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ESCO Technologies Inc. (ESE)

Equity · Currency in USD
Sector
Technology
Industry
Scientific & Technical Instruments
ISIN
US2963151046
CUSIP
296315104

ESEPrice Chart


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ESEPerformance

The chart shows the growth of $10,000 invested in ESCO Technologies Inc. on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $26,127 for a total return of roughly 161.27%. All prices are adjusted for splits and dividends.


ESE (ESCO Technologies Inc.)
Benchmark (S&P 500)

ESEReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-2.06%-3.97%
1M0.33%-0.94%
6M-2.22%7.48%
1Y-16.89%21.47%
5Y9.41%15.32%
10Y12.18%13.44%

ESEMonthly Returns Heatmap


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ESESharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current ESCO Technologies Inc. Sharpe ratio is -0.68. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


ESE (ESCO Technologies Inc.)
Benchmark (S&P 500)

ESEDividends

ESCO Technologies Inc. granted a 0.36% dividend yield in the last twelve months, as of Jan 19, 2022. The annual payout for that period amounted to $0.32 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$0.32$0.24$0.32$0.40$0.32$0.24$0.32$0.32$0.32$0.40$0.32$0.32$0.24

Dividend yield

0.36%0.27%0.31%0.44%0.49%0.41%0.58%0.91%0.90%1.22%0.91%1.19%0.68%

ESEDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


ESE (ESCO Technologies Inc.)
Benchmark (S&P 500)

ESEWorst Drawdowns

The table below shows the maximum drawdowns of the ESCO Technologies Inc.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the ESCO Technologies Inc. is 39.56%, recorded on Oct 3, 2011. It took 326 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.56%Feb 8, 2011165Oct 3, 2011326Jan 22, 2013491
-36.2%Feb 13, 202027Mar 23, 2020185Dec 15, 2020212
-32.76%Mar 22, 2021128Sep 21, 2021
-32.11%Jan 5, 2010126Jul 6, 201088Nov 8, 2010214
-27.61%Jan 30, 2013140Aug 19, 2013704Jun 6, 2016844
-18.61%Jul 21, 201716Aug 11, 201771Nov 21, 201787
-16.54%Jan 17, 201892May 29, 201854Aug 14, 2018146
-13.85%Jan 8, 202115Jan 29, 202129Mar 12, 202144
-13.69%Jul 25, 201922Aug 23, 201942Oct 23, 201964
-13.66%Aug 22, 201845Oct 24, 201824Nov 28, 201869

ESEVolatility Chart

Current ESCO Technologies Inc. volatility is 17.85%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


ESE (ESCO Technologies Inc.)
Benchmark (S&P 500)

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