BWA vs. ESP
Compare and contrast key facts about BorgWarner Inc. (BWA) and Espey Mfg. & Electronics Corp. (ESP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BWA or ESP.
Key characteristics
| BWA | ESP | |
|---|---|---|
| YTD Return | -3.00% | 65.29% |
| 1Y Return | 2.22% | 71.27% |
| 3Y Return (Ann) | -5.59% | 28.16% |
| 5Y Return (Ann) | -1.05% | 9.35% |
| 10Y Return (Ann) | -2.08% | 7.04% |
| Sharpe Ratio | 0.14 | 1.59 |
| Sortino Ratio | 0.42 | 2.58 |
| Omega Ratio | 1.05 | 1.32 |
| Calmar Ratio | 0.10 | 1.82 |
| Martin Ratio | 0.44 | 6.21 |
| Ulcer Index | 9.35% | 11.19% |
| Daily Std Dev | 30.17% | 43.85% |
| Max Drawdown | -72.15% | -54.43% |
| Current Drawdown | -32.51% | -8.11% |
Fundamentals
| BWA | ESP | |
|---|---|---|
| Market Cap | $7.69B | $86.35M |
| EPS | $4.04 | $2.29 |
| PE Ratio | 8.70 | 13.52 |
| PEG Ratio | 1.37 | 0.00 |
| Total Revenue (TTM) | $14.17B | $30.17M |
| Gross Profit (TTM) | $2.62B | $8.41M |
| EBITDA (TTM) | $1.73B | $5.65M |
Correlation
The correlation between BWA and ESP is 0.05, 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.
Performance
BWA vs. ESP - Performance Comparison
In the year-to-date period, BWA achieves a -3.00% return, which is significantly lower than ESP's 65.29% return. Over the past 10 years, BWA has underperformed ESP with an annualized return of -2.08%, while ESP has yielded a comparatively higher 7.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BWA vs. ESP - Risk-Adjusted Performance 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.
Dividends
BWA vs. ESP - Dividend Comparison
BWA's dividend yield for the trailing twelve months is around 1.28%, less than ESP's 2.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BWA BorgWarner Inc. | 1.28% | 1.45% | 1.69% | 1.51% | 1.76% | 1.57% | 1.96% | 1.16% | 1.34% | 1.20% | 0.93% | 0.45% |
ESP Espey Mfg. & Electronics Corp. | 2.57% | 2.67% | 0.00% | 0.00% | 5.29% | 4.63% | 8.03% | 4.17% | 3.84% | 3.88% | 4.20% | 6.13% |
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. For additional features, visit the drawdowns tool.
Volatility
BWA vs. ESP - Volatility Comparison
The current volatility for BorgWarner Inc. (BWA) is 7.25%, while Espey Mfg. & Electronics Corp. (ESP) has a volatility of 8.42%. 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.
Financials
BWA vs. ESP - Financials Comparison
This section allows you to compare key financial metrics between BorgWarner Inc. and Espey Mfg. & Electronics Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities