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ENS vs. ESP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ENS and ESP is 0.11, 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.


-0.50.00.51.00.1

Performance

ENS vs. ESP - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-9.46%
33.54%
ENS
ESP

Key characteristics

Sharpe Ratio

ENS:

-0.34

ESP:

1.25

Sortino Ratio

ENS:

-0.32

ESP:

2.18

Omega Ratio

ENS:

0.96

ESP:

1.26

Calmar Ratio

ENS:

-0.42

ESP:

1.64

Martin Ratio

ENS:

-0.95

ESP:

4.59

Ulcer Index

ENS:

9.67%

ESP:

11.73%

Daily Std Dev

ENS:

26.83%

ESP:

43.25%

Max Drawdown

ENS:

-83.95%

ESP:

-54.43%

Current Drawdown

ENS:

-17.66%

ESP:

-14.17%

Fundamentals

Market Cap

ENS:

$3.64B

ESP:

$82.75M

EPS

ENS:

$7.05

ESP:

$2.46

PE Ratio

ENS:

12.98

ESP:

12.05

PEG Ratio

ENS:

0.53

ESP:

0.00

Total Revenue (TTM)

ENS:

$3.51B

ESP:

$40.61M

Gross Profit (TTM)

ENS:

$995.13M

ESP:

$11.21M

EBITDA (TTM)

ENS:

$458.13M

ESP:

$7.37M

Returns By Period

In the year-to-date period, ENS achieves a -8.29% return, which is significantly lower than ESP's 54.38% return. Over the past 10 years, ENS has underperformed ESP with an annualized return of 5.07%, while ESP has yielded a comparatively higher 5.48% annualized return.


ENS

YTD

-8.29%

1M

-5.72%

6M

-11.47%

1Y

-9.71%

5Y*

5.00%

10Y*

5.07%

ESP

YTD

54.38%

1M

-4.51%

6M

30.53%

1Y

58.01%

5Y*

7.58%

10Y*

5.48%

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Risk-Adjusted Performance

ENS vs. ESP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for EnerSys (ENS) 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.


Sharpe ratio
The chart of Sharpe ratio for ENS, currently valued at -0.34, compared to the broader market-4.00-2.000.002.00-0.341.25
The chart of Sortino ratio for ENS, currently valued at -0.32, compared to the broader market-4.00-2.000.002.004.00-0.322.18
The chart of Omega ratio for ENS, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.26
The chart of Calmar ratio for ENS, currently valued at -0.42, compared to the broader market0.002.004.006.00-0.421.64
The chart of Martin ratio for ENS, currently valued at -0.95, compared to the broader market0.0010.0020.00-0.954.59
ENS
ESP

The current ENS Sharpe Ratio is -0.34, which is lower than the ESP Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of ENS 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.34
1.25
ENS
ESP

Dividends

ENS vs. ESP - Dividend Comparison

ENS's dividend yield for the trailing twelve months is around 1.01%, less than ESP's 3.14% yield.


TTM20232022202120202019201820172016201520142013
ENS
EnerSys
1.01%0.79%0.95%0.89%0.84%0.94%0.90%1.01%0.90%1.25%1.05%0.54%
ESP
Espey Mfg. & Electronics Corp.
3.14%2.67%0.00%0.00%5.29%4.63%8.03%4.17%3.84%3.88%4.20%6.13%

Drawdowns

ENS vs. ESP - Drawdown Comparison

The maximum ENS drawdown since its inception was -83.95%, which is greater than ESP's maximum drawdown of -54.43%. Use the drawdown chart below to compare losses from any high point for ENS and ESP. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.66%
-14.17%
ENS
ESP

Volatility

ENS vs. ESP - Volatility Comparison

The current volatility for EnerSys (ENS) is 6.78%, while Espey Mfg. & Electronics Corp. (ESP) has a volatility of 10.61%. This indicates that ENS 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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
6.78%
10.61%
ENS
ESP

Financials

ENS vs. ESP - Financials Comparison

This section allows you to compare key financial metrics between EnerSys 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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