ESE vs. NRG

Last updated Apr 1, 2026

Compare and contrast key facts about ESCO Technologies Inc. (ESE) and NRG Energy, Inc. (NRG).

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.

ESE vs. NRG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ESE ESCO Technologies Inc.	44.06%	46.96%	14.15%	34.13%	-2.30%	-12.59%	12.01%	41.00%	10.04%	6.79%
NRG NRG Energy, Inc.	-7.94%	78.91%	78.58%	69.36%	-23.47%	18.54%	-2.14%	0.69%	39.59%	133.69%

Fundamentals

Market Cap ESE : $7.28B NRG : $29.08B
EPS ESE : $11.75 NRG : $4.39
PE Ratio ESE : 23.95 NRG : 33.26
PEG Ratio ESE : 0.39 NRG : 0.50
PB Ratio ESE : 4.61 NRG : 28.21
Total Revenue (TTM) ESE : $1.20B NRG : $0.00
Gross Profit (TTM) ESE : $360.07M NRG : $0.00
EBITDA (TTM) ESE : $238.29M NRG : $1.80B

Returns By Period

In the year-to-date period, ESE achieves a 44.06% return, which is significantly higher than NRG's -7.94% return. Over the past 10 years, ESE has underperformed NRG with an annualized return of 22.28%, while NRG has yielded a comparatively higher 30.24% annualized return.

ESE

• 1D: 4.60%
• 1M: 1.47%
• YTD: 44.06%
• 6M: 33.39%
• 1Y: 77.13%
• 3Y*: 43.70%
• 5Y*: 20.83%
• 10Y*: 22.28%

NRG

• 1D: 3.48%
• 1M: -18.34%
• YTD: -7.94%
• 6M: -9.25%
• 1Y: 54.99%
• 3Y*: 65.95%
• 5Y*: 35.06%
• 10Y*: 30.24%

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

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: 94
ESE Sharpe Ratio Rank: 94
ESE Sortino Ratio Rank: 93
ESE Omega Ratio Rank: 90
ESE Calmar Ratio Rank: 96
ESE Martin Ratio Rank: 96

NRG

NRG Risk / Return Rank: 77
NRG Sharpe Ratio Rank: 76
NRG Sortino Ratio Rank: 74
NRG Omega Ratio Rank: 74
NRG Calmar Ratio Rank: 82
NRG Martin Ratio Rank: 80

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	2.46	1.04	+1.43
Sortino ratio Return per unit of downside risk	3.18	1.73	+1.45
Omega ratio Gain probability vs. loss probability	1.39	1.24	+0.15
Calmar ratio Return relative to maximum drawdown	6.29	2.38	+3.91
Martin ratio Return relative to average drawdown	17.11	5.73	+11.38
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 2.46, which is higher than the NRG Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of ESE and NRG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ESE	NRG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.46	1.04	+1.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.90	-0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.78	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.37	+0.04

Correlation

The correlation between ESE and NRG is 0.33, 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.

Dividends

ESE vs. NRG - Dividend Comparison

ESE's dividend yield for the trailing twelve months is around 0.11%, less than NRG's 1.23% yield.

	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.	1.23%	1.11%	1.81%	2.92%	4.40%	3.02%	3.20%	0.30%	0.30%	0.42%	1.92%	4.93%

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	-12.91%	-23.26%	+10.35%
Max Drawdown (5Y) Largest decline over 5 years	-45.57%	-32.62%	-12.95%
Max Drawdown (10Y) Largest decline over 10 years	-45.97%	-48.76%	+2.79%
Current Drawdown Current decline from peak	-2.56%	-20.59%	+18.03%
Average Drawdown Average peak-to-trough decline	-20.33%	-28.06%	+7.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.75%	9.68%	-4.93%

Volatility

ESE vs. NRG - Volatility Comparison

The current volatility for ESCO Technologies Inc. (ESE) is 11.23%, while NRG Energy, Inc. (NRG) has a volatility of 16.78%. 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	11.23%	16.78%	-5.55%
Volatility (6M) Calculated over the trailing 6-month period	22.23%	32.22%	-9.99%
Volatility (1Y) Calculated over the trailing 1-year period	31.55%	53.33%	-21.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.83%	39.07%	-9.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.12%	39.02%	-8.90%

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 Apr 2026, ESCO Technologies Inc. reported a gross profit of 0.00 and revenue of 289.66M. Therefore, the gross margin over that period was 0.0%.

NRG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, NRG Energy, Inc. reported a gross profit of -4.17B and revenue of -22.96B. Therefore, the gross margin over that period was 18.2%.

ESE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, ESCO Technologies Inc. reported an operating income of 28.69M and revenue of 289.66M, resulting in an operating margin of 9.9%.

NRG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, NRG Energy, Inc. reported an operating income of 246.00M and revenue of -22.96B, resulting in an operating margin of -1.1%.

ESE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, ESCO Technologies Inc. reported a net income of 28.69M and revenue of 289.66M, resulting in a net margin of 9.9%.

NRG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, NRG Energy, Inc. reported a net income of 66.00M and revenue of -22.96B, resulting in a net margin of -0.3%.