ESE vs. AXSM
ESE (ESCO Technologies Inc.) and AXSM (Axsome Therapeutics, Inc.) are both stocks. ESE operates in Scientific & Technical Instruments (Technology), while AXSM operates in Biotechnology (Healthcare). Over the past 10 years, ESE returned 23.22%/yr vs 44.70%/yr for AXSM. At a 0.19 correlation, their price movements are largely independent.
Performance
ESE vs. AXSM - Performance Comparison
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Returns By Period
In the year-to-date period, ESE achieves a 60.68% return, which is significantly higher than AXSM's 39.71% return. Over the past 10 years, ESE has underperformed AXSM with an annualized return of 23.22%, while AXSM has yielded a comparatively higher 44.70% annualized return.
ESE
- 1D
- -0.69%
- 1M
- 8.23%
- YTD
- 60.68%
- 6M
- 53.77%
- 1Y
- 70.76%
- 3Y*
- 47.58%
- 5Y*
- 28.75%
- 10Y*
- 23.22%
AXSM
- 1D
- 0.55%
- 1M
- 12.05%
- YTD
- 39.71%
- 6M
- 72.21%
- 1Y
- 145.12%
- 3Y*
- 50.48%
- 5Y*
- 30.90%
- 10Y*
- 44.70%
ESE vs. AXSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESE ESCO Technologies Inc. | 60.68% | 46.96% | 14.15% | 34.13% | -2.30% | -12.59% | 12.01% | 41.00% | 10.04% | 6.79% |
AXSM Axsome Therapeutics, Inc. | 39.71% | 115.86% | 6.31% | 3.19% | 104.16% | -53.63% | -21.18% | 3,565.25% | -49.64% | -17.04% |
Correlation
The correlation between ESE and AXSM is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2015 | 0.19 |
Fundamentals
ESE:
$8.13B
AXSM:
$13.06B
ESE:
$11.89
AXSM:
-$3.74
ESE:
6.51
AXSM:
18.13
ESE:
5.07
AXSM:
239.33
ESE:
$1.25B
AXSM:
$708.24M
ESE:
$271.43M
AXSM:
$655.82M
ESE:
$238.72M
AXSM:
-$172.72M
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Return for Risk
ESE vs. AXSM — Risk / Return Rank
ESE
AXSM
ESE vs. AXSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ESCO Technologies Inc. (ESE) and Axsome Therapeutics, Inc. (AXSM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ESE | AXSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.57 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 4.53 | 7.62 | -3.10 |
| Martin ratioReturn relative to average drawdown | 11.86 | 22.44 | -10.58 |
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Drawdowns
ESE vs. AXSM - Drawdown Comparison
The maximum ESE drawdown since its inception was -58.54%, smaller than the maximum AXSM drawdown of -86.65%. Use the drawdown chart below to compare losses from any high point for ESE and AXSM.
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Drawdown Indicators
| ESE | AXSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.54% | -86.65% | +28.11% |
Max Drawdown (1Y)Largest decline over 1 year | -15.22% | -18.50% | +3.28% |
Max Drawdown (3Y)Largest decline over 3 years | -17.52% | -36.45% | +18.93% |
Max Drawdown (5Y)Largest decline over 5 years | -36.88% | -72.91% | +36.03% |
Max Drawdown (10Y)Largest decline over 10 years | -45.97% | -81.26% | +35.29% |
Current DrawdownCurrent decline from peak | -7.55% | 0.00% | -7.55% |
Average DrawdownAverage peak-to-trough decline | -20.25% | -39.47% | +19.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.80% | 6.31% | -0.51% |
Volatility
ESE vs. AXSM - Volatility Comparison
The current volatility for ESCO Technologies Inc. (ESE) is 8.56%, while Axsome Therapeutics, Inc. (AXSM) has a volatility of 9.24%. This indicates that ESE experiences smaller price fluctuations and is considered to be less risky than AXSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESE | AXSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.56% | 9.24% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 25.29% | 33.14% | -7.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.04% | 41.89% | -10.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.40% | 70.25% | -39.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.53% | 90.53% | -60.00% |
Dividends
ESE vs. AXSM - Dividend Comparison
ESE's dividend yield for the trailing twelve months is around 0.10%, while AXSM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AXSM Axsome Therapeutics, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ESE ESCO Technologies Inc. | 0.10% | 0.16% | 0.24% | 0.27% | 0.37% | 0.27% | 0.31% | 0.43% | 0.49% | 0.40% | 0.56% | 0.89% |
Financials
ESE vs. AXSM - Financials Comparison
This section allows you to compare key financial metrics between ESCO Technologies Inc. and Axsome Therapeutics, Inc.. 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
ESE vs. AXSM - Profitability Comparison
ESE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ESCO Technologies Inc. reported a gross profit of -119.92M and revenue of 309.34M. Therefore, the gross margin over that period was -38.8%.
AXSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Axsome Therapeutics, Inc. reported a gross profit of 176.48M and revenue of 191.20M. Therefore, the gross margin over that period was 92.3%.
ESE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ESCO Technologies Inc. reported an operating income of 23.86M and revenue of 309.34M, resulting in an operating margin of 7.7%.
AXSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Axsome Therapeutics, Inc. reported an operating income of -63.36M and revenue of 191.20M, resulting in an operating margin of -33.1%.
ESE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ESCO Technologies Inc. reported a net income of 34.73M and revenue of 309.34M, resulting in a net margin of 11.2%.
AXSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Axsome Therapeutics, Inc. reported a net income of -64.54M and revenue of 191.20M, resulting in a net margin of -33.8%.
Frequently Asked Questions
ESE and AXSM have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AXSM has higher volatility (9.24%) compared to ESE (8.56%). In terms of maximum drawdown, ESE dropped -58.54% vs AXSM's -86.65%.
AXSM currently has the higher Sharpe Ratio (3.37 vs 2.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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