CMS Energy (CMS): analysis and statistics
Return, volatility, Sharpe ratio and risk for CMS Energy, an S&P 500 component in the Utilities sector. Data as of 2026-07-30.
| Last close price | $72.27 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +9.24% |
| Total return over period | +30.16% |
| Annualized volatility | 17.54% |
| Sharpe ratio | 0.32 |
| Sortino ratio | 0.44 |
| Max drawdown | -15.63% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.46% |
| Correlation with the S&P 500 | 0.06 |
| Period range | $46.35 – $79.32 |
| Trading days analyzed | 752 |
Over the last 3.0 years, CMS Energy (CMS) has posted an annualized return of +9.24% with annual volatility of 17.54%, a Sharpe ratio of 0.32. Its worst stretch (max drawdown from a peak) was -15.63%. 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 S&P 500 stocks, try the optimizer.
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