ESE vs. NRG

Last updated Jun 4, 2026

ESE (ESCO Technologies Inc.) and NRG (NRG Energy, Inc.) are both stocks. ESE operates in Scientific & Technical Instruments (Technology), while NRG operates in Utilities - Independent Power Producers (Utilities). Over the past 10 years, ESE returned 22.40%/yr vs 25.18%/yr for NRG. At a 0.33 correlation, their price movements are largely independent.

Performance

ESE vs. NRG - Performance Comparison

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

Returns By Period

In the year-to-date period, ESE achieves a 51.30% return, which is significantly higher than NRG's -15.48% return. Over the past 10 years, ESE has underperformed NRG with an annualized return of 22.40%, while NRG has yielded a comparatively higher 25.18% annualized return.

ESE

• 1D: 1.32%
• 1M: -9.84%
• YTD: 51.30%
• 6M: 46.97%
• 1Y: 63.34%
• 3Y*: 45.80%
• 5Y*: 26.67%
• 10Y*: 22.40%

NRG

• 1D: 0.19%
• 1M: -13.60%
• YTD: -15.48%
• 6M: -19.30%
• 1Y: -15.99%
• 3Y*: 62.27%
• 5Y*: 35.21%
• 10Y*: 25.18%

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

ESE vs. NRG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ESE ESCO Technologies Inc.	51.30%	46.96%	14.15%	34.13%	-2.30%	-12.59%	12.01%	41.00%	10.04%	6.79%
NRG NRG Energy, Inc.	-15.48%	78.91%	78.58%	69.36%	-23.47%	18.54%	-2.14%	0.69%	39.59%	133.69%

Correlation

The correlation between ESE and NRG is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (10Y) Calculated over the trailing 10-year period	0.33
Correlation (All Time) Calculated using the full available price history since Dec 3, 2003	0.33

Fundamentals

Market Cap ESE : $7.65B NRG : $27.82B
EPS ESE : $11.89 NRG : $1.21
PE Ratio ESE : 24.84 NRG : 110.45
PEG Ratio ESE : 0.41 NRG : 1.66
PS Ratio ESE : 6.13 NRG : 0.82
PB Ratio ESE : 4.77 NRG : 6.59
Total Revenue (TTM) ESE : $1.25B NRG : $32.38B
Gross Profit (TTM) ESE : $271.43M NRG : $4.69B
EBITDA (TTM) ESE : $238.72M NRG : $2.57B

Return for Risk

ESE vs. NRG — Risk / Return Rank

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

ESE

ESE Risk / Return Rank: 87
ESE Sharpe Ratio Rank: 88
ESE Sortino Ratio Rank: 85
ESE Omega Ratio Rank: 83
ESE Calmar Ratio Rank: 88
ESE Martin Ratio Rank: 89

NRG

NRG Risk / Return Rank: 22
NRG Sharpe Ratio Rank: 25
NRG Sortino Ratio Rank: 24
NRG Omega Ratio Rank: 25
NRG Calmar Ratio Rank: 23
NRG Martin Ratio Rank: 12

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. NRG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ESCO Technologies Inc. (ESE) and NRG Energy, Inc. (NRG). 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.

	ESE	NRG	Difference
Sharpe ratio Return per unit of total volatility	2.07	-0.36	+2.43
Sortino ratio Return per unit of downside risk	2.71	-0.23	+2.94
Omega ratio Gain probability vs. loss probability	1.34	0.97	+0.37
Calmar ratio Return relative to maximum drawdown	4.18	-0.49	+4.68
Martin ratio Return relative to average drawdown	11.55	-1.26	+12.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESE vs. NRG - Sharpe Ratio Comparison

The current ESE Sharpe Ratio is 2.07, which is higher than the NRG Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of ESE and NRG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ESE	NRG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.07	-0.36	+2.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.88	0.89	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.64	+0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.36	+0.06

Drawdowns

ESE vs. NRG - Drawdown Comparison

The maximum ESE drawdown since its inception was -58.54%, smaller than the maximum NRG drawdown of -79.41%. Use the drawdown chart below to compare losses from any high point for ESE and NRG.

Drawdown Indicators

	ESE	NRG	Difference
Max Drawdown Largest peak-to-trough decline	-58.54%	-79.41%	+20.87%
Max Drawdown (1Y) Largest decline over 1 year	-15.22%	-32.57%	+17.35%
Max Drawdown (3Y) Largest decline over 3 years	-17.52%	-32.57%	+15.05%
Max Drawdown (5Y) Largest decline over 5 years	-36.88%	-32.62%	-4.26%
Max Drawdown (10Y) Largest decline over 10 years	-45.97%	-48.76%	+2.79%
Current Drawdown Current decline from peak	-12.94%	-27.09%	+14.15%
Average Drawdown Average peak-to-trough decline	-20.26%	-28.00%	+7.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.50%	12.80%	-7.30%

Volatility

ESE vs. NRG - Volatility Comparison

The current volatility for ESCO Technologies Inc. (ESE) is 12.35%, while NRG Energy, Inc. (NRG) has a volatility of 15.26%. This indicates that ESE experiences smaller price fluctuations and is considered to be less risky than NRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESE	NRG	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.35%	15.26%	-2.91%
Volatility (6M) Calculated over the trailing 6-month period	25.30%	34.36%	-9.06%
Volatility (1Y) Calculated over the trailing 1-year period	30.74%	44.34%	-13.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.37%	39.93%	-9.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.51%	39.28%	-8.77%

Dividends

ESE vs. NRG - Dividend Comparison

ESE's dividend yield for the trailing twelve months is around 0.11%, less than NRG's 1.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
NRG NRG Energy, Inc.	1.37%	1.11%	1.81%	2.92%	4.40%	3.02%	3.20%	0.30%	0.30%	0.42%	1.92%	4.93%

Financials

ESE vs. NRG - Profitability Comparison

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

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%.

NRG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NRG Energy, Inc. reported a gross profit of 0.00 and revenue of 10.26B. Therefore, the gross margin over that period was 0.0%.

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%.

NRG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NRG Energy, Inc. reported an operating income of 328.00M and revenue of 10.26B, resulting in an operating margin of 3.2%.

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%.

NRG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NRG Energy, Inc. reported a net income of 125.00M and revenue of 10.26B, resulting in a net margin of 1.2%.

Frequently Asked Questions

Can I hold both ESE and NRG in my portfolio?

ESE and NRG have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ESE or NRG?

NRG has higher volatility (15.26%) compared to ESE (12.35%). In terms of maximum drawdown, ESE dropped -58.54% vs NRG's -79.41%.

Which has better risk-adjusted returns?

ESE currently has the higher Sharpe Ratio (2.07 vs -0.36), 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.