BWA vs. ESP

Last updated Apr 1, 2026

Compare and contrast key facts about BorgWarner Inc. (BWA) and Espey Mfg. & Electronics Corp. (ESP).

Performance

BWA vs. ESP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BorgWarner Inc. (BWA) and Espey Mfg. & Electronics Corp. (ESP). The values are adjusted to include any dividend payments, if applicable.

BWA vs. ESP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BWA BorgWarner Inc.	20.77%	43.88%	-10.15%	2.50%	-9.18%	18.39%	-9.19%	27.13%	-30.97%	31.24%
ESP Espey Mfg. & Electronics Corp.	18.11%	63.34%	66.83%	35.47%	-0.07%	-24.87%	-7.86%	-9.61%	11.35%	-3.99%

Fundamentals

Market Cap BWA : $11.55B ESP : $157.72M
EPS BWA : $1.28 ESP : $3.40
PE Ratio BWA : 42.28 ESP : 16.31
PS Ratio BWA : 0.82 ESP : 3.81
PB Ratio BWA : 2.12 ESP : 2.96
Total Revenue (TTM) BWA : $14.32B ESP : $41.13M
Gross Profit (TTM) BWA : $2.68B ESP : $14.15M
EBITDA (TTM) BWA : $1.17B ESP : $10.70M

Returns By Period

In the year-to-date period, BWA achieves a 20.77% return, which is significantly higher than ESP's 18.11% return. Over the past 10 years, BWA has underperformed ESP with an annualized return of 6.66%, while ESP has yielded a comparatively higher 12.31% annualized return.

BWA

• 1D: 3.25%
• 1M: -5.47%
• YTD: 20.77%
• 6M: 24.29%
• 1Y: 92.10%
• 3Y*: 9.34%
• 5Y*: 7.42%
• 10Y*: 6.66%

ESP

• 1D: 0.95%
• 1M: -3.91%
• YTD: 18.11%
• 6M: 41.34%
• 1Y: 112.39%
• 3Y*: 44.90%
• 5Y*: 31.41%
• 10Y*: 12.31%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BWA vs. ESP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BWA

BWA Risk / Return Rank: 93
BWA Sharpe Ratio Rank: 94
BWA Sortino Ratio Rank: 96
BWA Omega Ratio Rank: 94
BWA Calmar Ratio Rank: 91
BWA Martin Ratio Rank: 93

ESP

ESP Risk / Return Rank: 88
ESP Sharpe Ratio Rank: 92
ESP Sortino Ratio Rank: 87
ESP Omega Ratio Rank: 86
ESP Calmar Ratio Rank: 90
ESP Martin Ratio Rank: 86

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BWA vs. ESP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BorgWarner Inc. (BWA) and Espey Mfg. & Electronics Corp. (ESP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	BWA	ESP	Difference
Sharpe ratio Return per unit of total volatility	2.44	2.16	+0.27
Sortino ratio Return per unit of downside risk	3.64	2.59	+1.05
Omega ratio Gain probability vs. loss probability	1.46	1.34	+0.12
Calmar ratio Return relative to maximum drawdown	4.00	3.82	+0.18
Martin ratio Return relative to average drawdown	13.38	8.21	+5.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BWA vs. ESP - Sharpe Ratio Comparison

The current BWA Sharpe Ratio is 2.44, which is comparable to the ESP Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of BWA and ESP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BWA	ESP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.44	2.16	+0.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.22	0.75	-0.53
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.19	0.33	-0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.36	-0.05

Correlation

The correlation between BWA and ESP is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

BWA vs. ESP - Dividend Comparison

BWA's dividend yield for the trailing twelve months is around 1.14%, less than ESP's 3.16% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BWA BorgWarner Inc.	1.14%	1.24%	1.38%	1.45%	1.69%	1.51%	1.76%	1.57%	1.96%	1.15%	1.34%	1.20%
ESP Espey Mfg. & Electronics Corp.	3.16%	3.71%	2.90%	2.67%	0.00%	0.00%	5.29%	4.63%	8.03%	4.17%	3.84%	3.88%

Drawdowns

BWA vs. ESP - Drawdown Comparison

The maximum BWA drawdown since its inception was -72.15%, which is greater than ESP's maximum drawdown of -54.43%. Use the drawdown chart below to compare losses from any high point for BWA and ESP.

Drawdown Indicators

	BWA	ESP	Difference
Max Drawdown Largest peak-to-trough decline	-72.15%	-54.43%	-17.72%
Max Drawdown (1Y) Largest decline over 1 year	-23.80%	-29.09%	+5.29%
Max Drawdown (5Y) Largest decline over 5 years	-45.88%	-33.59%	-12.29%
Max Drawdown (10Y) Largest decline over 10 years	-64.59%	-54.43%	-10.16%
Current Drawdown Current decline from peak	-18.23%	-10.21%	-8.02%
Average Drawdown Average peak-to-trough decline	-22.10%	-15.05%	-7.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.12%	13.55%	-6.43%

Volatility

BWA vs. ESP - Volatility Comparison

The current volatility for BorgWarner Inc. (BWA) is 10.13%, while Espey Mfg. & Electronics Corp. (ESP) has a volatility of 16.05%. This indicates that BWA experiences smaller price fluctuations and is considered to be less risky than ESP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BWA	ESP	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.13%	16.05%	-5.92%
Volatility (6M) Calculated over the trailing 6-month period	29.32%	35.05%	-5.73%
Volatility (1Y) Calculated over the trailing 1-year period	38.02%	52.23%	-14.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.63%	42.16%	-8.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.69%	37.58%	-2.89%

Financials

BWA vs. ESP - Profitability Comparison

The chart below illustrates the profitability comparison between BorgWarner Inc. and Espey Mfg. & Electronics Corp. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

BWA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, BorgWarner Inc. reported a gross profit of 731.00M and revenue of 3.57B. Therefore, the gross margin over that period was 20.5%.

ESP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Espey Mfg. & Electronics Corp. reported a gross profit of 4.21M and revenue of 12.14M. Therefore, the gross margin over that period was 34.7%.

BWA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, BorgWarner Inc. reported an operating income of -441.00M and revenue of 3.57B, resulting in an operating margin of -12.4%.

ESP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Espey Mfg. & Electronics Corp. reported an operating income of 3.07M and revenue of 12.14M, resulting in an operating margin of 25.3%.

BWA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, BorgWarner Inc. reported a net income of -262.00M and revenue of 3.57B, resulting in a net margin of -7.3%.

ESP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Espey Mfg. & Electronics Corp. reported a net income of 2.81M and revenue of 12.14M, resulting in a net margin of 23.1%.