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ESE vs. INDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ESE vs. INDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ESCO Technologies Inc. (ESE) and Indivior PLC Ordinary Shares (INDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESE achieves a 51.28% return, which is significantly higher than INDV's 4.21% return. Over the past 10 years, ESE has underperformed INDV with an annualized return of 22.38%, while INDV has yielded a comparatively higher 28.52% annualized return.


ESE

1D
0.94%
1M
-2.55%
YTD
51.28%
6M
49.13%
1Y
60.70%
3Y*
45.43%
5Y*
26.97%
10Y*
22.38%

INDV

1D
-0.60%
1M
-5.34%
YTD
4.21%
6M
2.16%
1Y
165.74%
3Y*
21.26%
5Y*
74.21%
10Y*
28.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESE vs. INDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ESE
ESCO Technologies Inc.
51.28%46.96%14.15%34.13%-2.30%-12.59%12.01%41.00%10.04%6.79%
INDV
Indivior PLC Ordinary Shares
4.21%188.66%-18.60%-29.79%530.43%135.49%181.73%-61.48%-75.45%54.91%

Correlation

The correlation between ESE and INDV is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Dec 30, 2014

0.06

Fundamentals

Market Cap

ESE:

$7.65B

INDV:

$4.82B

EPS

ESE:

$11.89

INDV:

$1.98

PE Ratio

ESE:

24.84

INDV:

18.91

PEG Ratio

ESE:

0.41

INDV:

0.01

PS Ratio

ESE:

6.13

INDV:

3.69

Total Revenue (TTM)

ESE:

$1.25B

INDV:

$1.29B

Gross Profit (TTM)

ESE:

$271.43M

INDV:

$1.05B

EBITDA (TTM)

ESE:

$238.72M

INDV:

$362.00M

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Return for Risk

ESE vs. INDV — Risk / Return Rank

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

ESE
ESE Risk / Return Rank: 8787
Overall Rank
ESE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ESE Sortino Ratio Rank: 8585
Sortino Ratio Rank
ESE Omega Ratio Rank: 8484
Omega Ratio Rank
ESE Calmar Ratio Rank: 8989
Calmar Ratio Rank
ESE Martin Ratio Rank: 8989
Martin Ratio Rank

INDV
INDV Risk / Return Rank: 9797
Overall Rank
INDV Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
INDV Sortino Ratio Rank: 9898
Sortino Ratio Rank
INDV Omega Ratio Rank: 9797
Omega Ratio Rank
INDV Calmar Ratio Rank: 9696
Calmar Ratio Rank
INDV Martin Ratio Rank: 9696
Martin Ratio Rank
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.

ESE vs. INDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ESCO Technologies Inc. (ESE) and Indivior PLC Ordinary Shares (INDV). 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.


ESEINDVDifference
Sharpe ratioReturn per unit of total volatility

-2.17

Sortino ratioReturn per unit of downside risk

-2.81

Omega ratioGain probability vs. loss probability

1.33

1.64

-0.31

Calmar ratioReturn relative to maximum drawdown

4.01

7.81

-3.80

Martin ratioReturn relative to average drawdown

10.69

22.50

-11.81

ESE vs. INDV - Sharpe Ratio Comparison

The current ESE Sharpe Ratio is 1.99, which is lower than the INDV Sharpe Ratio of 4.15. The chart below compares the historical Sharpe Ratios of ESE and INDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ESEINDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

4.15

-2.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.40

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.20

+0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.21

+0.20

Drawdowns

ESE vs. INDV - Drawdown Comparison

The maximum ESE drawdown since its inception was -58.54%, smaller than the maximum INDV drawdown of -93.82%. Use the drawdown chart below to compare losses from any high point for ESE and INDV.


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Drawdown Indicators


ESEINDVDifference

Max Drawdown

Largest peak-to-trough decline

-58.54%

-93.82%

+35.28%

Max Drawdown (1Y)

Largest decline over 1 year

-15.22%

-21.37%

+6.15%

Max Drawdown (3Y)

Largest decline over 3 years

-17.52%

-69.89%

+52.37%

Max Drawdown (5Y)

Largest decline over 5 years

-36.88%

-69.89%

+33.01%

Max Drawdown (10Y)

Largest decline over 10 years

-45.97%

-93.82%

+47.85%

Current Drawdown

Current decline from peak

-12.95%

-7.93%

-5.02%

Average Drawdown

Average peak-to-trough decline

-20.25%

-38.17%

+17.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.70%

7.41%

-1.71%

Volatility

ESE vs. INDV - Volatility Comparison

ESCO Technologies Inc. (ESE) has a higher volatility of 11.76% compared to Indivior PLC Ordinary Shares (INDV) at 10.49%. This indicates that ESE's price experiences larger fluctuations and is considered to be riskier than INDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESEINDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.76%

10.49%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

25.28%

25.73%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

30.78%

40.22%

-9.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.37%

186.80%

-156.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.51%

149.39%

-118.88%

Dividends

ESE vs. INDV - Dividend Comparison

ESE's dividend yield for the trailing twelve months is around 0.11%, while INDV has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ESE
ESCO Technologies Inc.
0.11%0.16%0.24%0.27%0.37%0.27%0.31%0.43%0.49%0.40%0.56%0.89%
INDV
Indivior PLC Ordinary Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.68%1.18%

Financials

ESE vs. INDV - Financials Comparison

This section allows you to compare key financial metrics between ESCO Technologies Inc. and Indivior PLC Ordinary Shares. 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


200.00M250.00M300.00M350.00M20222023202420252026
309.34M
317.00M
(ESE) Total Revenue
(INDV) Total Revenue
Values in USD except per share items

ESE vs. INDV - Profitability Comparison

The chart below illustrates the profitability comparison between ESCO Technologies Inc. and Indivior PLC Ordinary Shares over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-40.0%-20.0%0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
-38.8%
87.4%
Portfolio components
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%.

INDV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Indivior PLC Ordinary Shares reported a gross profit of 277.00M and revenue of 317.00M. Therefore, the gross margin over that period was 87.4%.

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%.

INDV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Indivior PLC Ordinary Shares reported an operating income of 137.00M and revenue of 317.00M, resulting in an operating margin of 43.2%.

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%.

INDV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Indivior PLC Ordinary Shares reported a net income of 89.00M and revenue of 317.00M, resulting in a net margin of 28.1%.


Frequently Asked Questions


ESE and INDV have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ESE has higher volatility (11.76%) compared to INDV (10.49%). In terms of maximum drawdown, ESE dropped -58.54% vs INDV's -93.82%.

INDV currently has the higher Sharpe Ratio (4.15 vs 1.99), 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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