ratio | 1.17 |
| Max drawdown | -21.08% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.36% |
| Correlation with the S&P 500 | 0.04 |
| Period range | $49.58 – $79.32 |
| Trading days analyzed | 752 |
Over the last 3.0 years, CMS Energy (CMS) has posted an annualized return of +11.16% with annual volatility of 17.22%, a Sharpe ratio of 0.83. Its worst stretch (max drawdown from a peak) was -21.08%. Its correlation with the S&P 500 is 0.04, 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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